XD5E.DE vs. CEMS.DE
XD5E.DE (Xtrackers MSCI EMU UCITS ETF 1D) and CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds - XD5E.DE tracks the MSCI EMU NR EUR while CEMS.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, XD5E.DE returned 10.03%/yr vs 10.71%/yr for CEMS.DE. Their correlation of 0.92 suggests significant overlap in exposure. XD5E.DE charges 0.12%/yr vs 0.25%/yr for CEMS.DE.
Performance
XD5E.DE vs. CEMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XD5E.DE achieves a 8.92% return, which is significantly lower than CEMS.DE's 13.72% return. Over the past 10 years, XD5E.DE has underperformed CEMS.DE with an annualized return of 10.03%, while CEMS.DE has yielded a comparatively higher 10.71% annualized return.
XD5E.DE
- 1D
- 0.52%
- 1M
- 1.86%
- YTD
- 8.92%
- 6M
- 10.72%
- 1Y
- 17.76%
- 3Y*
- 16.06%
- 5Y*
- 10.59%
- 10Y*
- 10.03%
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%
XD5E.DE vs. CEMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 8.92% | 24.71% | 9.50% | 18.86% | -11.92% | 22.17% | -0.74% | 27.44% | -12.93% | 13.47% |
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 XD5E.DE and CEMS.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.92 |
The correlation between XD5E.DE and CEMS.DE has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.
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Return for Risk
XD5E.DE vs. CEMS.DE — Risk / Return Rank
XD5E.DE
CEMS.DE
XD5E.DE vs. CEMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EMU UCITS ETF 1D (XD5E.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.
| XD5E.DE | CEMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.43 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 3.29 | -1.54 |
| Martin ratioReturn relative to average drawdown | 6.40 | 12.37 | -5.97 |
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
| XD5E.DE | CEMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 2.37 | -1.13 |
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 | 0.59 | 0.61 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.49 | +0.06 |
Drawdowns
XD5E.DE vs. CEMS.DE - Drawdown Comparison
The maximum XD5E.DE drawdown since its inception was -38.04%, smaller than the maximum CEMS.DE drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for XD5E.DE and CEMS.DE.
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Drawdown Indicators
| XD5E.DE | CEMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.04% | -40.20% | +2.16% |
Max Drawdown (1Y)Largest decline over 1 year | -10.26% | -9.99% | -0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -15.30% | -17.57% | +2.27% |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | -19.55% | -5.01% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -40.20% | +2.16% |
Current DrawdownCurrent decline from peak | -0.44% | -1.26% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -7.49% | +1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.66% | +0.16% |
Volatility
XD5E.DE vs. CEMS.DE - Volatility Comparison
Xtrackers MSCI EMU UCITS ETF 1D (XD5E.DE) and iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) have volatilities of 4.54% 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
| XD5E.DE | CEMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 4.65% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 11.17% | +0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.52% | 13.87% | +0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 15.23% | +0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.03% | 17.43% | -0.40% |
XD5E.DE vs. CEMS.DE - Expense Ratio Comparison
XD5E.DE has a 0.12% 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
XD5E.DE vs. CEMS.DE - Dividend Comparison
XD5E.DE's dividend yield for the trailing twelve months is around 2.42%, while CEMS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 2.42% | 2.54% | 2.86% | 2.74% | 4.66% | 1.41% | 2.94% | 2.59% | 1.89% | 2.51% | 0.73% | 0.36% |
Frequently Asked Questions
With a correlation of 0.91, XD5E.DE and CEMS.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, XD5E.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XD5E.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for CEMS.DE.
XD5E.DE tracks MSCI EMU NR EUR, while CEMS.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for XD5E.DE and 0.25% for CEMS.DE.
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