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CEMF.DE vs. PR1S.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CEMF.DE vs. PR1S.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 Prime US Treasury UCITS ETF DR (D) (PR1S.DE). The values are adjusted to include any dividend payments, if applicable.

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CEMF.DE vs. PR1S.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, CEMF.DE achieves a -0.73% return, which is significantly lower than PR1S.DE's 1.27% return.


CEMF.DE

1D
0.29%
1M
-1.76%
YTD
-0.73%
6M
-0.21%
1Y
3Y*
5Y*
10Y*

PR1S.DE

1D
-0.61%
1M
-0.60%
YTD
1.27%
6M
1.80%
1Y
-4.26%
3Y*
0.46%
5Y*
0.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CEMF.DE vs. PR1S.DE - Expense Ratio Comparison

CEMF.DE has a 0.10% expense ratio, which is higher than PR1S.DE's 0.05% 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. PR1S.DE — Risk / Return Rank

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

CEMF.DE

PR1S.DE
PR1S.DE Risk / Return Rank: 44
Overall Rank
PR1S.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
PR1S.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
PR1S.DE Omega Ratio Rank: 33
Omega Ratio Rank
PR1S.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
PR1S.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. PR1S.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 Prime US Treasury UCITS ETF DR (D) (PR1S.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. PR1S.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CEMF.DEPR1S.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

-0.09

+0.70

Correlation

The correlation between CEMF.DE and PR1S.DE is 0.14, 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. PR1S.DE - Dividend Comparison

CEMF.DE has not paid dividends to shareholders, while PR1S.DE's dividend yield for the trailing twelve months is around 3.18%.


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%
PR1S.DE
Amundi Prime US Treasury UCITS ETF DR (D)
3.18%3.22%2.83%2.36%1.91%1.73%2.14%1.50%

Drawdowns

CEMF.DE vs. PR1S.DE - Drawdown Comparison

The maximum CEMF.DE drawdown since its inception was -3.14%, smaller than the maximum PR1S.DE drawdown of -17.15%. Use the drawdown chart below to compare losses from any high point for CEMF.DE and PR1S.DE.


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Drawdown Indicators


CEMF.DEPR1S.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.14%

-17.15%

+14.01%

Max Drawdown (1Y)

Largest decline over 1 year

-7.91%

Max Drawdown (5Y)

Largest decline over 5 years

-12.84%

Current Drawdown

Current decline from peak

-2.29%

-12.34%

+10.05%

Average Drawdown

Average peak-to-trough decline

-0.81%

-10.27%

+9.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.16%

Volatility

CEMF.DE vs. PR1S.DE - Volatility Comparison


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Volatility by Period


CEMF.DEPR1S.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.96%

Volatility (1Y)

Calculated over the trailing 1-year period

4.42%

7.42%

-3.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.42%

8.06%

-3.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.42%

9.02%

-4.60%