PortfoliosLab logoPortfoliosLab logo
CEMF.DE vs. CBU0.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CEMF.DE vs. CBU0.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 Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CEMF.DE vs. CBU0.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, CEMF.DE achieves a -1.01% return, which is significantly higher than CBU0.DE's -2.48% return.


CEMF.DE

1D
-0.09%
1M
-2.57%
YTD
-1.01%
6M
-0.45%
1Y
3Y*
5Y*
10Y*

CBU0.DE

1D
0.27%
1M
-3.60%
YTD
-2.48%
6M
-0.43%
1Y
2.33%
3Y*
2.38%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CEMF.DE vs. CBU0.DE - Expense Ratio Comparison

CEMF.DE has a 0.10% expense ratio, which is lower than CBU0.DE's 0.25% 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%.


Return for Risk

CEMF.DE vs. CBU0.DE — Risk / Return Rank

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

CEMF.DE

CBU0.DE
CBU0.DE Risk / Return Rank: 2424
Overall Rank
CBU0.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CBU0.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
CBU0.DE Omega Ratio Rank: 2323
Omega Ratio Rank
CBU0.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
CBU0.DE Martin Ratio Rank: 2626
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. CBU0.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 Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.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. CBU0.DE - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


CEMF.DECBU0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.39

+0.13

Correlation

The correlation between CEMF.DE and CBU0.DE is 0.61, 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.


Dividends

CEMF.DE vs. CBU0.DE - Dividend Comparison

Neither CEMF.DE nor CBU0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CEMF.DE vs. CBU0.DE - Drawdown Comparison

The maximum CEMF.DE drawdown since its inception was -3.14%, smaller than the maximum CBU0.DE drawdown of -6.02%. Use the drawdown chart below to compare losses from any high point for CEMF.DE and CBU0.DE.


Loading graphics...

Drawdown Indicators


CEMF.DECBU0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.14%

-6.02%

+2.88%

Max Drawdown (1Y)

Largest decline over 1 year

-4.20%

Current Drawdown

Current decline from peak

-2.57%

-3.60%

+1.03%

Average Drawdown

Average peak-to-trough decline

-0.81%

-1.59%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

Volatility

CEMF.DE vs. CBU0.DE - Volatility Comparison


Loading graphics...

Volatility by Period


CEMF.DECBU0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

Volatility (6M)

Calculated over the trailing 6-month period

3.45%

Volatility (1Y)

Calculated over the trailing 1-year period

4.42%

5.33%

-0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.42%

5.69%

-1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.42%

5.69%

-1.27%