XDUK.DE vs. CEMS.DE
XDUK.DE (Xtrackers FTSE 100 UCITS ETF 1C) and CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds - XDUK.DE tracks the FTSE AllSh TR GBP while CEMS.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, XDUK.DE returned 7.99%/yr vs 10.71%/yr for CEMS.DE. Their correlation of 0.87 suggests significant overlap in exposure. XDUK.DE charges 0.09%/yr vs 0.25%/yr for CEMS.DE.
Performance
XDUK.DE vs. CEMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDUK.DE achieves a 6.84% return, which is significantly lower than CEMS.DE's 13.72% return. Over the past 10 years, XDUK.DE has underperformed CEMS.DE with an annualized return of 7.99%, while CEMS.DE has yielded a comparatively higher 10.71% annualized return.
XDUK.DE
- 1D
- 0.16%
- 1M
- -0.51%
- YTD
- 6.84%
- 6M
- 9.86%
- 1Y
- 17.54%
- 3Y*
- 14.66%
- 5Y*
- 11.55%
- 10Y*
- 7.99%
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%
XDUK.DE vs. CEMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDUK.DE Xtrackers FTSE 100 UCITS ETF 1C | 6.84% | 20.16% | 14.10% | 9.87% | -1.71% | 25.10% | -15.31% | 25.14% | -10.59% | 7.62% |
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 XDUK.DE and CEMS.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.87 |
The correlation between XDUK.DE and CEMS.DE shifts across timeframes, from 0.76 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDUK.DE vs. CEMS.DE — Risk / Return Rank
XDUK.DE
CEMS.DE
XDUK.DE vs. CEMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE 100 UCITS ETF 1C (XDUK.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.
| XDUK.DE | CEMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.43 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 3.29 | -1.05 |
| Martin ratioReturn relative to average drawdown | 7.89 | 12.37 | -4.48 |
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
| XDUK.DE | CEMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.44 | 2.37 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.94 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.61 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.49 | -0.06 |
Drawdowns
XDUK.DE vs. CEMS.DE - Drawdown Comparison
The maximum XDUK.DE drawdown since its inception was -39.87%, roughly equal to the maximum CEMS.DE drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for XDUK.DE and CEMS.DE.
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Drawdown Indicators
| XDUK.DE | CEMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.87% | -40.20% | +0.33% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -9.99% | +2.18% |
Max Drawdown (3Y)Largest decline over 3 years | -17.05% | -17.57% | +0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -17.05% | -19.55% | +2.50% |
Max Drawdown (10Y)Largest decline over 10 years | -39.87% | -40.20% | +0.33% |
Current DrawdownCurrent decline from peak | -2.86% | -1.26% | -1.60% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -7.49% | +1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 2.66% | -0.44% |
Volatility
XDUK.DE vs. CEMS.DE - Volatility Comparison
Xtrackers FTSE 100 UCITS ETF 1C (XDUK.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 XDUK.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
| XDUK.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 | 10.33% | 11.17% | -0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 13.87% | -1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 15.23% | -1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 17.43% | -0.65% |
XDUK.DE vs. CEMS.DE - Expense Ratio Comparison
XDUK.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
XDUK.DE vs. CEMS.DE - Dividend Comparison
Neither XDUK.DE nor CEMS.DE has paid dividends to shareholders.
Frequently Asked Questions
XDUK.DE and CEMS.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDUK.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDUK.DE is cheaper with a 0.09% expense ratio, compared with 0.25% for CEMS.DE.
XDUK.DE tracks FTSE AllSh TR GBP, while CEMS.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for XDUK.DE and 0.25% for CEMS.DE.
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