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

Performance

CEMF.DE vs. MWOE.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 Amundi MSCI World UCITS ETF - USD Dist (MWOE.DE). The values are adjusted to include any dividend payments, if applicable.

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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 MWOE.DE's 10.64% return.


CEMF.DE

1D
0.28%
1M
0.27%
YTD
-1.42%
6M
-0.94%
1Y
3Y*
5Y*
10Y*

MWOE.DE

1D
-0.02%
1M
2.89%
YTD
10.64%
6M
12.21%
1Y
24.17%
3Y*
17.43%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between CEMF.DE and MWOE.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 29, 2025

0.15

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Return for Risk

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

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

CEMF.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


MWOE.DE
MWOE.DE Risk / Return Rank: 6969
Overall Rank
MWOE.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
MWOE.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
MWOE.DE Omega Ratio Rank: 6767
Omega Ratio Rank
MWOE.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
MWOE.DE Martin Ratio Rank: 7474
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. MWOE.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 MSCI World UCITS ETF - USD Dist (MWOE.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.DEMWOE.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

3.49

Martin ratioReturn relative to average drawdown

13.79

CEMF.DE vs. MWOE.DE - Sharpe Ratio Comparison


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Drawdowns

CEMF.DE vs. MWOE.DE - Drawdown Comparison

The maximum CEMF.DE drawdown since its inception was -4.45%, smaller than the maximum MWOE.DE drawdown of -21.83%. Use the drawdown chart below to compare losses from any high point for CEMF.DE and MWOE.DE.


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Drawdown Indicators


CEMF.DEMWOE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-4.45%

-21.83%

+17.38%

Max Drawdown (1Y)

Largest decline over 1 year

-6.74%

Max Drawdown (3Y)

Largest decline over 3 years

-21.83%

Current Drawdown

Current decline from peak

-2.97%

-0.33%

-2.64%

Average Drawdown

Average peak-to-trough decline

-1.19%

-3.61%

+2.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

Volatility

CEMF.DE vs. MWOE.DE - Volatility Comparison


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Volatility by Period


CEMF.DEMWOE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

Volatility (6M)

Calculated over the trailing 6-month period

7.67%

Volatility (1Y)

Calculated over the trailing 1-year period

4.63%

11.08%

-6.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.63%

13.41%

-8.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.63%

13.41%

-8.78%

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

CEMF.DE has a 0.10% expense ratio, which is lower than MWOE.DE's 0.12% 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. MWOE.DE - Dividend Comparison

CEMF.DE has not paid dividends to shareholders, while MWOE.DE's dividend yield for the trailing twelve months is around 0.95%.


PositionTTM202520242023
CEMF.DE
iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc
0.00%0.00%0.00%0.00%
MWOE.DE
Amundi MSCI World UCITS ETF - USD Dist
0.95%1.33%1.20%0.58%

Frequently Asked Questions


CEMF.DE and MWOE.DE have a correlation of 0.15, 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 0.12% for MWOE.DE.

CEMF.DE is categorized as Government Bonds, while MWOE.DE is Global Equities. CEMF.DE tracks ICE US Treasury 7-10 Year (EUR Hedged) Index, while MWOE.DE tracks MSCI World. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.10% for CEMF.DE and 0.12% for MWOE.DE.

Portfolio Optimizer

Find the right allocation for CEMF.DE and MWOE.DE

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