IUSZ.DE vs. CEMT.DE
IUSZ.DE (iShares Core FTSE 100 UCITS ETF (Dist)) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds from iShares - IUSZ.DE tracks the FTSE 100 while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 5 years, IUSZ.DE returned 9.88%/yr vs 4.08%/yr for CEMT.DE. A 0.79 correlation means they provide meaningful diversification when combined. IUSZ.DE charges 0.07%/yr vs 0.25%/yr for CEMT.DE.
Performance
IUSZ.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
IUSZ.DE
- 1D
- 0.15%
- 1M
- -0.44%
- YTD
- 6.50%
- 6M
- 8.78%
- 1Y
- 14.23%
- 3Y*
- 11.63%
- 5Y*
- 9.88%
- 10Y*
- —
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%
IUSZ.DE vs. CEMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSZ.DE iShares Core FTSE 100 UCITS ETF (Dist) | 6.50% | 16.47% | 9.79% | 9.07% | -1.35% | 24.82% | -15.69% | 25.38% | -10.49% | 8.10% |
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 IUSZ.DE and CEMT.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2016 | 0.79 |
Over the past year, the correlation between IUSZ.DE and CEMT.DE has dropped to 0.36 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
IUSZ.DE vs. CEMT.DE — Risk / Return Rank
IUSZ.DE
CEMT.DE
IUSZ.DE vs. CEMT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.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.
| IUSZ.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.10 | +0.64 |
| Martin ratioReturn relative to average drawdown | 5.71 | 4.03 | +1.67 |
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
| IUSZ.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 0.77 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.28 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.37 | +0.07 |
Drawdowns
IUSZ.DE vs. CEMT.DE - Drawdown Comparison
The maximum IUSZ.DE drawdown since its inception was -40.31%, 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 IUSZ.DE and CEMT.DE.
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Drawdown Indicators
| IUSZ.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -37.66% | -2.65% |
Max Drawdown (1Y)Largest decline over 1 year | -8.23% | -4.26% | -3.97% |
Max Drawdown (3Y)Largest decline over 3 years | -17.24% | -14.36% | -2.88% |
Max Drawdown (5Y)Largest decline over 5 years | -17.24% | -29.23% | +11.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.66% | — |
Current DrawdownCurrent decline from peak | -2.94% | -0.39% | -2.55% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -7.08% | +1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 1.16% | +1.35% |
Volatility
IUSZ.DE vs. CEMT.DE - Volatility Comparison
iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.DE) has a higher volatility of 4.16% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that IUSZ.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
| IUSZ.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 0.00% | +4.16% |
Volatility (6M)Calculated over the trailing 6-month period | 10.14% | 0.00% | +10.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 6.11% | +6.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.07% | 14.61% | -0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 16.11% | +0.21% |
IUSZ.DE vs. CEMT.DE - Expense Ratio Comparison
IUSZ.DE has a 0.07% 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
IUSZ.DE vs. CEMT.DE - Dividend Comparison
Neither IUSZ.DE nor CEMT.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IUSZ.DE iShares Core FTSE 100 UCITS ETF (Dist) | 0.00% | 0.00% | 0.00% | 3.09% | 3.86% | 3.68% | 3.06% | 4.32% | 4.54% | 4.01% | 0.73% |
Frequently Asked Questions
IUSZ.DE and CEMT.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSZ.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSZ.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for CEMT.DE.
IUSZ.DE tracks FTSE 100, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. Their fees differ too: 0.07% for IUSZ.DE and 0.25% for CEMT.DE.
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