V50D.DE vs. CEMS.DE
V50D.DE (Amundi EURO STOXX 50 UCITS ETF - EUR Dist) and CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds - V50D.DE tracks the EURO STOXX® 50 while CEMS.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 5 years, V50D.DE returned 11.54%/yr vs 14.47%/yr for CEMS.DE. Their correlation of 0.89 suggests significant overlap in exposure. V50D.DE charges 0.07%/yr vs 0.25%/yr for CEMS.DE.
Performance
V50D.DE vs. CEMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, V50D.DE achieves a 7.22% return, which is significantly lower than CEMS.DE's 13.72% return.
V50D.DE
- 1D
- 0.76%
- 1M
- 1.91%
- YTD
- 7.22%
- 6M
- 8.57%
- 1Y
- 15.78%
- 3Y*
- 15.65%
- 5Y*
- 11.54%
- 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%
V50D.DE vs. CEMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
V50D.DE Amundi EURO STOXX 50 UCITS ETF - EUR Dist | 7.22% | 22.20% | 11.12% | 22.60% | -8.93% | 23.50% | -2.88% | 30.04% | -12.71% | -3.68% |
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% | -0.23% |
Correlation
The correlation between V50D.DE and CEMS.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2017 | 0.89 |
The correlation between V50D.DE and CEMS.DE has been stable across timeframes, ranging from 0.87 to 0.89 - a consistent structural relationship.
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Return for Risk
V50D.DE vs. CEMS.DE — Risk / Return Rank
V50D.DE
CEMS.DE
V50D.DE vs. CEMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 UCITS ETF - EUR Dist (V50D.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.
| V50D.DE | CEMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.43 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 3.29 | -1.84 |
| Martin ratioReturn relative to average drawdown | 4.93 | 12.37 | -7.44 |
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
| V50D.DE | CEMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 2.37 | -1.38 |
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 | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.49 | +0.01 |
Drawdowns
V50D.DE vs. CEMS.DE - Drawdown Comparison
The maximum V50D.DE drawdown since its inception was -38.47%, roughly equal to the maximum CEMS.DE drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for V50D.DE and CEMS.DE.
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Drawdown Indicators
| V50D.DE | CEMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.47% | -40.20% | +1.73% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -9.99% | -0.90% |
Max Drawdown (3Y)Largest decline over 3 years | -16.55% | -17.57% | +1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -23.30% | -19.55% | -3.75% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.20% | — |
Current DrawdownCurrent decline from peak | -0.49% | -1.26% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -5.86% | -7.49% | +1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 2.66% | +0.56% |
Volatility
V50D.DE vs. CEMS.DE - Volatility Comparison
Amundi EURO STOXX 50 UCITS ETF - EUR Dist (V50D.DE) has a higher volatility of 4.93% compared to iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) at 4.65%. This indicates that V50D.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
| V50D.DE | CEMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 4.65% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 12.93% | 11.17% | +1.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.94% | 13.87% | +2.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.51% | 15.23% | +2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.94% | 17.43% | +1.51% |
V50D.DE vs. CEMS.DE - Expense Ratio Comparison
V50D.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
V50D.DE vs. CEMS.DE - Dividend Comparison
V50D.DE's dividend yield for the trailing twelve months is around 2.36%, while CEMS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
CEMS.DE iShares Edge MSCI Europe Value Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
V50D.DE Amundi EURO STOXX 50 UCITS ETF - EUR Dist | 2.36% | 2.53% | 2.83% | 2.81% | 2.93% | 1.83% | 2.06% | 2.85% | 3.11% |
Frequently Asked Questions
V50D.DE and CEMS.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, V50D.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
V50D.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for CEMS.DE.
V50D.DE tracks EURO STOXX® 50, while CEMS.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.07% for V50D.DE and 0.25% for CEMS.DE.
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