SXR7.DE vs. CEMS.DE
SXR7.DE (iShares Core MSCI EMU UCITS ETF EUR (Acc)) and CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds from iShares - SXR7.DE tracks the MSCI EMU while CEMS.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, SXR7.DE returned 10.03%/yr vs 10.71%/yr for CEMS.DE. Their correlation of 0.92 suggests significant overlap in exposure. SXR7.DE charges 0.12%/yr vs 0.25%/yr for CEMS.DE.
Performance
SXR7.DE vs. CEMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR7.DE achieves a 8.77% return, which is significantly lower than CEMS.DE's 13.72% return. Over the past 10 years, SXR7.DE has underperformed CEMS.DE with an annualized return of 10.03%, while CEMS.DE has yielded a comparatively higher 10.71% annualized return.
SXR7.DE
- 1D
- 0.57%
- 1M
- 2.06%
- YTD
- 8.77%
- 6M
- 10.62%
- 1Y
- 17.64%
- 3Y*
- 16.10%
- 5Y*
- 10.63%
- 10Y*
- 10.03%
CEMS.DE
- 1D
- 0.10%
- 1M
- 2.64%
- YTD
- 13.72%
- 6M
- 16.98%
- 1Y
- 32.08%
- 3Y*
- 21.63%
- 5Y*
- 14.47%
- 10Y*
- 10.71%
SXR7.DE vs. CEMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR7.DE iShares Core MSCI EMU UCITS ETF EUR (Acc) | 8.77% | 24.84% | 9.37% | 18.88% | -11.80% | 22.25% | -0.64% | 27.60% | -13.03% | 12.98% |
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 SXR7.DE and CEMS.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.92 |
The correlation between SXR7.DE and CEMS.DE has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.
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Return for Risk
SXR7.DE vs. CEMS.DE — Risk / Return Rank
SXR7.DE
CEMS.DE
SXR7.DE vs. CEMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.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.
| SXR7.DE | CEMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.43 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | 3.29 | -1.53 |
| Martin ratioReturn relative to average drawdown | 6.42 | 12.37 | -5.95 |
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
| SXR7.DE | CEMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 2.37 | -1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.94 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.61 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.49 | -0.03 |
Drawdowns
SXR7.DE vs. CEMS.DE - Drawdown Comparison
The maximum SXR7.DE drawdown since its inception was -38.17%, smaller than the maximum CEMS.DE drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for SXR7.DE and CEMS.DE.
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Drawdown Indicators
| SXR7.DE | CEMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.17% | -40.20% | +2.03% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -9.99% | -0.22% |
Max Drawdown (3Y)Largest decline over 3 years | -15.12% | -17.57% | +2.45% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | -19.55% | -4.94% |
Max Drawdown (10Y)Largest decline over 10 years | -38.17% | -40.20% | +2.03% |
Current DrawdownCurrent decline from peak | -0.50% | -1.26% | +0.76% |
Average DrawdownAverage peak-to-trough decline | -6.65% | -7.49% | +0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.66% | +0.14% |
Volatility
SXR7.DE vs. CEMS.DE - Volatility Comparison
iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) and iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) have volatilities of 4.57% and 4.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXR7.DE | CEMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 4.65% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 11.17% | +0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.55% | 13.87% | +0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 15.23% | +0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.02% | 17.43% | -0.41% |
SXR7.DE vs. CEMS.DE - Expense Ratio Comparison
SXR7.DE has a 0.12% 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
SXR7.DE vs. CEMS.DE - Dividend Comparison
Neither SXR7.DE nor CEMS.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, SXR7.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, SXR7.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR7.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for CEMS.DE.
SXR7.DE tracks MSCI EMU, while CEMS.DE tracks MSCI Europe Enhanced Value. Their fees differ too: 0.12% for SXR7.DE and 0.25% for CEMS.DE.
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