SLMC.DE vs. CEMT.DE
SLMC.DE (iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc)) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds from iShares - SLMC.DE tracks the MSCI Europe ESG Screened while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 5 years, SLMC.DE returned 9.56%/yr vs 4.08%/yr for CEMT.DE. Their correlation of 0.89 suggests significant overlap in exposure. SLMC.DE charges 0.12%/yr vs 0.25%/yr for CEMT.DE.
Performance
SLMC.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
SLMC.DE
- 1D
- 0.66%
- 1M
- 1.35%
- YTD
- 7.14%
- 6M
- 9.76%
- 1Y
- 15.36%
- 3Y*
- 13.78%
- 5Y*
- 9.56%
- 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%
SLMC.DE vs. CEMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SLMC.DE iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) | 7.14% | 18.79% | 8.99% | 17.54% | -11.33% | 24.92% | -1.75% | 27.93% | -4.14% |
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% | -6.51% |
Correlation
The correlation between SLMC.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 | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.89 |
Over the past year, the correlation between SLMC.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
SLMC.DE vs. CEMT.DE — Risk / Return Rank
SLMC.DE
CEMT.DE
SLMC.DE vs. CEMT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) (SLMC.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.
| SLMC.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | 1.10 | +0.43 |
| Martin ratioReturn relative to average drawdown | 5.72 | 4.03 | +1.69 |
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
| SLMC.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 0.77 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.28 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.37 | +0.27 |
Drawdowns
SLMC.DE vs. CEMT.DE - Drawdown Comparison
The maximum SLMC.DE drawdown since its inception was -34.92%, smaller than the maximum CEMT.DE drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for SLMC.DE and CEMT.DE.
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Drawdown Indicators
| SLMC.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.92% | -37.66% | +2.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.10% | -4.26% | -5.84% |
Max Drawdown (3Y)Largest decline over 3 years | -16.83% | -14.36% | -2.47% |
Max Drawdown (5Y)Largest decline over 5 years | -20.92% | -29.23% | +8.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.66% | — |
Current DrawdownCurrent decline from peak | -1.46% | -0.39% | -1.07% |
Average DrawdownAverage peak-to-trough decline | -4.88% | -7.08% | +2.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 1.16% | +1.55% |
Volatility
SLMC.DE vs. CEMT.DE - Volatility Comparison
iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) (SLMC.DE) has a higher volatility of 4.40% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that SLMC.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
| SLMC.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 0.00% | +4.40% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 0.00% | +11.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.44% | 6.11% | +7.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.49% | 14.61% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.52% | 16.11% | +0.41% |
SLMC.DE vs. CEMT.DE - Expense Ratio Comparison
SLMC.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
SLMC.DE vs. CEMT.DE - Dividend Comparison
Neither SLMC.DE nor CEMT.DE has paid dividends to shareholders.
Frequently Asked Questions
SLMC.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, SLMC.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SLMC.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for CEMT.DE.
SLMC.DE tracks MSCI Europe ESG Screened, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. Their fees differ too: 0.12% for SLMC.DE and 0.25% for CEMT.DE.
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