PortfoliosLab logoPortfoliosLab logo
XNZE.DE vs. CEMS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XNZE.DE vs. CEMS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers EMU Net Zero Pathway Paris Aligned UCITS ETF 1C (XNZE.DE) and iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XNZE.DE achieves a 9.92% return, which is significantly lower than CEMS.DE's 13.72% return.


XNZE.DE

1D
0.62%
1M
4.62%
YTD
9.92%
6M
10.75%
1Y
14.11%
3Y*
11.48%
5Y*
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XNZE.DE vs. CEMS.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
XNZE.DE
Xtrackers EMU Net Zero Pathway Paris Aligned UCITS ETF 1C
9.92%13.33%5.47%20.66%-1.63%
CEMS.DE
iShares Edge MSCI Europe Value Factor UCITS ETF
13.72%35.97%9.93%13.90%0.59%

Correlation

The correlation between XNZE.DE and CEMS.DE is 0.85, 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

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2022

0.85

The correlation between XNZE.DE and CEMS.DE has been stable across timeframes, ranging from 0.83 to 0.85 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XNZE.DE vs. CEMS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XNZE.DE
XNZE.DE Risk / Return Rank: 2828
Overall Rank
XNZE.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
XNZE.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
XNZE.DE Omega Ratio Rank: 2727
Omega Ratio Rank
XNZE.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
XNZE.DE Martin Ratio Rank: 3030
Martin Ratio Rank

CEMS.DE
CEMS.DE Risk / Return Rank: 7171
Overall Rank
CEMS.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CEMS.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
CEMS.DE Omega Ratio Rank: 7474
Omega Ratio Rank
CEMS.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
CEMS.DE Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XNZE.DE vs. CEMS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers EMU Net Zero Pathway Paris Aligned UCITS ETF 1C (XNZE.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.


XNZE.DECEMS.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.43

Sortino ratioReturn per unit of downside risk

-1.79

Omega ratioGain probability vs. loss probability

1.18

1.43

-0.25

Calmar ratioReturn relative to maximum drawdown

1.25

3.29

-2.04

Martin ratioReturn relative to average drawdown

4.26

12.37

-8.10

XNZE.DE vs. CEMS.DE - Sharpe Ratio Comparison

The current XNZE.DE Sharpe Ratio is 0.94, which is lower than the CEMS.DE Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of XNZE.DE and CEMS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


XNZE.DECEMS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

2.37

-1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.49

+0.16

Drawdowns

XNZE.DE vs. CEMS.DE - Drawdown Comparison

The maximum XNZE.DE drawdown since its inception was -18.68%, smaller than the maximum CEMS.DE drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for XNZE.DE and CEMS.DE.


Loading charts...

Drawdown Indicators


XNZE.DECEMS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.68%

-40.20%

+21.52%

Max Drawdown (1Y)

Largest decline over 1 year

-11.49%

-9.99%

-1.50%

Max Drawdown (3Y)

Largest decline over 3 years

-17.36%

-17.57%

+0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-19.55%

Max Drawdown (10Y)

Largest decline over 10 years

-40.20%

Current Drawdown

Current decline from peak

-0.34%

-1.26%

+0.92%

Average Drawdown

Average peak-to-trough decline

-4.16%

-7.49%

+3.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

2.66%

+0.71%

Volatility

XNZE.DE vs. CEMS.DE - Volatility Comparison

Xtrackers EMU Net Zero Pathway Paris Aligned UCITS ETF 1C (XNZE.DE) has a higher volatility of 5.15% compared to iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) at 4.65%. This indicates that XNZE.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.


Loading charts...

Volatility by Period


XNZE.DECEMS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.15%

4.65%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

12.62%

11.17%

+1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

15.33%

13.87%

+1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

15.23%

+1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.84%

17.43%

-0.59%

XNZE.DE vs. CEMS.DE - Expense Ratio Comparison

XNZE.DE has a 0.15% 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

XNZE.DE vs. CEMS.DE - Dividend Comparison

Neither XNZE.DE nor CEMS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XNZE.DE and CEMS.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XNZE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XNZE.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for CEMS.DE.

XNZE.DE tracks MSCI EMU NR EUR, while CEMS.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: DWS and iShares. Their fees differ too: 0.15% for XNZE.DE and 0.25% for CEMS.DE.

Portfolio Optimizer

Find the right allocation for XNZE.DE and CEMS.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer