EXSH.DE vs. CEMS.DE
EXSH.DE (iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)) and CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds from iShares - EXSH.DE tracks the STOXX® Europe Select Dividend 30 while CEMS.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, EXSH.DE returned 10.31%/yr vs 10.71%/yr for CEMS.DE. Their correlation of 0.90 suggests significant overlap in exposure. EXSH.DE charges 0.32%/yr vs 0.25%/yr for CEMS.DE.
Performance
EXSH.DE vs. CEMS.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with EXSH.DE having a 13.96% return and CEMS.DE slightly lower at 13.72%. Both investments have delivered pretty close results over the past 10 years, with EXSH.DE having a 10.31% annualized return and CEMS.DE not far ahead at 10.71%.
EXSH.DE
- 1D
- 0.47%
- 1M
- 4.04%
- YTD
- 13.96%
- 6M
- 19.08%
- 1Y
- 32.41%
- 3Y*
- 23.40%
- 5Y*
- 12.78%
- 10Y*
- 10.31%
CEMS.DE
- 1D
- 0.10%
- 1M
- 4.58%
- YTD
- 13.72%
- 6M
- 16.86%
- 1Y
- 33.02%
- 3Y*
- 21.63%
- 5Y*
- 14.47%
- 10Y*
- 10.71%
EXSH.DE vs. CEMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 13.96% | 44.94% | 5.72% | 10.87% | -9.92% | 23.55% | -9.64% | 27.73% | -4.87% | 5.22% |
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 EXSH.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 | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
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 EXSH.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
EXSH.DE vs. CEMS.DE — Risk / Return Rank
EXSH.DE
CEMS.DE
EXSH.DE vs. CEMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.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.
| EXSH.DE | CEMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.43 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.85 | 3.29 | +1.56 |
| Martin ratioReturn relative to average drawdown | 16.10 | 12.37 | +3.73 |
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
| EXSH.DE | CEMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.69 | 2.37 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.94 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.61 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.49 | -0.17 |
Drawdowns
EXSH.DE vs. CEMS.DE - Drawdown Comparison
The maximum EXSH.DE drawdown since its inception was -70.20%, 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 EXSH.DE and CEMS.DE.
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Drawdown Indicators
| EXSH.DE | CEMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.20% | -40.20% | -30.00% |
Max Drawdown (1Y)Largest decline over 1 year | -6.65% | -9.99% | +3.34% |
Max Drawdown (3Y)Largest decline over 3 years | -14.43% | -17.57% | +3.14% |
Max Drawdown (5Y)Largest decline over 5 years | -22.98% | -19.55% | -3.43% |
Max Drawdown (10Y)Largest decline over 10 years | -40.34% | -40.20% | -0.14% |
Current DrawdownCurrent decline from peak | -1.87% | -1.26% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -22.15% | -7.49% | -14.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 2.66% | -0.65% |
Volatility
EXSH.DE vs. CEMS.DE - Volatility Comparison
The current volatility for iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) is 3.90%, while iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) has a volatility of 4.65%. This indicates that EXSH.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
| EXSH.DE | CEMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.90% | 4.65% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 9.77% | 11.17% | -1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.99% | 13.87% | -1.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 15.23% | -0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.15% | 17.43% | -0.28% |
EXSH.DE vs. CEMS.DE - Expense Ratio Comparison
EXSH.DE has a 0.32% expense ratio, which is higher than CEMS.DE's 0.25% expense ratio.
Dividends
EXSH.DE vs. CEMS.DE - Dividend Comparison
EXSH.DE's dividend yield for the trailing twelve months is around 4.47%, 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% |
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 4.47% | 5.15% | 5.86% | 6.39% | 6.06% | 3.77% | 3.58% | 4.50% | 4.42% | 5.03% | 4.99% | 3.96% |
Frequently Asked Questions
EXSH.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 EXSH.DE.
EXSH.DE tracks STOXX® Europe Select Dividend 30, while CEMS.DE tracks MSCI Europe Enhanced Value. Their fees differ too: 0.32% for EXSH.DE and 0.25% for CEMS.DE.
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