CEMF.DE vs. DJAD.DE
CEMF.DE (iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc) and DJAD.DE (Amundi US Treasury Bond Long Dated UCITS ETF Dist) are both Government Bonds funds - CEMF.DE tracks the ICE US Treasury 7-10 Year (EUR Hedged) Index while DJAD.DE tracks the Bloomberg US Long Treasury Index. Both are passively managed. A 0.65 correlation means they provide meaningful diversification when combined. CEMF.DE charges 0.10%/yr vs 0.06%/yr for DJAD.DE.
Performance
CEMF.DE vs. DJAD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CEMF.DE achieves a -1.42% return, which is significantly lower than DJAD.DE's 1.27% return.
CEMF.DE
- 1D
- 0.28%
- 1M
- 0.27%
- YTD
- -1.42%
- 6M
- -0.94%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DJAD.DE
- 1D
- -0.07%
- 1M
- 2.61%
- YTD
- 1.27%
- 6M
- 1.99%
- 1Y
- 3.63%
- 3Y*
- -2.70%
- 5Y*
- -4.67%
- 10Y*
- -3.20%
CEMF.DE vs. DJAD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CEMF.DE iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc | -1.42% | 2.99% |
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 1.27% | 3.19% |
Correlation
The correlation between CEMF.DE and DJAD.DE is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 29, 2025 | 0.65 |
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Return for Risk
CEMF.DE vs. DJAD.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.
DJAD.DE
CEMF.DE vs. DJAD.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 US Treasury Bond Long Dated UCITS ETF Dist (DJAD.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 | DJAD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.08 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.57 | — |
| Martin ratioReturn relative to average drawdown | — | 1.21 | — |
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Drawdowns
CEMF.DE vs. DJAD.DE - Drawdown Comparison
The maximum CEMF.DE drawdown since its inception was -4.45%, smaller than the maximum DJAD.DE drawdown of -44.43%. Use the drawdown chart below to compare losses from any high point for CEMF.DE and DJAD.DE.
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Drawdown Indicators
| CEMF.DE | DJAD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.45% | -44.43% | +39.98% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.38% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.68% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -36.54% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.43% | — |
Current DrawdownCurrent decline from peak | -2.97% | -40.40% | +37.43% |
Average DrawdownAverage peak-to-trough decline | -1.19% | -17.76% | +16.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.98% | — |
Volatility
CEMF.DE vs. DJAD.DE - Volatility Comparison
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Volatility by Period
| CEMF.DE | DJAD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.14% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 5.87% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 4.63% | 8.81% | -4.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.63% | 14.27% | -9.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.63% | 14.03% | -9.40% |
CEMF.DE vs. DJAD.DE - Expense Ratio Comparison
CEMF.DE has a 0.10% expense ratio, which is higher than DJAD.DE's 0.06% expense ratio. However, 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. DJAD.DE - Dividend Comparison
CEMF.DE has not paid dividends to shareholders, while DJAD.DE's dividend yield for the trailing twelve months is around 3.45%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CEMF.DE iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 3.45% | 3.50% | 3.53% | 2.88% | 3.36% | 2.22% | 2.38% | 2.87% | 3.22% | 2.75% |
Frequently Asked Questions
CEMF.DE and DJAD.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DJAD.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DJAD.DE is cheaper with a 0.06% expense ratio, compared with 0.10% for CEMF.DE.
CEMF.DE tracks ICE US Treasury 7-10 Year (EUR Hedged) Index, while DJAD.DE tracks Bloomberg US Long Treasury Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.10% for CEMF.DE and 0.06% for DJAD.DE.
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