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SELD.DE vs. CEMT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SELD.DE vs. CEMT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) and iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

Over the past 10 years, SELD.DE has outperformed CEMT.DE with an annualized return of 9.59%, while CEMT.DE has yielded a comparatively lower 6.44% annualized return.


SELD.DE

1D
0.52%
1M
2.18%
YTD
14.08%
6M
19.21%
1Y
31.99%
3Y*
20.75%
5Y*
11.33%
10Y*
9.59%

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

SELD.DE vs. CEMT.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
14.08%44.46%5.76%3.90%-10.09%24.12%-9.44%27.63%-4.88%5.07%
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 SELD.DE and CEMT.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.73

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

0.79

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

0.82

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

0.84

Over the past year, the correlation between SELD.DE and CEMT.DE has dropped to 0.43 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.

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Return for Risk

SELD.DE vs. CEMT.DE — Risk / Return Rank

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

SELD.DE
SELD.DE Risk / Return Rank: 8484
Overall Rank
SELD.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SELD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
SELD.DE Omega Ratio Rank: 8282
Omega Ratio Rank
SELD.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
SELD.DE Martin Ratio Rank: 8282
Martin Ratio Rank

CEMT.DE
CEMT.DE Risk / Return Rank: 2626
Overall Rank
CEMT.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
CEMT.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
CEMT.DE Omega Ratio Rank: 3232
Omega Ratio Rank
CEMT.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
CEMT.DE Martin Ratio Rank: 2929
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.

SELD.DE vs. CEMT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.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.


SELD.DECEMT.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.96

Sortino ratioReturn per unit of downside risk

+2.71

Omega ratioGain probability vs. loss probability

1.49

1.21

+0.27

Calmar ratioReturn relative to maximum drawdown

4.79

1.10

+3.69

Martin ratioReturn relative to average drawdown

16.20

4.03

+12.17

SELD.DE vs. CEMT.DE - Sharpe Ratio Comparison

The current SELD.DE Sharpe Ratio is 2.73, which is higher than the CEMT.DE Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of SELD.DE and CEMT.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


SELD.DECEMT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.73

0.77

+1.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.28

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.40

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.37

-0.20

Drawdowns

SELD.DE vs. CEMT.DE - Drawdown Comparison

The maximum SELD.DE drawdown since its inception was -70.30%, 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 SELD.DE and CEMT.DE.


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Drawdown Indicators


SELD.DECEMT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-70.30%

-37.66%

-32.64%

Max Drawdown (1Y)

Largest decline over 1 year

-6.72%

-4.26%

-2.46%

Max Drawdown (3Y)

Largest decline over 3 years

-14.13%

-14.36%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-23.02%

-29.23%

+6.21%

Max Drawdown (10Y)

Largest decline over 10 years

-40.65%

-37.66%

-2.99%

Current Drawdown

Current decline from peak

-1.80%

-0.39%

-1.41%

Average Drawdown

Average peak-to-trough decline

-25.32%

-7.08%

-18.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

1.16%

+0.83%

Volatility

SELD.DE vs. CEMT.DE - Volatility Comparison

Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) has a higher volatility of 3.83% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that SELD.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


SELD.DECEMT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

0.00%

+3.83%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

0.00%

+9.59%

Volatility (1Y)

Calculated over the trailing 1-year period

11.81%

6.11%

+5.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.87%

14.61%

+0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.42%

16.11%

+1.31%

SELD.DE vs. CEMT.DE - Expense Ratio Comparison

SELD.DE has a 0.30% expense ratio, which is higher than CEMT.DE's 0.25% expense ratio.


Dividends

SELD.DE vs. CEMT.DE - Dividend Comparison

SELD.DE's dividend yield for the trailing twelve months is around 5.68%, while CEMT.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
5.68%6.48%6.46%0.00%7.70%4.52%5.09%5.34%5.60%4.75%5.20%5.48%

Frequently Asked Questions


SELD.DE and CEMT.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CEMT.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CEMT.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for SELD.DE.

SELD.DE tracks STOXX® Europe Select Dividend 30, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for SELD.DE and 0.25% for CEMT.DE.

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