SXRY.DE vs. CEMT.DE
SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds from iShares - SXRY.DE tracks the FTSE MIB while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 10 years, SXRY.DE returned 15.00%/yr vs 6.44%/yr for CEMT.DE. A 0.78 correlation means they provide meaningful diversification when combined. SXRY.DE charges 0.33%/yr vs 0.25%/yr for CEMT.DE.
Performance
SXRY.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
Over the past 10 years, SXRY.DE has outperformed CEMT.DE with an annualized return of 15.00%, while CEMT.DE has yielded a comparatively lower 6.44% annualized return.
SXRY.DE
- 1D
- 0.28%
- 1M
- 2.66%
- YTD
- 14.40%
- 6M
- 18.51%
- 1Y
- 29.82%
- 3Y*
- 28.94%
- 5Y*
- 19.74%
- 10Y*
- 15.00%
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%
SXRY.DE vs. CEMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 14.40% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 33.22% | -14.32% | 16.72% |
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 SXRY.DE and CEMT.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.78 |
Over the past year, the correlation between SXRY.DE and CEMT.DE has dropped to 0.36 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
SXRY.DE vs. CEMT.DE — Risk / Return Rank
SXRY.DE
CEMT.DE
SXRY.DE vs. CEMT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares FTSE MIB UCITS ETF (Acc) (SXRY.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.
| SXRY.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.16 | ||
| Sortino ratioReturn per unit of downside risk | +1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.21 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 1.10 | +2.06 |
| Martin ratioReturn relative to average drawdown | 11.35 | 4.03 | +7.32 |
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
| SXRY.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 0.77 | +1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 0.28 | +0.79 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.40 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.37 | +0.01 |
Drawdowns
SXRY.DE vs. CEMT.DE - Drawdown Comparison
The maximum SXRY.DE drawdown since its inception was -43.59%, which is greater than CEMT.DE's maximum drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and CEMT.DE.
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Drawdown Indicators
| SXRY.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.59% | -37.66% | -5.93% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -4.26% | -5.43% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | -14.36% | -3.25% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -29.23% | +4.23% |
Max Drawdown (10Y)Largest decline over 10 years | -40.81% | -37.66% | -3.15% |
Current DrawdownCurrent decline from peak | -0.76% | -0.39% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -7.08% | -4.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 1.16% | +1.54% |
Volatility
SXRY.DE vs. CEMT.DE - Volatility Comparison
iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a higher volatility of 4.82% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that SXRY.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
| SXRY.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 0.00% | +4.82% |
Volatility (6M)Calculated over the trailing 6-month period | 12.56% | 0.00% | +12.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.91% | 6.11% | +9.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.28% | 14.61% | +3.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.18% | 16.11% | +4.07% |
SXRY.DE vs. CEMT.DE - Expense Ratio Comparison
SXRY.DE has a 0.33% expense ratio, which is higher than CEMT.DE's 0.25% expense ratio.
Dividends
SXRY.DE vs. CEMT.DE - Dividend Comparison
Neither SXRY.DE nor CEMT.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRY.DE and CEMT.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CEMT.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CEMT.DE is cheaper with a 0.25% expense ratio, compared with 0.33% for SXRY.DE.
SXRY.DE tracks FTSE MIB, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. Their fees differ too: 0.33% for SXRY.DE and 0.25% for CEMT.DE.
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