EXSC.DE vs. CEMS.DE
EXSC.DE (iShares STOXX Europe Large 200 UCITS ETF (DE)) and CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds from iShares - EXSC.DE tracks the STOXX® Europe Large 200 while CEMS.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, EXSC.DE returned 9.50%/yr vs 10.71%/yr for CEMS.DE. Their correlation of 0.90 suggests significant overlap in exposure. EXSC.DE charges 0.21%/yr vs 0.25%/yr for CEMS.DE.
Performance
EXSC.DE vs. CEMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSC.DE achieves a 7.19% return, which is significantly lower than CEMS.DE's 13.72% return. Over the past 10 years, EXSC.DE has underperformed CEMS.DE with an annualized return of 9.50%, while CEMS.DE has yielded a comparatively higher 10.71% annualized return.
EXSC.DE
- 1D
- 0.55%
- 1M
- 0.86%
- YTD
- 7.19%
- 6M
- 9.27%
- 1Y
- 15.99%
- 3Y*
- 14.12%
- 5Y*
- 10.86%
- 10Y*
- 9.50%
CEMS.DE
- 1D
- 0.10%
- 1M
- 2.64%
- YTD
- 13.72%
- 6M
- 16.98%
- 1Y
- 32.08%
- 3Y*
- 21.63%
- 5Y*
- 14.47%
- 10Y*
- 10.71%
EXSC.DE vs. CEMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXSC.DE iShares STOXX Europe Large 200 UCITS ETF (DE) | 7.19% | 21.17% | 8.82% | 16.23% | -7.45% | 26.19% | -3.20% | 28.32% | -10.82% | 9.55% |
CEMS.DE iShares Edge MSCI Europe Value Factor UCITS ETF | 13.72% | 35.97% | 9.93% | 13.90% | -4.54% | 26.62% | -8.86% | 23.48% | -14.04% | 10.16% |
Correlation
The correlation between EXSC.DE and CEMS.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.90 |
The correlation between EXSC.DE and CEMS.DE has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.
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Return for Risk
EXSC.DE vs. CEMS.DE — Risk / Return Rank
EXSC.DE
CEMS.DE
EXSC.DE vs. CEMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Large 200 UCITS ETF (DE) (EXSC.DE) and iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.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.
| EXSC.DE | CEMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.43 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 3.29 | -1.54 |
| Martin ratioReturn relative to average drawdown | 6.50 | 12.37 | -5.87 |
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
| EXSC.DE | CEMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 2.37 | -1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.94 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.61 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.49 | -0.05 |
Drawdowns
EXSC.DE vs. CEMS.DE - Drawdown Comparison
The maximum EXSC.DE drawdown since its inception was -58.17%, which is greater than CEMS.DE's maximum drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for EXSC.DE and CEMS.DE.
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Drawdown Indicators
| EXSC.DE | CEMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.17% | -40.20% | -17.97% |
Max Drawdown (1Y)Largest decline over 1 year | -9.33% | -9.99% | +0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -16.96% | -17.57% | +0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -17.59% | -19.55% | +1.96% |
Max Drawdown (10Y)Largest decline over 10 years | -34.65% | -40.20% | +5.55% |
Current DrawdownCurrent decline from peak | -1.70% | -1.26% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -9.60% | -7.49% | -2.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.66% | -0.14% |
Volatility
EXSC.DE vs. CEMS.DE - Volatility Comparison
The current volatility for iShares STOXX Europe Large 200 UCITS ETF (DE) (EXSC.DE) is 4.09%, while iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) has a volatility of 4.65%. This indicates that EXSC.DE experiences smaller price fluctuations and is considered to be less risky than CEMS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXSC.DE | CEMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 4.65% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 10.79% | 11.17% | -0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.20% | 13.87% | -0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.64% | 15.23% | -0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.54% | 17.43% | -1.89% |
EXSC.DE vs. CEMS.DE - Expense Ratio Comparison
EXSC.DE has a 0.21% expense ratio, which is lower than CEMS.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
EXSC.DE vs. CEMS.DE - Dividend Comparison
EXSC.DE's dividend yield for the trailing twelve months is around 2.30%, while CEMS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEMS.DE iShares Edge MSCI Europe Value 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% |
EXSC.DE iShares STOXX Europe Large 200 UCITS ETF (DE) | 2.30% | 2.44% | 2.76% | 2.71% | 2.76% | 2.54% | 1.95% | 2.90% | 3.13% | 4.57% | 3.62% | 3.26% |
Frequently Asked Questions
EXSC.DE and CEMS.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSC.DE is cheaper at 0.21% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSC.DE is cheaper with a 0.21% expense ratio, compared with 0.25% for CEMS.DE.
EXSC.DE tracks STOXX® Europe Large 200, while CEMS.DE tracks MSCI Europe Enhanced Value. Their fees differ too: 0.21% for EXSC.DE and 0.25% for CEMS.DE.
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