IUSK.DE vs. CEMS.DE
IUSK.DE (iShares MSCI Europe SRI UCITS ETF (Acc)) and CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds from iShares - IUSK.DE tracks the MSCI Europe SRI Select Reduced Fossil Fuels while CEMS.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, IUSK.DE returned 7.86%/yr vs 10.71%/yr for CEMS.DE. Their correlation of 0.86 suggests significant overlap in exposure. IUSK.DE charges 0.20%/yr vs 0.25%/yr for CEMS.DE.
Performance
IUSK.DE vs. CEMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSK.DE achieves a 6.53% return, which is significantly lower than CEMS.DE's 13.72% return. Over the past 10 years, IUSK.DE has underperformed CEMS.DE with an annualized return of 7.86%, while CEMS.DE has yielded a comparatively higher 10.71% annualized return.
IUSK.DE
- 1D
- 0.74%
- 1M
- 3.57%
- YTD
- 6.53%
- 6M
- 8.39%
- 1Y
- 5.38%
- 3Y*
- 7.02%
- 5Y*
- 5.35%
- 10Y*
- 7.86%
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%
IUSK.DE vs. CEMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSK.DE iShares MSCI Europe SRI UCITS ETF (Acc) | 6.53% | 3.95% | 5.36% | 16.45% | -15.18% | 26.73% | 4.02% | 30.88% | -7.69% | 11.41% |
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 IUSK.DE and CEMS.DE is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.86 |
The correlation between IUSK.DE and CEMS.DE has been stable across timeframes, ranging from 0.79 to 0.86 - a consistent structural relationship.
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Return for Risk
IUSK.DE vs. CEMS.DE — Risk / Return Rank
IUSK.DE
CEMS.DE
IUSK.DE vs. CEMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.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.
| IUSK.DE | CEMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.98 | ||
| Sortino ratioReturn per unit of downside risk | -2.60 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.43 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 3.29 | -2.76 |
| Martin ratioReturn relative to average drawdown | 1.40 | 12.37 | -10.96 |
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
| IUSK.DE | CEMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 2.37 | -1.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.94 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.61 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.49 | 0.00 |
Drawdowns
IUSK.DE vs. CEMS.DE - Drawdown Comparison
The maximum IUSK.DE drawdown since its inception was -33.56%, smaller than the maximum CEMS.DE drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for IUSK.DE and CEMS.DE.
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Drawdown Indicators
| IUSK.DE | CEMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -40.20% | +6.64% |
Max Drawdown (1Y)Largest decline over 1 year | -10.12% | -9.99% | -0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -15.94% | -17.57% | +1.63% |
Max Drawdown (5Y)Largest decline over 5 years | -23.50% | -19.55% | -3.95% |
Max Drawdown (10Y)Largest decline over 10 years | -33.56% | -40.20% | +6.64% |
Current DrawdownCurrent decline from peak | -0.86% | -1.26% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -7.49% | +1.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 2.66% | +1.17% |
Volatility
IUSK.DE vs. CEMS.DE - Volatility Comparison
The current volatility for iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) is 4.24%, while iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) has a volatility of 4.65%. This indicates that IUSK.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
| IUSK.DE | CEMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 4.65% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 11.17% | -0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 13.87% | -0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 15.23% | -0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 17.43% | -1.93% |
IUSK.DE vs. CEMS.DE - Expense Ratio Comparison
IUSK.DE has a 0.20% 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
IUSK.DE vs. CEMS.DE - Dividend Comparison
Neither IUSK.DE nor CEMS.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSK.DE and CEMS.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSK.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSK.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for CEMS.DE.
IUSK.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels, while CEMS.DE tracks MSCI Europe Enhanced Value. Their fees differ too: 0.20% for IUSK.DE and 0.25% for CEMS.DE.
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