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EXW3.DE vs. CEMT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXW3.DE vs. CEMT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 50 UCITS ETF (DE) (EXW3.DE) and iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

Over the past 10 years, EXW3.DE has outperformed CEMT.DE with an annualized return of 9.47%, while CEMT.DE has yielded a comparatively lower 6.44% annualized return.


EXW3.DE

1D
0.65%
1M
4.48%
YTD
10.62%
6M
13.23%
1Y
20.00%
3Y*
13.15%
5Y*
11.77%
10Y*
9.47%

CEMT.DE

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
4.36%
3Y*
9.41%
5Y*
4.08%
10Y*
6.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXW3.DE vs. CEMT.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXW3.DE
iShares STOXX Europe 50 UCITS ETF (DE)
10.62%18.18%7.31%14.20%-1.53%25.70%-6.57%28.28%-10.54%9.15%
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 EXW3.DE and CEMT.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.76

Correlation (10Y)
Calculated over the trailing 10-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2015

0.83

Over the past year, the correlation between EXW3.DE and CEMT.DE has dropped to 0.40 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.

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Return for Risk

EXW3.DE vs. CEMT.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXW3.DE
EXW3.DE Risk / Return Rank: 4343
Overall Rank
EXW3.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
EXW3.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
EXW3.DE Omega Ratio Rank: 4242
Omega Ratio Rank
EXW3.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
EXW3.DE Martin Ratio Rank: 4646
Martin Ratio Rank

CEMT.DE
CEMT.DE Risk / Return Rank: 2626
Overall Rank
CEMT.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
CEMT.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
CEMT.DE Omega Ratio Rank: 3232
Omega Ratio Rank
CEMT.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
CEMT.DE Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EXW3.DE vs. CEMT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 50 UCITS ETF (DE) (EXW3.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.


EXW3.DECEMT.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+1.07

Omega ratioGain probability vs. loss probability

1.26

1.21

+0.05

Calmar ratioReturn relative to maximum drawdown

2.09

1.10

+1.00

Martin ratioReturn relative to average drawdown

7.39

4.03

+3.35

EXW3.DE vs. CEMT.DE - Sharpe Ratio Comparison

The current EXW3.DE Sharpe Ratio is 1.43, which is higher than the CEMT.DE Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of EXW3.DE and CEMT.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EXW3.DECEMT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

0.77

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.28

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.40

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.37

-0.18

Drawdowns

EXW3.DE vs. CEMT.DE - Drawdown Comparison

The maximum EXW3.DE drawdown since its inception was -57.98%, 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 EXW3.DE and CEMT.DE.


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Drawdown Indicators


EXW3.DECEMT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.98%

-37.66%

-20.32%

Max Drawdown (1Y)

Largest decline over 1 year

-9.51%

-4.26%

-5.25%

Max Drawdown (3Y)

Largest decline over 3 years

-17.30%

-14.36%

-2.94%

Max Drawdown (5Y)

Largest decline over 5 years

-17.30%

-29.23%

+11.93%

Max Drawdown (10Y)

Largest decline over 10 years

-32.27%

-37.66%

+5.39%

Current Drawdown

Current decline from peak

-1.20%

-0.39%

-0.81%

Average Drawdown

Average peak-to-trough decline

-17.07%

-7.08%

-9.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

1.16%

+1.54%

Volatility

EXW3.DE vs. CEMT.DE - Volatility Comparison

iShares STOXX Europe 50 UCITS ETF (DE) (EXW3.DE) has a higher volatility of 4.77% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that EXW3.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


EXW3.DECEMT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

0.00%

+4.77%

Volatility (6M)

Calculated over the trailing 6-month period

11.59%

0.00%

+11.59%

Volatility (1Y)

Calculated over the trailing 1-year period

13.90%

6.11%

+7.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.17%

14.61%

-0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.44%

16.11%

-0.67%

EXW3.DE vs. CEMT.DE - Expense Ratio Comparison

EXW3.DE has a 0.52% expense ratio, which is higher than CEMT.DE's 0.25% expense ratio.


Dividends

EXW3.DE vs. CEMT.DE - Dividend Comparison

EXW3.DE's dividend yield for the trailing twelve months is around 2.12%, while CEMT.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
EXW3.DE
iShares STOXX Europe 50 UCITS ETF (DE)
2.12%2.22%2.44%2.10%2.52%2.05%2.16%2.79%2.96%5.17%4.31%3.43%

Frequently Asked Questions


EXW3.DE and CEMT.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CEMT.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CEMT.DE is cheaper with a 0.25% expense ratio, compared with 0.52% for EXW3.DE.

EXW3.DE tracks STOXX® Europe 50, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. Their fees differ too: 0.52% for EXW3.DE and 0.25% for CEMT.DE.

Portfolio Optimizer

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