XSX7.DE vs. CEMT.DE
XSX7.DE (Xtrackers Stoxx Europe 600 UCITS ETF) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds - XSX7.DE tracks the STOXX® Europe 600 while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 3 years, XSX7.DE returned 14.05%/yr vs 9.41%/yr for CEMT.DE. Their correlation of 0.81 suggests significant overlap in exposure. XSX7.DE charges 0.07%/yr vs 0.25%/yr for CEMT.DE.
Performance
XSX7.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
XSX7.DE
- 1D
- 0.51%
- 1M
- 0.85%
- YTD
- 7.42%
- 6M
- 10.03%
- 1Y
- 16.27%
- 3Y*
- 14.05%
- 5Y*
- —
- 10Y*
- —
CEMT.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 3.97%
- 3Y*
- 9.41%
- 5Y*
- 4.08%
- 10Y*
- 6.44%
XSX7.DE vs. CEMT.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% |
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 17.53% | 5.08% | 11.55% |
Correlation
The correlation between XSX7.DE and CEMT.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Mar 20, 2023 | 0.81 |
Over the past year, the correlation between XSX7.DE and CEMT.DE has dropped to 0.49 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
XSX7.DE vs. CEMT.DE — Risk / Return Rank
XSX7.DE
CEMT.DE
XSX7.DE vs. CEMT.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 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.
| XSX7.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.10 | +0.64 |
| Martin ratioReturn relative to average drawdown | 6.53 | 4.03 | +2.50 |
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 | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 0.77 | +0.52 |
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 | 1.20 | 0.37 | +0.83 |
Drawdowns
XSX7.DE vs. CEMT.DE - Drawdown Comparison
The maximum XSX7.DE drawdown since its inception was -16.32%, smaller than the maximum CEMT.DE drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for XSX7.DE and CEMT.DE.
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Drawdown Indicators
| XSX7.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.32% | -37.66% | +21.34% |
Max Drawdown (1Y)Largest decline over 1 year | -9.32% | -4.26% | -5.06% |
Max Drawdown (3Y)Largest decline over 3 years | -16.32% | -14.36% | -1.96% |
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 | -1.65% | -0.39% | -1.26% |
Average DrawdownAverage peak-to-trough decline | -1.96% | -7.08% | +5.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 1.16% | +1.33% |
Volatility
XSX7.DE vs. CEMT.DE - Volatility Comparison
Xtrackers Stoxx Europe 600 UCITS ETF (XSX7.DE) has a higher volatility of 4.24% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that XSX7.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
| XSX7.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 0.00% | +4.24% |
Volatility (6M)Calculated over the trailing 6-month period | 10.41% | 0.00% | +10.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.66% | 6.11% | +6.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.80% | 14.61% | -1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.80% | 16.11% | -3.31% |
XSX7.DE vs. CEMT.DE - Expense Ratio Comparison
XSX7.DE has a 0.07% 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
XSX7.DE vs. CEMT.DE - Dividend Comparison
XSX7.DE's dividend yield for the trailing twelve months is around 2.59%, while CEMT.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CEMT.DE iShares Edge MSCI Europe Size 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
XSX7.DE and CEMT.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 CEMT.DE.
XSX7.DE tracks STOXX® Europe 600, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.07% for XSX7.DE and 0.25% for CEMT.DE.
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