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CEMF.DE vs. 2B7S.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CEMF.DE vs. 2B7S.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc (CEMF.DE) and iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE). The values are adjusted to include any dividend payments, if applicable.

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CEMF.DE vs. 2B7S.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, CEMF.DE achieves a -0.73% return, which is significantly lower than 2B7S.DE's -0.07% return.


CEMF.DE

1D
0.29%
1M
-1.76%
YTD
-0.73%
6M
-0.21%
1Y
3Y*
5Y*
10Y*

2B7S.DE

1D
0.00%
1M
-0.45%
YTD
-0.07%
6M
0.33%
1Y
1.45%
3Y*
2.13%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CEMF.DE vs. 2B7S.DE - Expense Ratio Comparison

Both CEMF.DE and 2B7S.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

CEMF.DE vs. 2B7S.DE — Risk / Return Rank

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

CEMF.DE

2B7S.DE
2B7S.DE Risk / Return Rank: 5151
Overall Rank
2B7S.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
2B7S.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
2B7S.DE Omega Ratio Rank: 4545
Omega Ratio Rank
2B7S.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
2B7S.DE Martin Ratio Rank: 4545
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.

CEMF.DE vs. 2B7S.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 iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CEMF.DE vs. 2B7S.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CEMF.DE2B7S.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.00

+0.62

Correlation

The correlation between CEMF.DE and 2B7S.DE is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CEMF.DE vs. 2B7S.DE - Dividend Comparison

Neither CEMF.DE nor 2B7S.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CEMF.DE vs. 2B7S.DE - Drawdown Comparison

The maximum CEMF.DE drawdown since its inception was -3.14%, smaller than the maximum 2B7S.DE drawdown of -7.76%. Use the drawdown chart below to compare losses from any high point for CEMF.DE and 2B7S.DE.


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Drawdown Indicators


CEMF.DE2B7S.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.14%

-7.76%

+4.62%

Max Drawdown (1Y)

Largest decline over 1 year

-0.85%

Current Drawdown

Current decline from peak

-2.29%

-0.57%

-1.72%

Average Drawdown

Average peak-to-trough decline

-0.81%

-3.40%

+2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

Volatility

CEMF.DE vs. 2B7S.DE - Volatility Comparison


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Volatility by Period


CEMF.DE2B7S.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.46%

Volatility (6M)

Calculated over the trailing 6-month period

0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

4.42%

1.45%

+2.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.42%

1.97%

+2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.42%

1.97%

+2.45%