IUSK.DE vs. CEMT.DE
IUSK.DE (iShares MSCI Europe SRI UCITS ETF (Acc)) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds from iShares - IUSK.DE tracks the MSCI Europe SRI Select Reduced Fossil Fuels while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 10 years, IUSK.DE returned 7.86%/yr vs 6.44%/yr for CEMT.DE. Their correlation of 0.89 suggests significant overlap in exposure. IUSK.DE charges 0.20%/yr vs 0.25%/yr for CEMT.DE.
Performance
IUSK.DE vs. CEMT.DE - Performance Comparison
Loading charts...
Returns By Period
Over the past 10 years, IUSK.DE has outperformed CEMT.DE with an annualized return of 7.86%, while CEMT.DE has yielded a comparatively lower 6.44% annualized return.
IUSK.DE
- 1D
- 0.74%
- 1M
- 1.54%
- YTD
- 6.53%
- 6M
- 8.40%
- 1Y
- 5.44%
- 3Y*
- 7.02%
- 5Y*
- 5.35%
- 10Y*
- 7.86%
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%
IUSK.DE vs. CEMT.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% |
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 IUSK.DE and CEMT.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.89 |
Over the past year, the correlation between IUSK.DE and CEMT.DE has dropped to 0.46 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IUSK.DE vs. CEMT.DE — Risk / Return Rank
IUSK.DE
CEMT.DE
IUSK.DE vs. CEMT.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 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.
| IUSK.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.21 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 1.10 | -0.57 |
| Martin ratioReturn relative to average drawdown | 1.40 | 4.03 | -2.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IUSK.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 0.77 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.28 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.40 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.37 | +0.12 |
Drawdowns
IUSK.DE vs. CEMT.DE - Drawdown Comparison
The maximum IUSK.DE drawdown since its inception was -33.56%, smaller than the maximum CEMT.DE drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for IUSK.DE and CEMT.DE.
Loading charts...
Drawdown Indicators
| IUSK.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -37.66% | +4.10% |
Max Drawdown (1Y)Largest decline over 1 year | -10.12% | -4.26% | -5.86% |
Max Drawdown (3Y)Largest decline over 3 years | -15.94% | -14.36% | -1.58% |
Max Drawdown (5Y)Largest decline over 5 years | -23.50% | -29.23% | +5.73% |
Max Drawdown (10Y)Largest decline over 10 years | -33.56% | -37.66% | +4.10% |
Current DrawdownCurrent decline from peak | -0.86% | -0.39% | -0.47% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -7.08% | +1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 1.16% | +2.67% |
Volatility
IUSK.DE vs. CEMT.DE - Volatility Comparison
iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) has a higher volatility of 4.24% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that IUSK.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.
Loading charts...
Volatility by Period
| IUSK.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 0.00% | +4.24% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 0.00% | +11.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 6.11% | +7.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 14.61% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 16.11% | -0.61% |
IUSK.DE vs. CEMT.DE - Expense Ratio Comparison
IUSK.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
IUSK.DE vs. CEMT.DE - Dividend Comparison
Neither IUSK.DE nor CEMT.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSK.DE and CEMT.DE have a correlation of 0.46, 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 CEMT.DE.
IUSK.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. Their fees differ too: 0.20% for IUSK.DE and 0.25% for CEMT.DE.
Find the right allocation for IUSK.DE and CEMT.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer