EXSG.DE vs. CEMS.DE
EXSG.DE (iShares EURO STOXX Select Dividend 30 UCITS ETF (DE)) and CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds from iShares - EXSG.DE tracks the EURO STOXX® Select Dividend 30 while CEMS.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, EXSG.DE returned 7.41%/yr vs 10.71%/yr for CEMS.DE. Their correlation of 0.90 suggests significant overlap in exposure. EXSG.DE charges 0.32%/yr vs 0.25%/yr for CEMS.DE.
Performance
EXSG.DE vs. CEMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSG.DE achieves a 7.97% return, which is significantly lower than CEMS.DE's 13.72% return. Over the past 10 years, EXSG.DE has underperformed CEMS.DE with an annualized return of 7.41%, while CEMS.DE has yielded a comparatively higher 10.71% annualized return.
EXSG.DE
- 1D
- 0.33%
- 1M
- 1.17%
- YTD
- 7.97%
- 6M
- 10.98%
- 1Y
- 20.85%
- 3Y*
- 20.16%
- 5Y*
- 9.16%
- 10Y*
- 7.41%
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%
EXSG.DE vs. CEMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXSG.DE iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) | 7.97% | 43.07% | 7.93% | 4.12% | -13.46% | 23.87% | -18.07% | 22.83% | -11.04% | 10.11% |
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 EXSG.DE and CEMS.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.90 |
The correlation between EXSG.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
EXSG.DE vs. CEMS.DE — Risk / Return Rank
EXSG.DE
CEMS.DE
EXSG.DE vs. CEMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.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.
| EXSG.DE | CEMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.43 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 3.29 | -0.59 |
| Martin ratioReturn relative to average drawdown | 8.47 | 12.37 | -3.90 |
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
| EXSG.DE | CEMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 2.37 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.94 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.61 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.49 | -0.22 |
Drawdowns
EXSG.DE vs. CEMS.DE - Drawdown Comparison
The maximum EXSG.DE drawdown since its inception was -70.80%, 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 EXSG.DE and CEMS.DE.
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Drawdown Indicators
| EXSG.DE | CEMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.80% | -40.20% | -30.60% |
Max Drawdown (1Y)Largest decline over 1 year | -7.84% | -9.99% | +2.15% |
Max Drawdown (3Y)Largest decline over 3 years | -12.86% | -17.57% | +4.71% |
Max Drawdown (5Y)Largest decline over 5 years | -24.70% | -19.55% | -5.15% |
Max Drawdown (10Y)Largest decline over 10 years | -43.45% | -40.20% | -3.25% |
Current DrawdownCurrent decline from peak | -1.33% | -1.26% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -21.25% | -7.49% | -13.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.66% | -0.15% |
Volatility
EXSG.DE vs. CEMS.DE - Volatility Comparison
The current volatility for iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.DE) is 3.34%, while iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) has a volatility of 4.65%. This indicates that EXSG.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
| EXSG.DE | CEMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.34% | 4.65% | -1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 11.17% | -1.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.77% | 13.87% | -2.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.75% | 15.23% | -0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.72% | 17.43% | +0.29% |
EXSG.DE vs. CEMS.DE - Expense Ratio Comparison
EXSG.DE has a 0.32% expense ratio, which is higher than CEMS.DE's 0.25% expense ratio.
Dividends
EXSG.DE vs. CEMS.DE - Dividend Comparison
EXSG.DE's dividend yield for the trailing twelve months is around 4.10%, 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% |
EXSG.DE iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) | 4.10% | 4.47% | 5.94% | 5.72% | 5.29% | 3.91% | 3.22% | 4.60% | 5.06% | 7.36% | 4.78% | 4.24% |
Frequently Asked Questions
EXSG.DE and CEMS.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CEMS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CEMS.DE is cheaper with a 0.25% expense ratio, compared with 0.32% for EXSG.DE.
EXSG.DE tracks EURO STOXX® Select Dividend 30, while CEMS.DE tracks MSCI Europe Enhanced Value. Their fees differ too: 0.32% for EXSG.DE and 0.25% for CEMS.DE.
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