EXIE.DE vs. CEMT.DE
EXIE.DE (iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds from iShares - EXIE.DE tracks the STOXX® Europe 600 while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 3 years, EXIE.DE returned 13.87%/yr vs 9.41%/yr for CEMT.DE. Their correlation of 0.81 suggests significant overlap in exposure. EXIE.DE charges 0.20%/yr vs 0.25%/yr for CEMT.DE.
Performance
EXIE.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
EXIE.DE
- 1D
- 0.59%
- 1M
- 0.81%
- YTD
- 7.44%
- 6M
- 9.96%
- 1Y
- 16.03%
- 3Y*
- 13.87%
- 5Y*
- —
- 10Y*
- —
CEMT.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 3.97%
- 3Y*
- 9.41%
- 5Y*
- 4.08%
- 10Y*
- 6.44%
EXIE.DE vs. CEMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EXIE.DE iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc | 7.44% | 20.59% | 8.32% | 6.62% |
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 17.53% | 5.08% | 3.89% |
Correlation
The correlation between EXIE.DE and CEMT.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2023 | 0.81 |
Over the past year, the correlation between EXIE.DE and CEMT.DE has dropped to 0.48 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
EXIE.DE vs. CEMT.DE — Risk / Return Rank
EXIE.DE
CEMT.DE
EXIE.DE vs. CEMT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc (EXIE.DE) and iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| EXIE.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 1.10 | +0.60 |
| Martin ratioReturn relative to average drawdown | 6.42 | 4.03 | +2.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EXIE.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.77 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.28 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.37 | +0.63 |
Drawdowns
EXIE.DE vs. CEMT.DE - Drawdown Comparison
The maximum EXIE.DE drawdown since its inception was -16.04%, smaller than the maximum CEMT.DE drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for EXIE.DE and CEMT.DE.
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Drawdown Indicators
| EXIE.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.04% | -37.66% | +21.62% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -4.26% | -5.32% |
Max Drawdown (3Y)Largest decline over 3 years | -16.04% | -14.36% | -1.68% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.23% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.66% | — |
Current DrawdownCurrent decline from peak | -1.65% | -0.39% | -1.26% |
Average DrawdownAverage peak-to-trough decline | -2.03% | -7.08% | +5.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 1.16% | +1.38% |
Volatility
EXIE.DE vs. CEMT.DE - Volatility Comparison
iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc (EXIE.DE) has a higher volatility of 4.35% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that EXIE.DE's price experiences larger fluctuations and is considered to be riskier than CEMT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXIE.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.35% | 0.00% | +4.35% |
Volatility (6M)Calculated over the trailing 6-month period | 10.75% | 0.00% | +10.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.00% | 6.11% | +6.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.99% | 14.61% | -1.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.99% | 16.11% | -3.12% |
EXIE.DE vs. CEMT.DE - Expense Ratio Comparison
EXIE.DE has a 0.20% expense ratio, which is lower than CEMT.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EXIE.DE vs. CEMT.DE - Dividend Comparison
Neither EXIE.DE nor CEMT.DE has paid dividends to shareholders.
Frequently Asked Questions
EXIE.DE and CEMT.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXIE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXIE.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for CEMT.DE.
EXIE.DE tracks STOXX® Europe 600, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. Their fees differ too: 0.20% for EXIE.DE and 0.25% for CEMT.DE.
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