iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE)
CEMR.DE is a passive ETF by iShares tracking the investment results of the MSCI Europe Momentum. CEMR.DE launched on Jan 16, 2015 and has a 0.25% expense ratio.
ETF Info
| ISIN | IE00BQN1K786 |
|---|---|
| WKN | A12DPN |
| Issuer | iShares |
| Inception Date | Jan 16, 2015 |
| Category | Europe Equities |
| Index Tracked | MSCI Europe Momentum |
| Domicile | Ireland |
| Distribution Policy | Accumulating |
| Asset Class | Equity |
Expense Ratio
CEMR.DE has a high expense ratio of 0.25%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in iShares Edge MSCI Europe Momentum Factor UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
iShares Edge MSCI Europe Momentum Factor UCITS ETF had a return of 12.85% year-to-date (YTD) and 16.08% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 12.85% | 5.57% |
| 1 month | -1.39% | -4.16% |
| 6 months | 22.99% | 20.07% |
| 1 year | 16.08% | 20.82% |
| 5 years (annualized) | 10.47% | 11.56% |
| 10 years (annualized) | N/A | 10.37% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.78% | 4.56% | 6.49% | |||||||||
| 2023 | -2.28% | 6.74% | 2.11% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CEMR.DE is 72, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
iShares Edge MSCI Europe Momentum Factor UCITS ETF(CEMR.DE)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the iShares Edge MSCI Europe Momentum Factor UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the iShares Edge MSCI Europe Momentum Factor UCITS ETF was 31.78%, occurring on Mar 18, 2020. Recovery took 197 trading sessions.
The current iShares Edge MSCI Europe Momentum Factor UCITS ETF drawdown is 1.39%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.78% | Feb 20, 2020 | 20 | Mar 18, 2020 | 197 | Dec 28, 2020 | 217 |
| -23.73% | Nov 18, 2021 | 219 | Sep 26, 2022 | 361 | Feb 22, 2024 | 580 |
| -22.59% | Apr 13, 2015 | 41 | Feb 11, 2016 | 139 | Apr 7, 2017 | 180 |
| -17.93% | Sep 28, 2018 | 57 | Dec 27, 2018 | 109 | Jun 18, 2019 | 166 |
| -9.29% | Jan 22, 2018 | 15 | Feb 9, 2018 | 59 | May 16, 2018 | 74 |
Volatility
Volatility Chart
The current iShares Edge MSCI Europe Momentum Factor UCITS ETF volatility is 3.90%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.