S6X0.DE vs. CEMT.DE
S6X0.DE (Invesco EURO STOXX 50 UCITS ETF Dist) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds - S6X0.DE tracks the EURO STOXX 50 while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 10 years, S6X0.DE returned 10.39%/yr vs 6.44%/yr for CEMT.DE. A 0.69 correlation means they provide meaningful diversification when combined. S6X0.DE charges 0.05%/yr vs 0.25%/yr for CEMT.DE.
Performance
S6X0.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
Over the past 10 years, S6X0.DE has outperformed CEMT.DE with an annualized return of 10.39%, while CEMT.DE has yielded a comparatively lower 6.44% annualized return.
S6X0.DE
- 1D
- 0.75%
- 1M
- 1.98%
- YTD
- 7.30%
- 6M
- 8.70%
- 1Y
- 15.59%
- 3Y*
- 15.53%
- 5Y*
- 11.36%
- 10Y*
- 10.39%
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%
S6X0.DE vs. CEMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
S6X0.DE Invesco EURO STOXX 50 UCITS ETF Dist | 7.30% | 22.02% | 10.94% | 22.42% | -8.98% | 23.10% | -3.21% | 30.30% | -13.84% | 12.57% |
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 S6X0.DE and CEMT.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.69 |
Over the past year, the correlation between S6X0.DE and CEMT.DE has dropped to 0.45 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
S6X0.DE vs. CEMT.DE — Risk / Return Rank
S6X0.DE
CEMT.DE
S6X0.DE vs. CEMT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.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.
| S6X0.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.10 | +0.34 |
| Martin ratioReturn relative to average drawdown | 4.89 | 4.03 | +0.85 |
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
| S6X0.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.77 | +0.22 |
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 | 0.63 | 0.40 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.37 | +0.13 |
Drawdowns
S6X0.DE vs. CEMT.DE - Drawdown Comparison
The maximum S6X0.DE drawdown since its inception was -38.54%, roughly equal to the maximum CEMT.DE drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for S6X0.DE and CEMT.DE.
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Drawdown Indicators
| S6X0.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.54% | -37.66% | -0.88% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -4.26% | -6.62% |
Max Drawdown (3Y)Largest decline over 3 years | -16.56% | -14.36% | -2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -23.41% | -29.23% | +5.82% |
Max Drawdown (10Y)Largest decline over 10 years | -38.54% | -37.66% | -0.88% |
Current DrawdownCurrent decline from peak | -0.51% | -0.39% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -6.82% | -7.08% | +0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 1.16% | +2.05% |
Volatility
S6X0.DE vs. CEMT.DE - Volatility Comparison
Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE) has a higher volatility of 4.96% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that S6X0.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
| S6X0.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 0.00% | +4.96% |
Volatility (6M)Calculated over the trailing 6-month period | 12.92% | 0.00% | +12.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.93% | 6.11% | +9.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.56% | 14.61% | +2.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.60% | 16.11% | +4.49% |
S6X0.DE vs. CEMT.DE - Expense Ratio Comparison
S6X0.DE has a 0.05% 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
S6X0.DE vs. CEMT.DE - Dividend Comparison
S6X0.DE's dividend yield for the trailing twelve months is around 2.78%, while CEMT.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
S6X0.DE Invesco EURO STOXX 50 UCITS ETF Dist | 2.78% | 2.99% | 3.38% | 3.17% | 3.10% | 2.47% | 2.53% | 3.48% | 3.69% | 2.92% | 3.18% | 3.05% |
Frequently Asked Questions
S6X0.DE and CEMT.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, S6X0.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S6X0.DE is cheaper with a 0.05% expense ratio, compared with 0.25% for CEMT.DE.
S6X0.DE tracks EURO STOXX 50, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.05% for S6X0.DE and 0.25% for CEMT.DE.
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