1SIE.MI vs. CEMR.DE
Compare and contrast key facts about Siemens Aktiengesellschaft (1SIE.MI) and iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE).
CEMR.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe Momentum. It was launched on Jan 16, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 1SIE.MI or CEMR.DE.
Correlation
The correlation between 1SIE.MI and CEMR.DE is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
1SIE.MI vs. CEMR.DE - Performance Comparison
Key characteristics
1SIE.MI:
0.51
CEMR.DE:
0.96
1SIE.MI:
0.94
CEMR.DE:
1.33
1SIE.MI:
1.13
CEMR.DE:
1.19
1SIE.MI:
0.68
CEMR.DE:
1.07
1SIE.MI:
2.00
CEMR.DE:
4.88
1SIE.MI:
9.30%
CEMR.DE:
3.46%
1SIE.MI:
36.42%
CEMR.DE:
17.71%
1SIE.MI:
-67.44%
CEMR.DE:
-31.78%
1SIE.MI:
-13.75%
CEMR.DE:
-0.59%
Returns By Period
In the year-to-date period, 1SIE.MI achieves a 13.90% return, which is significantly higher than CEMR.DE's 12.66% return. Over the past 10 years, 1SIE.MI has outperformed CEMR.DE with an annualized return of 12.54%, while CEMR.DE has yielded a comparatively lower 9.38% annualized return.
1SIE.MI
13.90%
15.03%
16.94%
18.58%
24.34%
12.54%
CEMR.DE
12.66%
13.71%
12.64%
17.16%
13.25%
9.38%
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Risk-Adjusted Performance
1SIE.MI vs. CEMR.DE — Risk-Adjusted Performance Rank
1SIE.MI
CEMR.DE
1SIE.MI vs. CEMR.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Siemens Aktiengesellschaft (1SIE.MI) and iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.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.
Dividends
1SIE.MI vs. CEMR.DE - Dividend Comparison
1SIE.MI's dividend yield for the trailing twelve months is around 2.48%, while CEMR.DE has not paid dividends to shareholders.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
1SIE.MI Siemens Aktiengesellschaft | 2.48% | 2.49% | 2.58% | 3.08% | 2.31% | 12.61% | 3.25% | 3.76% | 3.03% | 3.11% | 3.69% | 3.15% |
CEMR.DE iShares Edge MSCI Europe Momentum 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% |
Drawdowns
1SIE.MI vs. CEMR.DE - Drawdown Comparison
The maximum 1SIE.MI drawdown since its inception was -67.44%, which is greater than CEMR.DE's maximum drawdown of -31.78%. Use the drawdown chart below to compare losses from any high point for 1SIE.MI and CEMR.DE. For additional features, visit the drawdowns tool.
Volatility
1SIE.MI vs. CEMR.DE - Volatility Comparison
Siemens Aktiengesellschaft (1SIE.MI) has a higher volatility of 12.61% compared to iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) at 10.91%. This indicates that 1SIE.MI's price experiences larger fluctuations and is considered to be riskier than CEMR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.