XESC.DE vs. CEMT.DE
XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds - XESC.DE tracks the MSCI EMU NR EUR while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 10 years, XESC.DE returned 10.49%/yr vs 6.44%/yr for CEMT.DE. Their correlation of 0.87 suggests significant overlap in exposure. XESC.DE charges 0.09%/yr vs 0.25%/yr for CEMT.DE.
Performance
XESC.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
Over the past 10 years, XESC.DE has outperformed CEMT.DE with an annualized return of 10.49%, while CEMT.DE has yielded a comparatively lower 6.44% annualized return.
XESC.DE
- 1D
- 0.76%
- 1M
- 4.61%
- YTD
- 7.20%
- 6M
- 8.63%
- 1Y
- 15.79%
- 3Y*
- 15.59%
- 5Y*
- 11.50%
- 10Y*
- 10.49%
CEMT.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 4.36%
- 3Y*
- 9.41%
- 5Y*
- 4.08%
- 10Y*
- 6.44%
XESC.DE vs. CEMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 7.20% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 17.53% | 5.08% | 14.19% | -18.24% | 19.63% | 1.61% | 28.81% | -13.99% | 13.62% |
Correlation
The correlation between XESC.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 | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.87 |
Over the past year, the correlation between XESC.DE and CEMT.DE has dropped to 0.45 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
XESC.DE vs. CEMT.DE — Risk / Return Rank
XESC.DE
CEMT.DE
XESC.DE vs. CEMT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.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.
| XESC.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.10 | +0.35 |
| Martin ratioReturn relative to average drawdown | 4.94 | 4.03 | +0.90 |
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
| XESC.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.77 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.28 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.40 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.37 | -0.05 |
Drawdowns
XESC.DE vs. CEMT.DE - Drawdown Comparison
The maximum XESC.DE drawdown since its inception was -45.38%, which is greater than CEMT.DE's maximum drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for XESC.DE and CEMT.DE.
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Drawdown Indicators
| XESC.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.38% | -37.66% | -7.72% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -4.26% | -6.62% |
Max Drawdown (3Y)Largest decline over 3 years | -16.53% | -14.36% | -2.17% |
Max Drawdown (5Y)Largest decline over 5 years | -23.33% | -29.23% | +5.90% |
Max Drawdown (10Y)Largest decline over 10 years | -38.51% | -37.66% | -0.85% |
Current DrawdownCurrent decline from peak | -0.53% | -0.39% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -8.39% | -7.08% | -1.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 1.16% | +2.03% |
Volatility
XESC.DE vs. CEMT.DE - Volatility Comparison
Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a higher volatility of 4.90% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that XESC.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
| XESC.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 0.00% | +4.90% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 0.00% | +13.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.01% | 6.11% | +9.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 14.61% | +2.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 16.11% | +2.16% |
XESC.DE vs. CEMT.DE - Expense Ratio Comparison
XESC.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
XESC.DE vs. CEMT.DE - Dividend Comparison
Neither XESC.DE nor CEMT.DE has 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% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.19% |
Frequently Asked Questions
XESC.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, XESC.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XESC.DE is cheaper with a 0.09% expense ratio, compared with 0.25% for CEMT.DE.
XESC.DE tracks MSCI EMU NR 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 XESC.DE and 0.25% for CEMT.DE.
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