VUKE.DE vs. CEMT.DE
VUKE.DE (Vanguard FTSE 100 UCITS ETF Distributing) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds - VUKE.DE tracks the FTSE AllSh TR GBP while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 5 years, VUKE.DE returned 11.56%/yr vs 4.08%/yr for CEMT.DE. A 0.78 correlation means they provide meaningful diversification when combined. VUKE.DE charges 0.09%/yr vs 0.25%/yr for CEMT.DE.
Performance
VUKE.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
VUKE.DE
- 1D
- 0.15%
- 1M
- -0.44%
- YTD
- 6.44%
- 6M
- 9.43%
- 1Y
- 17.71%
- 3Y*
- 14.60%
- 5Y*
- 11.56%
- 10Y*
- —
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%
VUKE.DE vs. CEMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VUKE.DE Vanguard FTSE 100 UCITS ETF Distributing | 6.44% | 20.50% | 14.00% | 9.66% | -1.10% | 24.91% | -15.71% | 25.58% | -10.37% | 3.27% |
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% | -0.17% |
Correlation
The correlation between VUKE.DE and CEMT.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.78 |
Over the past year, the correlation between VUKE.DE and CEMT.DE has dropped to 0.34 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
VUKE.DE vs. CEMT.DE — Risk / Return Rank
VUKE.DE
CEMT.DE
VUKE.DE vs. CEMT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE 100 UCITS ETF Distributing (VUKE.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.
| VUKE.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.71 | ||
| Sortino ratioReturn per unit of downside risk | +1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.21 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 1.10 | +1.18 |
| Martin ratioReturn relative to average drawdown | 8.03 | 4.03 | +4.00 |
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
| VUKE.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 0.77 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.28 | +0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.37 | +0.10 |
Drawdowns
VUKE.DE vs. CEMT.DE - Drawdown Comparison
The maximum VUKE.DE drawdown since its inception was -40.16%, 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 VUKE.DE and CEMT.DE.
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Drawdown Indicators
| VUKE.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.16% | -37.66% | -2.50% |
Max Drawdown (1Y)Largest decline over 1 year | -7.78% | -4.26% | -3.52% |
Max Drawdown (3Y)Largest decline over 3 years | -16.78% | -14.36% | -2.42% |
Max Drawdown (5Y)Largest decline over 5 years | -16.78% | -29.23% | +12.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.66% | — |
Current DrawdownCurrent decline from peak | -2.81% | -0.39% | -2.42% |
Average DrawdownAverage peak-to-trough decline | -5.47% | -7.08% | +1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 1.16% | +1.05% |
Volatility
VUKE.DE vs. CEMT.DE - Volatility Comparison
Vanguard FTSE 100 UCITS ETF Distributing (VUKE.DE) has a higher volatility of 4.43% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that VUKE.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
| VUKE.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 0.00% | +4.43% |
Volatility (6M)Calculated over the trailing 6-month period | 10.08% | 0.00% | +10.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.03% | 6.11% | +5.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.06% | 14.61% | -0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 16.11% | +0.79% |
VUKE.DE vs. CEMT.DE - Expense Ratio Comparison
VUKE.DE has a 0.09% 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
VUKE.DE vs. CEMT.DE - Dividend Comparison
VUKE.DE's dividend yield for the trailing twelve months is around 3.01%, while CEMT.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUKE.DE Vanguard FTSE 100 UCITS ETF Distributing | 3.01% | 3.18% | 3.70% | 3.84% | 4.08% | 3.81% | 2.95% | 4.49% | 4.74% | 0.65% |
Frequently Asked Questions
VUKE.DE and CEMT.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUKE.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUKE.DE is cheaper with a 0.09% expense ratio, compared with 0.25% for CEMT.DE.
VUKE.DE tracks FTSE AllSh TR GBP, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.09% for VUKE.DE and 0.25% for CEMT.DE.
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