XDDX.DE vs. CEMS.DE
XDDX.DE (Xtrackers DAX ESG Screened UCITS ETF 1D) and CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds - XDDX.DE tracks the FSE DAX TR EUR while CEMS.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, XDDX.DE returned 8.72%/yr vs 11.14%/yr for CEMS.DE. Their correlation of 0.88 suggests significant overlap in exposure. XDDX.DE charges 0.09%/yr vs 0.25%/yr for CEMS.DE.
Performance
XDDX.DE vs. CEMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDDX.DE achieves a 3.88% return, which is significantly lower than CEMS.DE's 15.46% return. Over the past 10 years, XDDX.DE has underperformed CEMS.DE with an annualized return of 8.72%, while CEMS.DE has yielded a comparatively higher 11.14% annualized return.
XDDX.DE
- 1D
- -0.44%
- 1M
- -0.25%
- 6M
- 2.82%
- YTD
- 3.88%
- 1Y
- 6.10%
- 3Y*
- 14.27%
- 5Y*
- 8.66%
- 10Y*
- 8.72%
CEMS.DE
- 1D
- -0.43%
- 1M
- 0.51%
- 6M
- 12.44%
- YTD
- 15.46%
- 1Y
- 33.01%
- 3Y*
- 21.29%
- 5Y*
- 15.45%
- 10Y*
- 11.14%
XDDX.DE vs. CEMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDDX.DE Xtrackers DAX ESG Screened UCITS ETF 1D | 3.88% | 19.14% | 16.17% | 19.56% | -13.67% | 15.21% | 3.12% | 24.70% | -18.53% | 12.16% |
CEMS.DE iShares Edge MSCI Europe Value Factor UCITS ETF | 15.46% | 36.00% | 9.92% | 13.88% | -4.51% | 26.64% | -8.83% | 23.35% | -14.05% | 10.13% |
Correlation
The correlation between XDDX.DE and CEMS.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2015 | 0.88 |
The correlation between XDDX.DE and CEMS.DE has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.
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Return for Risk
XDDX.DE vs. CEMS.DE — Risk / Return Rank
XDDX.DE
CEMS.DE
XDDX.DE vs. CEMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XDDX.DE | CEMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.93 | ||
| Sortino ratioReturn per unit of downside risk | -2.57 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.42 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | 3.28 | -2.77 |
| Martin ratioReturn relative to average drawdown | 1.44 | 12.34 | -10.90 |
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Drawdowns
XDDX.DE vs. CEMS.DE - Drawdown Comparison
The maximum XDDX.DE drawdown since its inception was -38.74%, roughly equal to the maximum CEMS.DE drawdown of -40.22%. Use the drawdown chart below to compare losses from any high point for XDDX.DE and CEMS.DE.
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Drawdown Indicators
| XDDX.DE | CEMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.74% | -40.22% | +1.48% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -10.02% | -1.94% |
Max Drawdown (3Y)Largest decline over 3 years | -16.62% | -17.61% | +0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -27.03% | -19.56% | -7.47% |
Max Drawdown (10Y)Largest decline over 10 years | -38.74% | -40.22% | +1.48% |
Current DrawdownCurrent decline from peak | -2.10% | -1.72% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -7.44% | +0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.23% | 2.67% | +1.56% |
Volatility
XDDX.DE vs. CEMS.DE - Volatility Comparison
The current volatility for Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.DE) is 3.88%, while iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) has a volatility of 4.20%. This indicates that XDDX.DE experiences smaller price fluctuations and is considered to be less risky 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
| XDDX.DE | CEMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 4.20% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 12.78% | 12.03% | +0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.84% | 14.24% | +1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.14% | 15.28% | +1.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 17.06% | +1.01% |
XDDX.DE vs. CEMS.DE - Expense Ratio Comparison
XDDX.DE has a 0.09% 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
XDDX.DE vs. CEMS.DE - Dividend Comparison
XDDX.DE's dividend yield for the trailing twelve months is around 2.31%, 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% |
XDDX.DE Xtrackers DAX ESG Screened UCITS ETF 1D | 2.31% | 2.40% | 2.68% | 3.34% | 5.35% | 2.05% | 3.14% | 2.81% | 2.34% | 2.16% | 1.40% | 1.06% |
Frequently Asked Questions
XDDX.DE and CEMS.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDDX.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDDX.DE is cheaper with a 0.09% expense ratio, compared with 0.25% for CEMS.DE.
XDDX.DE tracks FSE DAX TR EUR, while CEMS.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for XDDX.DE and 0.25% for CEMS.DE.
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