UET5.DE vs. CEMS.DE
UET5.DE (UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist) and CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds - UET5.DE tracks the EURO STOXX® 50 ESG while CEMS.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 5 years, UET5.DE returned 13.80%/yr vs 14.47%/yr for CEMS.DE. Their correlation of 0.88 suggests significant overlap in exposure. UET5.DE charges 0.10%/yr vs 0.25%/yr for CEMS.DE.
Performance
UET5.DE vs. CEMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UET5.DE achieves a 8.56% return, which is significantly lower than CEMS.DE's 13.72% return.
UET5.DE
- 1D
- 0.78%
- 1M
- 2.28%
- YTD
- 8.56%
- 6M
- 10.09%
- 1Y
- 18.93%
- 3Y*
- 18.86%
- 5Y*
- 13.80%
- 10Y*
- —
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%
UET5.DE vs. CEMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
UET5.DE UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist | 8.56% | 25.92% | 12.78% | 25.36% | -9.35% | 26.94% | 0.18% | 15.08% |
CEMS.DE iShares Edge MSCI Europe Value Factor UCITS ETF | 13.72% | 35.97% | 9.93% | 13.90% | -4.54% | 26.62% | -8.86% | 17.48% |
Correlation
The correlation between UET5.DE and CEMS.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2019 | 0.88 |
The correlation between UET5.DE and CEMS.DE has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.
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Return for Risk
UET5.DE vs. CEMS.DE — Risk / Return Rank
UET5.DE
CEMS.DE
UET5.DE vs. CEMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.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.
| UET5.DE | CEMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.43 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 3.29 | -1.68 |
| Martin ratioReturn relative to average drawdown | 5.64 | 12.37 | -6.73 |
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
| UET5.DE | CEMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 2.37 | -1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.94 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.49 | +0.26 |
Drawdowns
UET5.DE vs. CEMS.DE - Drawdown Comparison
The maximum UET5.DE drawdown since its inception was -37.03%, smaller than the maximum CEMS.DE drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for UET5.DE and CEMS.DE.
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Drawdown Indicators
| UET5.DE | CEMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -40.20% | +3.17% |
Max Drawdown (1Y)Largest decline over 1 year | -11.81% | -9.99% | -1.82% |
Max Drawdown (3Y)Largest decline over 3 years | -15.56% | -17.57% | +2.01% |
Max Drawdown (5Y)Largest decline over 5 years | -23.13% | -19.55% | -3.58% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.20% | — |
Current DrawdownCurrent decline from peak | -0.35% | -1.26% | +0.91% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -7.49% | +2.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 2.66% | +0.73% |
Volatility
UET5.DE vs. CEMS.DE - Volatility Comparison
UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.DE) has a higher volatility of 5.06% compared to iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) at 4.65%. This indicates that UET5.DE's price experiences larger fluctuations and is considered to be riskier than CEMS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UET5.DE | CEMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.06% | 4.65% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 13.82% | 11.17% | +2.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.97% | 13.87% | +3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.27% | 15.23% | +2.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.69% | 17.43% | +2.26% |
UET5.DE vs. CEMS.DE - Expense Ratio Comparison
UET5.DE has a 0.10% 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
UET5.DE vs. CEMS.DE - Dividend Comparison
UET5.DE's dividend yield for the trailing twelve months is around 2.92%, while CEMS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CEMS.DE iShares Edge MSCI Europe Value Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UET5.DE UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist | 2.92% | 2.15% | 3.28% | 2.96% | 3.06% | 1.90% | 1.93% |
Frequently Asked Questions
UET5.DE and CEMS.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UET5.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UET5.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for CEMS.DE.
UET5.DE tracks EURO STOXX® 50 ESG, while CEMS.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: UBS and iShares. Their fees differ too: 0.10% for UET5.DE and 0.25% for CEMS.DE.
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