PortfoliosLab logoPortfoliosLab logo
IEVL.L vs. CEMS.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IEVL.L vs. CEMS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.L) and iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IEVL.L vs. CEMS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEVL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating
4.65%35.00%10.59%13.55%-3.79%26.68%-8.75%21.75%-13.48%10.41%
CEMS.DE
iShares Edge MSCI Europe Value Factor UCITS ETF
4.32%35.97%9.93%13.90%-4.54%26.62%-8.86%23.48%-14.04%10.16%

Returns By Period

In the year-to-date period, IEVL.L achieves a 4.65% return, which is significantly higher than CEMS.DE's 4.32% return. Both investments have delivered pretty close results over the past 10 years, with IEVL.L having a 10.31% annualized return and CEMS.DE not far behind at 10.29%.


IEVL.L

1D
2.41%
1M
-3.03%
YTD
4.65%
6M
14.91%
1Y
27.66%
3Y*
18.41%
5Y*
13.70%
10Y*
10.31%

CEMS.DE

1D
2.22%
1M
-3.09%
YTD
4.32%
6M
14.67%
1Y
27.50%
3Y*
18.34%
5Y*
13.64%
10Y*
10.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IEVL.L vs. CEMS.DE - Expense Ratio Comparison

Both IEVL.L and CEMS.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

IEVL.L vs. CEMS.DE — Risk / Return Rank

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

IEVL.L
IEVL.L Risk / Return Rank: 8282
Overall Rank
IEVL.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IEVL.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
IEVL.L Omega Ratio Rank: 8282
Omega Ratio Rank
IEVL.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
IEVL.L Martin Ratio Rank: 8282
Martin Ratio Rank

CEMS.DE
CEMS.DE Risk / Return Rank: 8282
Overall Rank
CEMS.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
CEMS.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
CEMS.DE Omega Ratio Rank: 8282
Omega Ratio Rank
CEMS.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
CEMS.DE Martin Ratio Rank: 8282
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.

IEVL.L vs. CEMS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.L) 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.


IEVL.LCEMS.DEDifference

Sharpe ratio

Return per unit of total volatility

1.69

1.69

+0.01

Sortino ratio

Return per unit of downside risk

2.14

2.14

0.00

Omega ratio

Gain probability vs. loss probability

1.33

1.33

0.00

Calmar ratio

Return relative to maximum drawdown

2.58

2.56

+0.02

Martin ratio

Return relative to average drawdown

9.91

9.78

+0.13

IEVL.L vs. CEMS.DE - Sharpe Ratio Comparison

The current IEVL.L Sharpe Ratio is 1.69, which is comparable to the CEMS.DE Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of IEVL.L and CEMS.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IEVL.LCEMS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

1.69

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.89

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.59

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.45

0.00

Correlation

The correlation between IEVL.L and CEMS.DE is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IEVL.L vs. CEMS.DE - Dividend Comparison

Neither IEVL.L nor CEMS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IEVL.L vs. CEMS.DE - Drawdown Comparison

The maximum IEVL.L drawdown since its inception was -40.09%, roughly equal to the maximum CEMS.DE drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for IEVL.L and CEMS.DE.


Loading graphics...

Drawdown Indicators


IEVL.LCEMS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.09%

-40.20%

+0.11%

Max Drawdown (1Y)

Largest decline over 1 year

-13.73%

-13.91%

+0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-19.55%

-19.55%

0.00%

Max Drawdown (10Y)

Largest decline over 10 years

-40.09%

-40.20%

+0.11%

Current Drawdown

Current decline from peak

-4.94%

-5.11%

+0.17%

Average Drawdown

Average peak-to-trough decline

-7.60%

-7.58%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.89%

-0.01%

Volatility

IEVL.L vs. CEMS.DE - Volatility Comparison

iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.L) and iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) have volatilities of 6.15% and 6.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IEVL.LCEMS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.15%

6.25%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.81%

9.99%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

16.27%

16.25%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.25%

15.12%

+0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.68%

17.45%

+0.23%