EXW1.DE vs. CEMS.DE
EXW1.DE (iShares EURO STOXX 50 UCITS ETF (DE)) and CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds from iShares - EXW1.DE tracks the EURO STOXX® 50 while CEMS.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, EXW1.DE returned 10.49%/yr vs 10.71%/yr for CEMS.DE. Their correlation of 0.91 suggests significant overlap in exposure. EXW1.DE charges 0.10%/yr vs 0.25%/yr for CEMS.DE.
Performance
EXW1.DE vs. CEMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXW1.DE achieves a 7.31% return, which is significantly lower than CEMS.DE's 13.72% return. Both investments have delivered pretty close results over the past 10 years, with EXW1.DE having a 10.49% annualized return and CEMS.DE not far ahead at 10.71%.
EXW1.DE
- 1D
- 0.74%
- 1M
- 4.59%
- YTD
- 7.31%
- 6M
- 8.68%
- 1Y
- 15.82%
- 3Y*
- 15.60%
- 5Y*
- 11.50%
- 10Y*
- 10.49%
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%
EXW1.DE vs. CEMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXW1.DE iShares EURO STOXX 50 UCITS ETF (DE) | 7.31% | 22.07% | 11.03% | 22.41% | -8.72% | 23.47% | -3.08% | 30.12% | -12.05% | 10.04% |
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 EXW1.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 | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.91 |
The correlation between EXW1.DE and CEMS.DE has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.
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Return for Risk
EXW1.DE vs. CEMS.DE — Risk / Return Rank
EXW1.DE
CEMS.DE
EXW1.DE vs. CEMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.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.
| EXW1.DE | CEMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.43 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 3.29 | -1.83 |
| Martin ratioReturn relative to average drawdown | 4.97 | 12.37 | -7.40 |
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
| EXW1.DE | CEMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 2.37 | -1.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.94 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.61 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.49 | -0.28 |
Drawdowns
EXW1.DE vs. CEMS.DE - Drawdown Comparison
The maximum EXW1.DE drawdown since its inception was -57.82%, 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 EXW1.DE and CEMS.DE.
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Drawdown Indicators
| EXW1.DE | CEMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.82% | -40.20% | -17.62% |
Max Drawdown (1Y)Largest decline over 1 year | -10.76% | -9.99% | -0.77% |
Max Drawdown (3Y)Largest decline over 3 years | -16.59% | -17.57% | +0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -19.55% | -3.77% |
Max Drawdown (10Y)Largest decline over 10 years | -38.49% | -40.20% | +1.71% |
Current DrawdownCurrent decline from peak | -0.54% | -1.26% | +0.72% |
Average DrawdownAverage peak-to-trough decline | -15.74% | -7.49% | -8.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 2.66% | +0.52% |
Volatility
EXW1.DE vs. CEMS.DE - Volatility Comparison
iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.DE) has a higher volatility of 4.90% compared to iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) at 4.65%. This indicates that EXW1.DE's price experiences larger fluctuations and is considered to be riskier 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
| EXW1.DE | CEMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 4.65% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 12.72% | 11.17% | +1.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.68% | 13.87% | +1.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 15.23% | +2.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 17.43% | +0.77% |
EXW1.DE vs. CEMS.DE - Expense Ratio Comparison
EXW1.DE has a 0.10% 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
EXW1.DE vs. CEMS.DE - Dividend Comparison
EXW1.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% |
EXW1.DE iShares EURO STOXX 50 UCITS ETF (DE) | 2.30% | 2.42% | 2.85% | 2.83% | 2.73% | 2.50% | 1.97% | 2.82% | 3.18% | 3.92% | 3.29% | 3.48% |
Frequently Asked Questions
EXW1.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, EXW1.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXW1.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for CEMS.DE.
EXW1.DE tracks EURO STOXX® 50, while CEMS.DE tracks MSCI Europe Enhanced Value. Their fees differ too: 0.10% for EXW1.DE and 0.25% for CEMS.DE.
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