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CEMF.DE vs. EUNA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CEMF.DE vs. EUNA.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 Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE). The values are adjusted to include any dividend payments, if applicable.

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


Returns By Period

The year-to-date returns for both investments are quite close, with CEMF.DE having a -1.01% return and EUNA.DE slightly higher at -1.00%.


CEMF.DE

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

EUNA.DE

1D
-0.06%
1M
-2.09%
YTD
-1.00%
6M
-0.53%
1Y
1.05%
3Y*
1.90%
5Y*
-1.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both CEMF.DE and EUNA.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. EUNA.DE — Risk / Return Rank

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

CEMF.DE

EUNA.DE
EUNA.DE Risk / Return Rank: 1919
Overall Rank
EUNA.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
EUNA.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
EUNA.DE Omega Ratio Rank: 1717
Omega Ratio Rank
EUNA.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
EUNA.DE Martin Ratio Rank: 1919
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. EUNA.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 Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.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. EUNA.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CEMF.DEEUNA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

-0.07

+0.59

Correlation

The correlation between CEMF.DE and EUNA.DE is 0.83, 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. EUNA.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

CEMF.DE vs. EUNA.DE - Drawdown Comparison

The maximum CEMF.DE drawdown since its inception was -3.14%, smaller than the maximum EUNA.DE drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for CEMF.DE and EUNA.DE.


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Drawdown Indicators


CEMF.DEEUNA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.14%

-17.79%

+14.65%

Max Drawdown (1Y)

Largest decline over 1 year

-2.57%

Max Drawdown (5Y)

Largest decline over 5 years

-17.03%

Current Drawdown

Current decline from peak

-2.57%

-9.15%

+6.58%

Average Drawdown

Average peak-to-trough decline

-0.81%

-6.72%

+5.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

Volatility

CEMF.DE vs. EUNA.DE - Volatility Comparison


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Volatility by Period


CEMF.DEEUNA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.68%

Volatility (6M)

Calculated over the trailing 6-month period

2.33%

Volatility (1Y)

Calculated over the trailing 1-year period

4.42%

3.57%

+0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.42%

4.57%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.42%

4.27%

+0.15%