CEBL.DE vs. OEF
Compare and contrast key facts about iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.DE) and iShares S&P 100 ETF (OEF).
CEBL.DE and OEF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CEBL.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Asia. It was launched on Aug 6, 2010. OEF is a passively managed fund by iShares that tracks the performance of the S&P 100 Index. It was launched on Oct 23, 2000. Both CEBL.DE and OEF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CEBL.DE or OEF.
Key characteristics
| CEBL.DE | OEF | |
|---|---|---|
| YTD Return | 18.39% | 30.71% |
| 1Y Return | 20.35% | 37.79% |
| 3Y Return (Ann) | -0.52% | 11.81% |
| 5Y Return (Ann) | 4.95% | 17.46% |
| 10Y Return (Ann) | 6.22% | 14.25% |
| Sharpe Ratio | 1.33 | 3.03 |
| Sortino Ratio | 1.91 | 3.97 |
| Omega Ratio | 1.25 | 1.57 |
| Calmar Ratio | 0.74 | 4.11 |
| Martin Ratio | 6.79 | 18.30 |
| Ulcer Index | 3.03% | 2.19% |
| Daily Std Dev | 15.54% | 13.21% |
| Max Drawdown | -35.09% | -54.11% |
| Current Drawdown | -10.05% | -0.13% |
Correlation
The correlation between CEBL.DE and OEF is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
CEBL.DE vs. OEF - Performance Comparison
In the year-to-date period, CEBL.DE achieves a 18.39% return, which is significantly lower than OEF's 30.71% return. Over the past 10 years, CEBL.DE has underperformed OEF with an annualized return of 6.22%, while OEF has yielded a comparatively higher 14.25% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CEBL.DE vs. OEF - Expense Ratio Comparison
Both CEBL.DE and OEF have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
CEBL.DE vs. OEF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.DE) and iShares S&P 100 ETF (OEF). 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
CEBL.DE vs. OEF - Dividend Comparison
CEBL.DE has not paid dividends to shareholders, while OEF's dividend yield for the trailing twelve months is around 0.99%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEBL.DE iShares MSCI EM Asia UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.69% | 1.86% |
OEF iShares S&P 100 ETF | 0.99% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% | 1.85% | 1.96% |
Drawdowns
CEBL.DE vs. OEF - Drawdown Comparison
The maximum CEBL.DE drawdown since its inception was -35.09%, smaller than the maximum OEF drawdown of -54.11%. Use the drawdown chart below to compare losses from any high point for CEBL.DE and OEF. For additional features, visit the drawdowns tool.
Volatility
CEBL.DE vs. OEF - Volatility Comparison
iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.DE) has a higher volatility of 6.17% compared to iShares S&P 100 ETF (OEF) at 4.20%. This indicates that CEBL.DE's price experiences larger fluctuations and is considered to be riskier than OEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.