SXRW.DE vs. CEMS.DE
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds from iShares - SXRW.DE tracks the FTSE 100 while CEMS.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, SXRW.DE returned 8.04%/yr vs 10.71%/yr for CEMS.DE. Their correlation of 0.87 suggests significant overlap in exposure. SXRW.DE charges 0.07%/yr vs 0.25%/yr for CEMS.DE.
Performance
SXRW.DE vs. CEMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRW.DE achieves a 6.50% return, which is significantly lower than CEMS.DE's 13.72% return. Over the past 10 years, SXRW.DE has underperformed CEMS.DE with an annualized return of 8.04%, while CEMS.DE has yielded a comparatively higher 10.71% annualized return.
SXRW.DE
- 1D
- 0.14%
- 1M
- -0.73%
- YTD
- 6.50%
- 6M
- 9.61%
- 1Y
- 18.23%
- 3Y*
- 14.51%
- 5Y*
- 11.57%
- 10Y*
- 8.04%
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%
SXRW.DE vs. CEMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 6.50% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 8.11% |
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 SXRW.DE and CEMS.DE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.87 |
The correlation between SXRW.DE and CEMS.DE has been stable across timeframes, ranging from 0.77 to 0.87 - a consistent structural relationship.
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Return for Risk
SXRW.DE vs. CEMS.DE — Risk / Return Rank
SXRW.DE
CEMS.DE
SXRW.DE vs. CEMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.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.
| SXRW.DE | CEMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.43 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 3.29 | -0.99 |
| Martin ratioReturn relative to average drawdown | 8.40 | 12.37 | -3.97 |
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
| SXRW.DE | CEMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 2.37 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.94 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.61 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.49 | +0.01 |
Drawdowns
SXRW.DE vs. CEMS.DE - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, roughly equal to the maximum CEMS.DE drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for SXRW.DE and CEMS.DE.
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Drawdown Indicators
| SXRW.DE | CEMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -40.20% | -0.11% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -9.99% | +2.08% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -17.57% | +0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -19.55% | +2.69% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | -40.20% | -0.11% |
Current DrawdownCurrent decline from peak | -2.75% | -1.26% | -1.49% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -7.49% | +1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.66% | -0.49% |
Volatility
SXRW.DE vs. CEMS.DE - Volatility Comparison
iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) and iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) have volatilities of 4.45% 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
| SXRW.DE | CEMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 4.65% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 11.17% | -1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.13% | 13.87% | -1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 15.23% | -1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 17.43% | -0.50% |
SXRW.DE vs. CEMS.DE - Expense Ratio Comparison
SXRW.DE has a 0.07% 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
SXRW.DE vs. CEMS.DE - Dividend Comparison
Neither SXRW.DE nor CEMS.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRW.DE and CEMS.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for CEMS.DE.
SXRW.DE tracks FTSE 100, while CEMS.DE tracks MSCI Europe Enhanced Value. Their fees differ too: 0.07% for SXRW.DE and 0.25% for CEMS.DE.
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