EXSI.DE vs. CEMT.DE
EXSI.DE (iShares EURO STOXX UCITS ETF (DE)) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds from iShares - EXSI.DE tracks the EURO STOXX® while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 10 years, EXSI.DE returned 10.25%/yr vs 6.44%/yr for CEMT.DE. Their correlation of 0.90 suggests significant overlap in exposure. EXSI.DE charges 0.20%/yr vs 0.25%/yr for CEMT.DE.
Performance
EXSI.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
Over the past 10 years, EXSI.DE has outperformed CEMT.DE with an annualized return of 10.25%, while CEMT.DE has yielded a comparatively lower 6.44% annualized return.
EXSI.DE
- 1D
- 0.58%
- 1M
- 1.93%
- YTD
- 8.62%
- 6M
- 10.56%
- 1Y
- 17.50%
- 3Y*
- 16.11%
- 5Y*
- 10.60%
- 10Y*
- 10.25%
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%
EXSI.DE vs. CEMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXSI.DE iShares EURO STOXX UCITS ETF (DE) | 8.62% | 25.17% | 9.26% | 18.57% | -11.66% | 22.41% | 0.51% | 28.04% | -13.03% | 13.60% |
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 EXSI.DE and CEMT.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
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 |
Over the past year, the correlation between EXSI.DE and CEMT.DE has dropped to 0.47 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.
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Return for Risk
EXSI.DE vs. CEMT.DE — Risk / Return Rank
EXSI.DE
CEMT.DE
EXSI.DE vs. CEMT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX UCITS ETF (DE) (EXSI.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.
| EXSI.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.78 | ||
| 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 | 6.24 | 4.03 | +2.20 |
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
| EXSI.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 0.77 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.28 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.40 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.37 | +0.01 |
Drawdowns
EXSI.DE vs. CEMT.DE - Drawdown Comparison
The maximum EXSI.DE drawdown since its inception was -59.71%, 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 EXSI.DE and CEMT.DE.
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Drawdown Indicators
| EXSI.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.71% | -37.66% | -22.05% |
Max Drawdown (1Y)Largest decline over 1 year | -10.46% | -4.26% | -6.20% |
Max Drawdown (3Y)Largest decline over 3 years | -15.18% | -14.36% | -0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -24.32% | -29.23% | +4.91% |
Max Drawdown (10Y)Largest decline over 10 years | -38.17% | -37.66% | -0.51% |
Current DrawdownCurrent decline from peak | -0.45% | -0.39% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -14.00% | -7.08% | -6.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 1.16% | +1.70% |
Volatility
EXSI.DE vs. CEMT.DE - Volatility Comparison
iShares EURO STOXX UCITS ETF (DE) (EXSI.DE) has a higher volatility of 4.42% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that EXSI.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
| EXSI.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 0.00% | +4.42% |
Volatility (6M)Calculated over the trailing 6-month period | 11.86% | 0.00% | +11.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.50% | 6.11% | +8.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 14.61% | +1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.20% | 16.11% | +1.09% |
EXSI.DE vs. CEMT.DE - Expense Ratio Comparison
EXSI.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
EXSI.DE vs. CEMT.DE - Dividend Comparison
EXSI.DE's dividend yield for the trailing twelve months is around 2.27%, 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% |
EXSI.DE iShares EURO STOXX UCITS ETF (DE) | 2.27% | 2.45% | 2.76% | 2.67% | 2.63% | 2.12% | 1.61% | 2.67% | 2.88% | 3.90% | 3.18% | 2.86% |
Frequently Asked Questions
EXSI.DE and CEMT.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSI.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSI.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for CEMT.DE.
EXSI.DE tracks EURO STOXX®, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. Their fees differ too: 0.20% for EXSI.DE and 0.25% for CEMT.DE.
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