SXR7.DE vs. CEMT.DE
SXR7.DE (iShares Core MSCI EMU UCITS ETF EUR (Acc)) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds from iShares - SXR7.DE tracks the MSCI EMU while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 10 years, SXR7.DE returned 10.03%/yr vs 6.44%/yr for CEMT.DE. Their correlation of 0.90 suggests significant overlap in exposure. SXR7.DE charges 0.12%/yr vs 0.25%/yr for CEMT.DE.
Performance
SXR7.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
Over the past 10 years, SXR7.DE has outperformed CEMT.DE with an annualized return of 10.03%, while CEMT.DE has yielded a comparatively lower 6.44% 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%
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%
SXR7.DE vs. CEMT.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% |
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 SXR7.DE and CEMT.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.90 |
Over the past year, the correlation between SXR7.DE and CEMT.DE has dropped to 0.46 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.
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Return for Risk
SXR7.DE vs. CEMT.DE — Risk / Return Rank
SXR7.DE
CEMT.DE
SXR7.DE vs. CEMT.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 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.
| SXR7.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.10 | +0.66 |
| Martin ratioReturn relative to average drawdown | 6.42 | 4.03 | +2.38 |
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 | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 0.77 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.28 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.40 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.37 | +0.09 |
Drawdowns
SXR7.DE vs. CEMT.DE - Drawdown Comparison
The maximum SXR7.DE drawdown since its inception was -38.17%, roughly equal to the maximum CEMT.DE drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for SXR7.DE and CEMT.DE.
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Drawdown Indicators
| SXR7.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.17% | -37.66% | -0.51% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -4.26% | -5.95% |
Max Drawdown (3Y)Largest decline over 3 years | -15.12% | -14.36% | -0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | -29.23% | +4.74% |
Max Drawdown (10Y)Largest decline over 10 years | -38.17% | -37.66% | -0.51% |
Current DrawdownCurrent decline from peak | -0.50% | -0.39% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -6.65% | -7.08% | +0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 1.16% | +1.64% |
Volatility
SXR7.DE vs. CEMT.DE - Volatility Comparison
iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) has a higher volatility of 4.57% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that SXR7.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
| SXR7.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 0.00% | +4.57% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 0.00% | +11.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.55% | 6.11% | +8.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 14.61% | +1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.02% | 16.11% | +0.91% |
SXR7.DE vs. CEMT.DE - Expense Ratio Comparison
SXR7.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
SXR7.DE vs. CEMT.DE - Dividend Comparison
Neither SXR7.DE nor CEMT.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR7.DE and CEMT.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 CEMT.DE.
SXR7.DE tracks MSCI EMU, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. Their fees differ too: 0.12% for SXR7.DE and 0.25% for CEMT.DE.
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