CEMF.DE vs. EXHC.DE
CEMF.DE (iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc) and EXHC.DE (iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE)) are both Government Bonds funds from iShares - CEMF.DE tracks the ICE US Treasury 7-10 Year (EUR Hedged) Index while EXHC.DE tracks the eb.rexx Government Germany 2.5-5.5 Index. Both are passively managed. A 0.69 correlation means they provide meaningful diversification when combined. CEMF.DE charges 0.10%/yr vs 0.16%/yr for EXHC.DE.
Performance
CEMF.DE vs. EXHC.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 EXHC.DE's -0.37% return.
CEMF.DE
- 1D
- 0.00%
- 1M
- 0.05%
- 6M
- -0.81%
- YTD
- -1.56%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
EXHC.DE
- 1D
- -0.08%
- 1M
- -0.39%
- 6M
- -0.70%
- YTD
- -0.37%
- 1Y
- -0.31%
- 3Y*
- 1.96%
- 5Y*
- -1.08%
- 10Y*
- -0.68%
- ALL TIME*
- 1.14%
CEMF.DE vs. EXHC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CEMF.DE iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc | -1.56% | 1.70% |
EXHC.DE iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) | -0.37% | 0.14% |
Correlation
The correlation between CEMF.DE and EXHC.DE is 0.69, 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 Aug 4, 2025 | 0.69 |
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Return for Risk
CEMF.DE vs. EXHC.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.
EXHC.DE
CEMF.DE vs. EXHC.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 eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) (EXHC.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 | EXHC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.98 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.15 | — |
| Martin ratioReturn relative to average drawdown | — | -0.34 | — |
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Drawdowns
CEMF.DE vs. EXHC.DE - Drawdown Comparison
The maximum CEMF.DE drawdown since its inception was -4.45%, smaller than the maximum EXHC.DE drawdown of -14.39%. Use the drawdown chart below to compare losses from any high point for CEMF.DE and EXHC.DE.
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Drawdown Indicators
| CEMF.DE | EXHC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.45% | -14.39% | +9.94% |
Max Drawdown (1Y)Largest decline over 1 year | — | -2.06% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -2.33% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -12.55% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -14.39% | — |
Current DrawdownCurrent decline from peak | -3.11% | -7.47% | +4.36% |
Average DrawdownAverage peak-to-trough decline | -1.45% | -2.91% | +1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.91% | — |
Volatility
CEMF.DE vs. EXHC.DE - Volatility Comparison
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Volatility by Period
| CEMF.DE | EXHC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.65% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 2.11% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 4.50% | 2.44% | +2.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.50% | 3.59% | +0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.50% | 2.77% | +1.73% |
CEMF.DE vs. EXHC.DE - Expense Ratio Comparison
CEMF.DE has a 0.10% expense ratio, which is lower than EXHC.DE's 0.16% 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. EXHC.DE - Dividend Comparison
CEMF.DE has not paid dividends to shareholders, while EXHC.DE's dividend yield for the trailing twelve months is around 1.41%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
EXHC.DE iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) | 1.41% | 1.38% | 1.11% | 0.81% | 0.41% | 0.68% | 0.86% | 1.08% | 0.91% | 1.34% | 1.65% | 1.82% |
Frequently Asked Questions
CEMF.DE and EXHC.DE have a correlation of 0.69, 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 0.16% for EXHC.DE.
CEMF.DE tracks ICE US Treasury 7-10 Year (EUR Hedged) Index, while EXHC.DE tracks eb.rexx Government Germany 2.5-5.5 Index. Their fees differ too: 0.10% for CEMF.DE and 0.16% for EXHC.DE.
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