SXR1.DE vs. CEMS.DE
Compare and contrast key facts about iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) and iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE).
SXR1.DE and CEMS.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SXR1.DE is a passively managed fund by iShares that tracks the performance of the MSCI Pacific ex Japan. It was launched on Jan 12, 2010. CEMS.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe Enhanced Value. It was launched on Jan 16, 2015. Both SXR1.DE and CEMS.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SXR1.DE vs. CEMS.DE - Performance Comparison
Loading graphics...
SXR1.DE vs. CEMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR1.DE iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) | 7.01% | 7.00% | 11.91% | 2.20% | -0.86% | 13.17% | -2.98% | 21.74% | -6.20% | 10.76% |
CEMS.DE iShares Edge MSCI Europe Value Factor UCITS ETF | 4.32% | 35.97% | 9.93% | 13.90% | -4.54% | 26.62% | -8.86% | 23.48% | -14.04% | 10.16% |
Returns By Period
In the year-to-date period, SXR1.DE achieves a 7.01% return, which is significantly higher than CEMS.DE's 4.32% return. Over the past 10 years, SXR1.DE has underperformed CEMS.DE with an annualized return of 7.71%, while CEMS.DE has yielded a comparatively higher 10.24% annualized return.
SXR1.DE
- 1D
- 0.15%
- 1M
- -1.11%
- YTD
- 7.01%
- 6M
- 7.00%
- 1Y
- 17.36%
- 3Y*
- 8.93%
- 5Y*
- 6.06%
- 10Y*
- 7.71%
CEMS.DE
- 1D
- 0.00%
- 1M
- 0.03%
- YTD
- 4.32%
- 6M
- 14.46%
- 1Y
- 28.26%
- 3Y*
- 18.31%
- 5Y*
- 13.64%
- 10Y*
- 10.24%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SXR1.DE vs. CEMS.DE - Expense Ratio Comparison
SXR1.DE has a 0.20% 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%.
Return for Risk
SXR1.DE vs. CEMS.DE — Risk / Return Rank
SXR1.DE
CEMS.DE
SXR1.DE vs. CEMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.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.
| SXR1.DE | CEMS.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.74 | -0.65 |
Sortino ratioReturn per unit of downside risk | 1.46 | 2.19 | -0.73 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.34 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 3.43 | 3.26 | +0.17 |
Martin ratioReturn relative to average drawdown | 10.60 | 12.44 | -1.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SXR1.DE | CEMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.74 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.89 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.58 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.45 | -0.18 |
Correlation
The correlation between SXR1.DE and CEMS.DE is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SXR1.DE vs. CEMS.DE - Dividend Comparison
Neither SXR1.DE nor CEMS.DE has paid dividends to shareholders.
Drawdowns
SXR1.DE vs. CEMS.DE - Drawdown Comparison
The maximum SXR1.DE drawdown since its inception was -38.62%, roughly equal to the maximum CEMS.DE drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for SXR1.DE and CEMS.DE.
Loading graphics...
Drawdown Indicators
| SXR1.DE | CEMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.62% | -40.20% | +1.58% |
Max Drawdown (1Y)Largest decline over 1 year | -11.03% | -11.05% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -20.28% | -19.55% | -0.73% |
Max Drawdown (10Y)Largest decline over 10 years | -36.91% | -40.20% | +3.29% |
Current DrawdownCurrent decline from peak | -3.52% | -5.11% | +1.59% |
Average DrawdownAverage peak-to-trough decline | -9.88% | -7.58% | -2.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 2.61% | -0.60% |
Volatility
SXR1.DE vs. CEMS.DE - Volatility Comparison
The current volatility for iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) is 4.83%, while iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) has a volatility of 6.10%. This indicates that SXR1.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.
Loading graphics...
Volatility by Period
| SXR1.DE | CEMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 6.10% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 8.66% | 9.93% | -1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.00% | 16.23% | -0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.72% | 15.12% | -0.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.64% | 17.44% | -0.80% |