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CEMB vs. SXRM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEMB vs. SXRM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares J.P. Morgan EM Corporate Bond ETF (CEMB) and iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CEMB achieves a 1.54% return, which is significantly higher than SXRM.DE's -0.59% return. Over the past 10 years, CEMB has outperformed SXRM.DE with an annualized return of 3.55%, while SXRM.DE has yielded a comparatively lower 0.67% annualized return.


CEMB

1D
0.04%
1M
0.30%
YTD
1.54%
6M
1.92%
1Y
6.95%
3Y*
7.15%
5Y*
1.92%
10Y*
3.55%

SXRM.DE

1D
0.38%
1M
0.09%
YTD
-0.59%
6M
0.05%
1Y
4.19%
3Y*
2.95%
5Y*
-1.07%
10Y*
0.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEMB vs. SXRM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEMB
iShares J.P. Morgan EM Corporate Bond ETF
1.54%8.86%5.81%8.37%-12.58%-0.59%6.77%13.90%-2.57%7.11%
SXRM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)
-0.59%8.56%-0.51%3.57%-14.86%-3.03%9.73%9.02%0.39%2.66%

Correlation

The correlation between CEMB and SXRM.DE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.52

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2012

0.25

Over the past year, CEMB and SXRM.DE have become more correlated (0.52) than their long-term average of 0.25, meaning their price movements have been converging.

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Return for Risk

CEMB vs. SXRM.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CEMB
CEMB Risk / Return Rank: 7171
Overall Rank
CEMB Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
CEMB Sortino Ratio Rank: 8282
Sortino Ratio Rank
CEMB Omega Ratio Rank: 8181
Omega Ratio Rank
CEMB Calmar Ratio Rank: 5252
Calmar Ratio Rank
CEMB Martin Ratio Rank: 6363
Martin Ratio Rank

SXRM.DE
SXRM.DE Risk / Return Rank: 2424
Overall Rank
SXRM.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SXRM.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
SXRM.DE Omega Ratio Rank: 2323
Omega Ratio Rank
SXRM.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
SXRM.DE Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CEMB vs. SXRM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan EM Corporate Bond ETF (CEMB) and iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CEMBSXRM.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.32

Sortino ratioReturn per unit of downside risk

+1.97

Omega ratioGain probability vs. loss probability

1.42

1.14

+0.28

Calmar ratioReturn relative to maximum drawdown

2.31

0.93

+1.38

Martin ratioReturn relative to average drawdown

9.95

2.74

+7.21

CEMB vs. SXRM.DE - Sharpe Ratio Comparison

The current CEMB Sharpe Ratio is 2.14, which is higher than the SXRM.DE Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of CEMB and SXRM.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CEMB vs. SXRM.DE - Drawdown Comparison

The maximum CEMB drawdown since its inception was -20.84%, smaller than the maximum SXRM.DE drawdown of -23.31%. Use the drawdown chart below to compare losses from any high point for CEMB and SXRM.DE.


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Drawdown Indicators


CEMBSXRM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.84%

-23.31%

+2.47%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-4.02%

+1.14%

Max Drawdown (3Y)

Largest decline over 3 years

-3.85%

-7.24%

+3.39%

Max Drawdown (5Y)

Largest decline over 5 years

-20.48%

-20.90%

+0.42%

Max Drawdown (10Y)

Largest decline over 10 years

-20.84%

-23.31%

+2.47%

Current Drawdown

Current decline from peak

-0.20%

-10.34%

+10.14%

Average Drawdown

Average peak-to-trough decline

-3.65%

-6.45%

+2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

1.37%

-0.70%

Volatility

CEMB vs. SXRM.DE - Volatility Comparison

The current volatility for iShares J.P. Morgan EM Corporate Bond ETF (CEMB) is 1.20%, while iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) has a volatility of 1.86%. This indicates that CEMB experiences smaller price fluctuations and is considered to be less risky than SXRM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEMBSXRM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

1.86%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

2.50%

3.41%

-0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

3.11%

4.60%

-1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.64%

7.38%

-1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.29%

6.30%

-0.01%

CEMB vs. SXRM.DE - Expense Ratio Comparison

CEMB has a 0.50% expense ratio, which is higher than SXRM.DE's 0.07% expense ratio.


Dividends

CEMB vs. SXRM.DE - Dividend Comparison

CEMB's dividend yield for the trailing twelve months is around 5.13%, while SXRM.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CEMB
iShares J.P. Morgan EM Corporate Bond ETF
5.13%5.14%5.11%4.77%4.29%3.51%3.86%4.19%4.66%4.06%4.26%4.76%
SXRM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CEMB and SXRM.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXRM.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXRM.DE is cheaper with a 0.07% expense ratio, compared with 0.50% for CEMB.

CEMB is categorized as Corporate Bonds, while SXRM.DE is Government Bonds. CEMB tracks JP Morgan CEMBI Broad Diversified, while SXRM.DE tracks ICE US Treasury 7-10 Year. Their fees differ too: 0.50% for CEMB and 0.07% for SXRM.DE.

Portfolio Optimizer

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