EXSB.DE vs. CEMT.DE
EXSB.DE (iShares DivDAX UCITS ETF (DE)) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds from iShares - EXSB.DE tracks the DivDAX® while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 10 years, EXSB.DE returned 7.59%/yr vs 6.44%/yr for CEMT.DE. Their correlation of 0.81 suggests significant overlap in exposure. EXSB.DE charges 0.31%/yr vs 0.25%/yr for CEMT.DE.
Performance
EXSB.DE vs. CEMT.DE - Performance Comparison
Loading charts...
Returns By Period
Over the past 10 years, EXSB.DE has outperformed CEMT.DE with an annualized return of 7.59%, while CEMT.DE has yielded a comparatively lower 6.44% annualized return.
EXSB.DE
- 1D
- -0.71%
- 1M
- -0.92%
- YTD
- 1.54%
- 6M
- 3.75%
- 1Y
- 8.12%
- 3Y*
- 9.41%
- 5Y*
- 5.53%
- 10Y*
- 7.59%
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%
EXSB.DE vs. CEMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXSB.DE iShares DivDAX UCITS ETF (DE) | 1.54% | 21.72% | 4.26% | 17.02% | -11.05% | 13.58% | 2.20% | 23.19% | -16.62% | 13.85% |
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 17.53% | 5.08% | 14.19% | -18.24% | 19.63% | 1.61% | 28.81% | -13.99% | 13.62% |
Correlation
The correlation between EXSB.DE and CEMT.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.81 |
Over the past year, the correlation between EXSB.DE and CEMT.DE has dropped to 0.44 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EXSB.DE vs. CEMT.DE — Risk / Return Rank
EXSB.DE
CEMT.DE
EXSB.DE vs. CEMT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares DivDAX UCITS ETF (DE) (EXSB.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.
| EXSB.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.21 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | 1.10 | -0.28 |
| Martin ratioReturn relative to average drawdown | 2.26 | 4.03 | -1.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EXSB.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 0.77 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.28 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.40 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.37 | -0.03 |
Drawdowns
EXSB.DE vs. CEMT.DE - Drawdown Comparison
The maximum EXSB.DE drawdown since its inception was -60.17%, which is greater than CEMT.DE's maximum drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for EXSB.DE and CEMT.DE.
Loading charts...
Drawdown Indicators
| EXSB.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.17% | -37.66% | -22.51% |
Max Drawdown (1Y)Largest decline over 1 year | -9.88% | -4.26% | -5.62% |
Max Drawdown (3Y)Largest decline over 3 years | -15.89% | -14.36% | -1.53% |
Max Drawdown (5Y)Largest decline over 5 years | -25.49% | -29.23% | +3.74% |
Max Drawdown (10Y)Largest decline over 10 years | -41.68% | -37.66% | -4.02% |
Current DrawdownCurrent decline from peak | -5.13% | -0.39% | -4.74% |
Average DrawdownAverage peak-to-trough decline | -12.25% | -7.08% | -5.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 1.16% | +2.42% |
Volatility
EXSB.DE vs. CEMT.DE - Volatility Comparison
iShares DivDAX UCITS ETF (DE) (EXSB.DE) has a higher volatility of 3.57% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that EXSB.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.
Loading charts...
Volatility by Period
| EXSB.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.57% | 0.00% | +3.57% |
Volatility (6M)Calculated over the trailing 6-month period | 11.51% | 0.00% | +11.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.64% | 6.11% | +8.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 14.61% | +2.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.65% | 16.11% | +2.54% |
EXSB.DE vs. CEMT.DE - Expense Ratio Comparison
EXSB.DE has a 0.31% expense ratio, which is higher than CEMT.DE's 0.25% expense ratio.
Dividends
EXSB.DE vs. CEMT.DE - Dividend Comparison
EXSB.DE's dividend yield for the trailing twelve months is around 3.06%, while CEMT.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXSB.DE iShares DivDAX UCITS ETF (DE) | 3.06% | 3.11% | 3.50% | 4.55% | 3.19% | 2.17% | 2.19% | 2.36% | 2.77% | 1.65% | 2.53% | 3.23% |
Frequently Asked Questions
EXSB.DE and CEMT.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CEMT.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CEMT.DE is cheaper with a 0.25% expense ratio, compared with 0.31% for EXSB.DE.
EXSB.DE tracks DivDAX®, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. Their fees differ too: 0.31% for EXSB.DE and 0.25% for CEMT.DE.
Find the right allocation for EXSB.DE and CEMT.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer