XECT.DE vs. CEMT.DE
XECT.DE (Xtrackers MSCI Europe Climate Transition UCITS ETF 1C) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds - XECT.DE tracks the MSCI Europe NR EUR while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 3 years, XECT.DE returned 11.71%/yr vs 9.41%/yr for CEMT.DE. A 0.79 correlation means they provide meaningful diversification when combined. XECT.DE charges 0.12%/yr vs 0.25%/yr for CEMT.DE.
Performance
XECT.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
XECT.DE
- 1D
- -0.56%
- 1M
- 4.21%
- YTD
- 6.46%
- 6M
- 9.40%
- 1Y
- 14.72%
- 3Y*
- 11.71%
- 5Y*
- —
- 10Y*
- —
CEMT.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 4.70%
- 3Y*
- 9.41%
- 5Y*
- 4.16%
- 10Y*
- 6.44%
XECT.DE vs. CEMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XECT.DE Xtrackers MSCI Europe Climate Transition UCITS ETF 1C | 6.46% | 16.87% | 7.18% | 7.63% |
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 17.53% | 5.08% | 5.05% |
Correlation
The correlation between XECT.DE and CEMT.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | 0.79 |
Over the past year, the correlation between XECT.DE and CEMT.DE has dropped to 0.45 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
XECT.DE vs. CEMT.DE — Risk / Return Rank
XECT.DE
CEMT.DE
XECT.DE vs. CEMT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Climate Transition UCITS ETF 1C (XECT.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.
| XECT.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.20 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.05 | +0.26 |
| Martin ratioReturn relative to average drawdown | 4.80 | 3.87 | +0.94 |
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
| XECT.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 0.73 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.28 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.37 | +0.53 |
Drawdowns
XECT.DE vs. CEMT.DE - Drawdown Comparison
The maximum XECT.DE drawdown since its inception was -16.63%, smaller than the maximum CEMT.DE drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for XECT.DE and CEMT.DE.
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Drawdown Indicators
| XECT.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.63% | -37.66% | +21.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.20% | -4.26% | -6.94% |
Max Drawdown (3Y)Largest decline over 3 years | -16.63% | -14.36% | -2.27% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.23% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.66% | — |
Current DrawdownCurrent decline from peak | -2.31% | -0.39% | -1.92% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -7.08% | +4.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 1.16% | +1.90% |
Volatility
XECT.DE vs. CEMT.DE - Volatility Comparison
Xtrackers MSCI Europe Climate Transition UCITS ETF 1C (XECT.DE) has a higher volatility of 5.02% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that XECT.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
| XECT.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.02% | 0.00% | +5.02% |
Volatility (6M)Calculated over the trailing 6-month period | 11.30% | 0.00% | +11.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.52% | 6.12% | +7.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.06% | 14.61% | -1.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.06% | 16.12% | -3.06% |
XECT.DE vs. CEMT.DE - Expense Ratio Comparison
XECT.DE has a 0.12% 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
XECT.DE vs. CEMT.DE - Dividend Comparison
Neither XECT.DE nor CEMT.DE has paid dividends to shareholders.
Frequently Asked Questions
XECT.DE and CEMT.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XECT.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XECT.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for CEMT.DE.
XECT.DE tracks MSCI Europe NR EUR, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. They also come from different issuers: DWS and iShares. Their fees differ too: 0.12% for XECT.DE and 0.25% for CEMT.DE.
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