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SC0E.DE vs. CEMS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0E.DE vs. CEMS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco MSCI Europe UCITS ETF (SC0E.DE) and iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SC0E.DE achieves a 7.48% return, which is significantly lower than CEMS.DE's 13.72% return. Over the past 10 years, SC0E.DE has underperformed CEMS.DE with an annualized return of 9.06%, while CEMS.DE has yielded a comparatively higher 10.71% annualized return.


SC0E.DE

1D
0.62%
1M
3.45%
YTD
7.48%
6M
9.73%
1Y
16.11%
3Y*
13.60%
5Y*
9.92%
10Y*
9.06%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0E.DE vs. CEMS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SC0E.DE
Invesco MSCI Europe UCITS ETF
7.48%20.15%8.25%15.48%-9.29%24.97%-3.28%27.71%-11.02%10.40%
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 SC0E.DE and CEMS.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2015

0.86

The correlation between SC0E.DE and CEMS.DE has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

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Return for Risk

SC0E.DE vs. CEMS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SC0E.DE
SC0E.DE Risk / Return Rank: 3737
Overall Rank
SC0E.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SC0E.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
SC0E.DE Omega Ratio Rank: 3636
Omega Ratio Rank
SC0E.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
SC0E.DE Martin Ratio Rank: 4040
Martin Ratio Rank

CEMS.DE
CEMS.DE Risk / Return Rank: 7171
Overall Rank
CEMS.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CEMS.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
CEMS.DE Omega Ratio Rank: 7474
Omega Ratio Rank
CEMS.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
CEMS.DE Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SC0E.DE vs. CEMS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Europe UCITS ETF (SC0E.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.


SC0E.DECEMS.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.12

Sortino ratioReturn per unit of downside risk

-1.42

Omega ratioGain probability vs. loss probability

1.24

1.43

-0.19

Calmar ratioReturn relative to maximum drawdown

1.70

3.29

-1.59

Martin ratioReturn relative to average drawdown

6.31

12.37

-6.05

SC0E.DE vs. CEMS.DE - Sharpe Ratio Comparison

The current SC0E.DE Sharpe Ratio is 1.25, which is lower than the CEMS.DE Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of SC0E.DE and CEMS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SC0E.DECEMS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

2.37

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.94

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.61

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.49

+0.23

Drawdowns

SC0E.DE vs. CEMS.DE - Drawdown Comparison

The maximum SC0E.DE drawdown since its inception was -35.65%, smaller than the maximum CEMS.DE drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for SC0E.DE and CEMS.DE.


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Drawdown Indicators


SC0E.DECEMS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.65%

-40.20%

+4.55%

Max Drawdown (1Y)

Largest decline over 1 year

-9.43%

-9.99%

+0.56%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-17.57%

+1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-19.33%

-19.55%

+0.22%

Max Drawdown (10Y)

Largest decline over 10 years

-35.65%

-40.20%

+4.55%

Current Drawdown

Current decline from peak

-1.56%

-1.26%

-0.30%

Average Drawdown

Average peak-to-trough decline

-5.70%

-7.49%

+1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.66%

-0.11%

Volatility

SC0E.DE vs. CEMS.DE - Volatility Comparison

The current volatility for Invesco MSCI Europe UCITS ETF (SC0E.DE) is 4.35%, while iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) has a volatility of 4.65%. This indicates that SC0E.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


SC0E.DECEMS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

4.65%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

10.58%

11.17%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

12.83%

13.87%

-1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.59%

15.23%

-0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.36%

17.43%

-1.07%

SC0E.DE vs. CEMS.DE - Expense Ratio Comparison

SC0E.DE has a 0.19% 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

SC0E.DE vs. CEMS.DE - Dividend Comparison

Neither SC0E.DE nor CEMS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, SC0E.DE and CEMS.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SC0E.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SC0E.DE is cheaper with a 0.19% expense ratio, compared with 0.25% for CEMS.DE.

SC0E.DE tracks MSCI Europe, while CEMS.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for SC0E.DE and 0.25% for CEMS.DE.

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