XDDX.DE vs. CEMT.DE
XDDX.DE (Xtrackers DAX ESG Screened UCITS ETF 1D) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds - XDDX.DE tracks the FSE DAX TR EUR while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 10 years, XDDX.DE returned 8.72%/yr vs 7.89%/yr for CEMT.DE. Their correlation of 0.85 suggests significant overlap in exposure. XDDX.DE charges 0.09%/yr vs 0.25%/yr for CEMT.DE.
Performance
XDDX.DE vs. CEMT.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 CEMT.DE's 12.49% return. Over the past 10 years, XDDX.DE has outperformed CEMT.DE with an annualized return of 8.72%, while CEMT.DE has yielded a comparatively lower 7.89% 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%
CEMT.DE
- 1D
- 0.44%
- 1M
- 2.16%
- 6M
- 12.49%
- YTD
- 12.49%
- 1Y
- 17.25%
- 3Y*
- 13.51%
- 5Y*
- 6.31%
- 10Y*
- 7.89%
XDDX.DE vs. CEMT.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% |
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 12.49% | 17.46% | 5.14% | 14.11% | -18.17% | 19.54% | 1.67% | 28.80% | -14.00% | 13.64% |
Correlation
The correlation between XDDX.DE and CEMT.DE is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2015 | 0.85 |
Over the past year, the correlation between XDDX.DE and CEMT.DE has dropped to 0.50 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
XDDX.DE vs. CEMT.DE — Risk / Return Rank
XDDX.DE
CEMT.DE
XDDX.DE vs. CEMT.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 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.
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 | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.27 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | 1.96 | -1.45 |
| Martin ratioReturn relative to average drawdown | 1.44 | 7.46 | -6.02 |
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Drawdowns
XDDX.DE vs. CEMT.DE - Drawdown Comparison
The maximum XDDX.DE drawdown since its inception was -38.74%, roughly equal to the maximum CEMT.DE drawdown of -37.62%. Use the drawdown chart below to compare losses from any high point for XDDX.DE and CEMT.DE.
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Drawdown Indicators
| XDDX.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.74% | -37.62% | -1.12% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -8.75% | -3.21% |
Max Drawdown (3Y)Largest decline over 3 years | -16.62% | -14.36% | -2.26% |
Max Drawdown (5Y)Largest decline over 5 years | -27.03% | -29.23% | +2.20% |
Max Drawdown (10Y)Largest decline over 10 years | -38.74% | -37.62% | -1.12% |
Current DrawdownCurrent decline from peak | -2.10% | -0.70% | -1.40% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -7.05% | -0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.23% | 2.31% | +1.92% |
Volatility
XDDX.DE vs. CEMT.DE - Volatility Comparison
Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.DE) has a higher volatility of 3.88% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 3.52%. This indicates that XDDX.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
| XDDX.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 3.52% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 12.78% | 14.90% | -2.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.84% | 15.76% | +0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.14% | 15.98% | +1.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 16.26% | +1.81% |
XDDX.DE vs. CEMT.DE - Expense Ratio Comparison
XDDX.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
XDDX.DE vs. CEMT.DE - Dividend Comparison
XDDX.DE's dividend yield for the trailing twelve months is around 2.31%, while CEMT.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 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 CEMT.DE have a correlation of 0.50, 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 CEMT.DE.
XDDX.DE tracks FSE DAX TR EUR, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for XDDX.DE and 0.25% for CEMT.DE.
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