CEMF.DE vs. 18M1.DE
CEMF.DE (iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc) and 18M1.DE (Amundi Euro Government Bond 0-6 M UCITS ETF (Acc)) are both Government Bonds funds - CEMF.DE tracks the ICE US Treasury 7-10 Year (EUR Hedged) Index while 18M1.DE tracks the FTSE Eurozone Government Bill 0-6 Month Capped Index. Both are passively managed. At a correlation of -0.01, they often move in opposite directions. CEMF.DE charges 0.10%/yr vs 0.14%/yr for 18M1.DE.
Performance
CEMF.DE vs. 18M1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CEMF.DE achieves a -1.56% return, which is significantly lower than 18M1.DE's 1.09% return.
CEMF.DE
- 1D
- 0.00%
- 1M
- 0.05%
- 6M
- -0.81%
- YTD
- -1.56%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
18M1.DE
- 1D
- 0.02%
- 1M
- 0.21%
- 6M
- 0.94%
- YTD
- 1.09%
- 1Y
- 1.92%
- 3Y*
- 2.76%
- 5Y*
- 1.75%
- 10Y*
- 0.53%
- ALL TIME*
- 0.44%
CEMF.DE vs. 18M1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CEMF.DE iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc | -1.56% | 1.70% |
18M1.DE Amundi Euro Government Bond 0-6 M UCITS ETF (Acc) | 1.09% | 0.71% |
Correlation
The correlation between CEMF.DE and 18M1.DE is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 4, 2025 | -0.01 |
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Return for Risk
CEMF.DE vs. 18M1.DE — Risk / Return Rank
CEMF.DE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
18M1.DE
CEMF.DE vs. 18M1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc (CEMF.DE) and Amundi Euro Government Bond 0-6 M UCITS ETF (Acc) (18M1.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.
| CEMF.DE | 18M1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 2.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 30.03 | — |
| Martin ratioReturn relative to average drawdown | — | 114.18 | — |
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Drawdowns
CEMF.DE vs. 18M1.DE - Drawdown Comparison
The maximum CEMF.DE drawdown since its inception was -4.45%, smaller than the maximum 18M1.DE drawdown of -4.83%. Use the drawdown chart below to compare losses from any high point for CEMF.DE and 18M1.DE.
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Drawdown Indicators
| CEMF.DE | 18M1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.45% | -4.83% | +0.38% |
Max Drawdown (1Y)Largest decline over 1 year | — | -0.06% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.13% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.99% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -4.28% | — |
Current DrawdownCurrent decline from peak | -3.11% | 0.00% | -3.11% |
Average DrawdownAverage peak-to-trough decline | -1.45% | -1.37% | -0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.02% | — |
Volatility
CEMF.DE vs. 18M1.DE - Volatility Comparison
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Volatility by Period
| CEMF.DE | 18M1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.08% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 0.27% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 4.50% | 0.36% | +4.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.50% | 0.40% | +4.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.50% | 0.48% | +4.02% |
CEMF.DE vs. 18M1.DE - Expense Ratio Comparison
CEMF.DE has a 0.10% expense ratio, which is lower than 18M1.DE's 0.14% 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
CEMF.DE vs. 18M1.DE - Dividend Comparison
Neither CEMF.DE nor 18M1.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMF.DE and 18M1.DE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CEMF.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CEMF.DE is cheaper with a 0.10% expense ratio, compared with 0.14% for 18M1.DE.
CEMF.DE tracks ICE US Treasury 7-10 Year (EUR Hedged) Index, while 18M1.DE tracks FTSE Eurozone Government Bill 0-6 Month Capped Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.10% for CEMF.DE and 0.14% for 18M1.DE.
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