XSX7.DE vs. CEMS.DE
XSX7.DE (Xtrackers Stoxx Europe 600 UCITS ETF) and CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds - XSX7.DE tracks the STOXX® Europe 600 while CEMS.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 3 years, XSX7.DE returned 14.05%/yr vs 21.63%/yr for CEMS.DE. Their correlation of 0.90 suggests significant overlap in exposure. XSX7.DE charges 0.07%/yr vs 0.25%/yr for CEMS.DE.
Performance
XSX7.DE vs. CEMS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XSX7.DE achieves a 7.42% return, which is significantly lower than CEMS.DE's 13.72% return.
XSX7.DE
- 1D
- 0.51%
- 1M
- 0.85%
- YTD
- 7.42%
- 6M
- 10.03%
- 1Y
- 16.27%
- 3Y*
- 14.05%
- 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%
XSX7.DE vs. CEMS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XSX7.DE Xtrackers Stoxx Europe 600 UCITS ETF | 7.42% | 21.04% | 8.43% | 12.54% |
CEMS.DE iShares Edge MSCI Europe Value Factor UCITS ETF | 13.72% | 35.97% | 9.93% | 11.64% |
Correlation
The correlation between XSX7.DE and CEMS.DE is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Mar 20, 2023 | 0.90 |
The correlation between XSX7.DE and CEMS.DE has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.
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Return for Risk
XSX7.DE vs. CEMS.DE — Risk / Return Rank
XSX7.DE
CEMS.DE
XSX7.DE vs. CEMS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Stoxx Europe 600 UCITS ETF (XSX7.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.
| XSX7.DE | CEMS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.43 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 3.29 | -1.55 |
| Martin ratioReturn relative to average drawdown | 6.53 | 12.37 | -5.83 |
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
| XSX7.DE | CEMS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 2.37 | -1.09 |
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 | 1.20 | 0.49 | +0.71 |
Drawdowns
XSX7.DE vs. CEMS.DE - Drawdown Comparison
The maximum XSX7.DE drawdown since its inception was -16.32%, smaller than the maximum CEMS.DE drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for XSX7.DE and CEMS.DE.
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Drawdown Indicators
| XSX7.DE | CEMS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.32% | -40.20% | +23.88% |
Max Drawdown (1Y)Largest decline over 1 year | -9.32% | -9.99% | +0.67% |
Max Drawdown (3Y)Largest decline over 3 years | -16.32% | -17.57% | +1.25% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.55% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.20% | — |
Current DrawdownCurrent decline from peak | -1.65% | -1.26% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -1.96% | -7.49% | +5.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.66% | -0.17% |
Volatility
XSX7.DE vs. CEMS.DE - Volatility Comparison
The current volatility for Xtrackers Stoxx Europe 600 UCITS ETF (XSX7.DE) is 4.24%, while iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) has a volatility of 4.65%. This indicates that XSX7.DE experiences smaller price fluctuations and is considered to be less risky 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
| XSX7.DE | CEMS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 4.65% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 10.41% | 11.17% | -0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.66% | 13.87% | -1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.80% | 15.23% | -2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.80% | 17.43% | -4.63% |
XSX7.DE vs. CEMS.DE - Expense Ratio Comparison
XSX7.DE has a 0.07% 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
XSX7.DE vs. CEMS.DE - Dividend Comparison
XSX7.DE's dividend yield for the trailing twelve months is around 2.59%, while CEMS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CEMS.DE iShares Edge MSCI Europe Value Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% |
XSX7.DE Xtrackers Stoxx Europe 600 UCITS ETF | 2.59% | 2.67% | 3.32% | 2.25% |
Frequently Asked Questions
With a correlation of 0.92, XSX7.DE and CEMS.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, XSX7.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSX7.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for CEMS.DE.
XSX7.DE tracks STOXX® Europe 600, while CEMS.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.07% for XSX7.DE and 0.25% for CEMS.DE.
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