LMVF.DE vs. CEMT.DE
LMVF.DE (Amundi MSCI EMU UCITS ETF Dist) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds - LMVF.DE tracks the MSCI EMU while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 5 years, LMVF.DE returned 10.57%/yr vs 4.08%/yr for CEMT.DE. Their correlation of 0.89 suggests significant overlap in exposure. LMVF.DE charges 0.12%/yr vs 0.25%/yr for CEMT.DE.
Performance
LMVF.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
LMVF.DE
- 1D
- 0.56%
- 1M
- 1.99%
- YTD
- 8.83%
- 6M
- 10.68%
- 1Y
- 17.84%
- 3Y*
- 16.03%
- 5Y*
- 10.57%
- 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%
LMVF.DE vs. CEMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LMVF.DE Amundi MSCI EMU UCITS ETF Dist | 8.83% | 24.80% | 9.34% | 18.84% | -11.91% | 22.15% | -0.72% | 27.42% | -13.08% | -1.52% |
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% | 0.78% |
Correlation
The correlation between LMVF.DE and CEMT.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2017 | 0.89 |
Over the past year, the correlation between LMVF.DE and CEMT.DE has dropped to 0.47 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.
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Return for Risk
LMVF.DE vs. CEMT.DE — Risk / Return Rank
LMVF.DE
CEMT.DE
LMVF.DE vs. CEMT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI EMU UCITS ETF Dist (LMVF.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.
| LMVF.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.10 | +0.65 |
| Martin ratioReturn relative to average drawdown | 6.46 | 4.03 | +2.42 |
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
| LMVF.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 0.77 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.28 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.37 | +0.13 |
Drawdowns
LMVF.DE vs. CEMT.DE - Drawdown Comparison
The maximum LMVF.DE drawdown since its inception was -38.51%, roughly equal to the maximum CEMT.DE drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for LMVF.DE and CEMT.DE.
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Drawdown Indicators
| LMVF.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.51% | -37.66% | -0.85% |
Max Drawdown (1Y)Largest decline over 1 year | -10.30% | -4.26% | -6.04% |
Max Drawdown (3Y)Largest decline over 3 years | -15.28% | -14.36% | -0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -24.53% | -29.23% | +4.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.66% | — |
Current DrawdownCurrent decline from peak | -0.44% | -0.39% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -7.08% | +1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 1.16% | +1.64% |
Volatility
LMVF.DE vs. CEMT.DE - Volatility Comparison
Amundi MSCI EMU UCITS ETF Dist (LMVF.DE) has a higher volatility of 4.52% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that LMVF.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
| LMVF.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 0.00% | +4.52% |
Volatility (6M)Calculated over the trailing 6-month period | 11.90% | 0.00% | +11.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.60% | 6.11% | +8.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 14.61% | +1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.64% | 16.11% | +1.53% |
LMVF.DE vs. CEMT.DE - Expense Ratio Comparison
LMVF.DE has a 0.12% 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
LMVF.DE vs. CEMT.DE - Dividend Comparison
LMVF.DE's dividend yield for the trailing twelve months is around 2.99%, while CEMT.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
LMVF.DE Amundi MSCI EMU UCITS ETF Dist | 2.99% | 3.25% | 2.84% | 2.59% | 3.36% | 2.11% | 1.99% | 3.12% | 3.68% | 0.35% |
Frequently Asked Questions
LMVF.DE and CEMT.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LMVF.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LMVF.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for CEMT.DE.
LMVF.DE tracks MSCI EMU, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.12% for LMVF.DE and 0.25% for CEMT.DE.
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