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CEMF.DE vs. OM3M.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CEMF.DE vs. OM3M.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 USD Treasury Bond 3-7 UCITS ETF USD Dist (OM3M.DE). The values are adjusted to include any dividend payments, if applicable.

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CEMF.DE vs. OM3M.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, CEMF.DE achieves a -1.01% return, which is significantly lower than OM3M.DE's 1.62% return.


CEMF.DE

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

OM3M.DE

1D
-0.51%
1M
1.14%
YTD
1.62%
6M
2.56%
1Y
-2.88%
3Y*
1.30%
5Y*
0.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CEMF.DE vs. OM3M.DE - Expense Ratio Comparison

CEMF.DE has a 0.10% expense ratio, which is higher than OM3M.DE's 0.07% 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%.


Return for Risk

CEMF.DE vs. OM3M.DE — Risk / Return Rank

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

CEMF.DE

OM3M.DE
OM3M.DE Risk / Return Rank: 55
Overall Rank
OM3M.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
OM3M.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
OM3M.DE Omega Ratio Rank: 44
Omega Ratio Rank
OM3M.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
OM3M.DE Martin Ratio Rank: 66
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. OM3M.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 USD Treasury Bond 3-7 UCITS ETF USD Dist (OM3M.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. OM3M.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CEMF.DEOM3M.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.27

+0.25

Correlation

The correlation between CEMF.DE and OM3M.DE is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CEMF.DE vs. OM3M.DE - Dividend Comparison

CEMF.DE has not paid dividends to shareholders, while OM3M.DE's dividend yield for the trailing twelve months is around 3.34%.


TTM2025202420232022202120202019
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%
OM3M.DE
iShares USD Treasury Bond 3-7 UCITS ETF USD Dist
3.34%3.78%3.19%2.59%1.31%0.83%1.81%2.08%

Drawdowns

CEMF.DE vs. OM3M.DE - Drawdown Comparison

The maximum CEMF.DE drawdown since its inception was -3.14%, smaller than the maximum OM3M.DE drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for CEMF.DE and OM3M.DE.


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Drawdown Indicators


CEMF.DEOM3M.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.14%

-13.79%

+10.65%

Max Drawdown (1Y)

Largest decline over 1 year

-7.45%

Max Drawdown (5Y)

Largest decline over 5 years

-12.25%

Current Drawdown

Current decline from peak

-2.57%

-6.75%

+4.18%

Average Drawdown

Average peak-to-trough decline

-0.81%

-6.59%

+5.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.52%

Volatility

CEMF.DE vs. OM3M.DE - Volatility Comparison


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Volatility by Period


CEMF.DEOM3M.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.96%

Volatility (6M)

Calculated over the trailing 6-month period

3.78%

Volatility (1Y)

Calculated over the trailing 1-year period

4.42%

6.95%

-2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.42%

7.59%

-3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.42%

7.24%

-2.82%