CEMF.DE vs. EXVM.DE
CEMF.DE (iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc) and EXVM.DE (iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE)) are both Government Bonds funds from iShares - CEMF.DE tracks the ICE US Treasury 7-10 Year (EUR Hedged) Index while EXVM.DE tracks the eb.rexx Government Germany 0-1 Index. Both are passively managed. At a 0.06 correlation, their price movements are largely independent. CEMF.DE charges 0.10%/yr vs 0.13%/yr for EXVM.DE.
Performance
CEMF.DE vs. EXVM.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 EXVM.DE's 0.83% return.
CEMF.DE
- 1D
- 0.00%
- 1M
- 0.05%
- 6M
- -0.81%
- YTD
- -1.56%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
EXVM.DE
- 1D
- 0.01%
- 1M
- 0.14%
- 6M
- 0.84%
- YTD
- 0.83%
- 1Y
- 1.66%
- 3Y*
- 2.58%
- 5Y*
- 1.44%
- 10Y*
- 0.30%
- ALL TIME*
- 0.42%
CEMF.DE vs. EXVM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CEMF.DE iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc | -1.56% | 1.70% |
EXVM.DE iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE) | 0.83% | 0.74% |
Correlation
The correlation between CEMF.DE and EXVM.DE is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 4, 2025 | 0.06 |
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Return for Risk
CEMF.DE vs. EXVM.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.
EXVM.DE
CEMF.DE vs. EXVM.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 0-1yr UCITS ETF (DE) (EXVM.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 | EXVM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.68 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 14.00 | — |
| Martin ratioReturn relative to average drawdown | — | 53.86 | — |
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Drawdowns
CEMF.DE vs. EXVM.DE - Drawdown Comparison
The maximum CEMF.DE drawdown since its inception was -4.45%, smaller than the maximum EXVM.DE drawdown of -6.33%. Use the drawdown chart below to compare losses from any high point for CEMF.DE and EXVM.DE.
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Drawdown Indicators
| CEMF.DE | EXVM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.45% | -6.33% | +1.88% |
Max Drawdown (1Y)Largest decline over 1 year | — | -0.12% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.13% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -1.61% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.59% | — |
Current DrawdownCurrent decline from peak | -3.11% | -0.01% | -3.10% |
Average DrawdownAverage peak-to-trough decline | -1.45% | -1.75% | +0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.03% | — |
Volatility
CEMF.DE vs. EXVM.DE - Volatility Comparison
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Volatility by Period
| CEMF.DE | EXVM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.12% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 0.36% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 4.50% | 0.53% | +3.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.50% | 0.51% | +3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.50% | 0.79% | +3.71% |
CEMF.DE vs. EXVM.DE - Expense Ratio Comparison
CEMF.DE has a 0.10% expense ratio, which is lower than EXVM.DE's 0.13% 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. EXVM.DE - Dividend Comparison
CEMF.DE has not paid dividends to shareholders, while EXVM.DE's dividend yield for the trailing twelve months is around 1.06%.
| 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% |
EXVM.DE iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE) | 1.06% | 1.14% | 0.77% | 0.80% | 0.61% | 0.78% | 0.96% | 1.10% | 1.05% | 1.15% | 1.51% | 1.63% |
Frequently Asked Questions
CEMF.DE and EXVM.DE have a correlation of 0.06, 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 0.13% for EXVM.DE.
CEMF.DE tracks ICE US Treasury 7-10 Year (EUR Hedged) Index, while EXVM.DE tracks eb.rexx Government Germany 0-1 Index. Their fees differ too: 0.10% for CEMF.DE and 0.13% for EXVM.DE.
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