PortfoliosLab logoPortfoliosLab logo
CEMF.DE vs. XUTD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEMF.DE vs. XUTD.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 Xtrackers II US Treasuries UCITS ETF 1D (XUTD.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CEMF.DE achieves a -1.42% return, which is significantly lower than XUTD.DE's 1.08% return.


CEMF.DE

1D
0.28%
1M
-0.19%
YTD
-1.42%
6M
-1.51%
1Y
3Y*
5Y*
10Y*

XUTD.DE

1D
0.08%
1M
0.88%
YTD
1.08%
6M
0.34%
1Y
1.80%
3Y*
0.11%
5Y*
0.47%
10Y*
0.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between CEMF.DE and XUTD.DE is 0.17, 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 30, 2025

0.17

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

CEMF.DE

XUTD.DE
XUTD.DE Risk / Return Rank: 1414
Overall Rank
XUTD.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XUTD.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
XUTD.DE Omega Ratio Rank: 1313
Omega Ratio Rank
XUTD.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
XUTD.DE Martin Ratio Rank: 1414
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. XUTD.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 Xtrackers II US Treasuries UCITS ETF 1D (XUTD.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. XUTD.DE - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


CEMF.DEXUTD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.05

+0.23

Drawdowns

CEMF.DE vs. XUTD.DE - Drawdown Comparison

The maximum CEMF.DE drawdown since its inception was -4.45%, smaller than the maximum XUTD.DE drawdown of -18.01%. Use the drawdown chart below to compare losses from any high point for CEMF.DE and XUTD.DE.


Loading charts...

Drawdown Indicators


CEMF.DEXUTD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-4.45%

-18.01%

+13.56%

Max Drawdown (1Y)

Largest decline over 1 year

-3.92%

Max Drawdown (3Y)

Largest decline over 3 years

-11.06%

Max Drawdown (5Y)

Largest decline over 5 years

-13.06%

Max Drawdown (10Y)

Largest decline over 10 years

-18.01%

Current Drawdown

Current decline from peak

-2.97%

-13.39%

+10.42%

Average Drawdown

Average peak-to-trough decline

-1.20%

-9.35%

+8.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

Volatility

CEMF.DE vs. XUTD.DE - Volatility Comparison


Loading charts...

Volatility by Period


CEMF.DEXUTD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.92%

Volatility (6M)

Calculated over the trailing 6-month period

3.82%

Volatility (1Y)

Calculated over the trailing 1-year period

4.62%

5.56%

-0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.62%

8.15%

-3.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.62%

7.94%

-3.32%

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

CEMF.DE has a 0.10% expense ratio, which is higher than XUTD.DE's 0.06% 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%.


Dividends

CEMF.DE vs. XUTD.DE - Dividend Comparison

CEMF.DE has not paid dividends to shareholders, while XUTD.DE's dividend yield for the trailing twelve months is around 3.47%.


PositionTTM2025202420232022202120202019201820172016
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%
XUTD.DE
Xtrackers II US Treasuries UCITS ETF 1D
3.47%3.43%3.53%2.45%1.97%3.26%1.18%1.46%1.26%1.51%1.97%

Frequently Asked Questions


CEMF.DE and XUTD.DE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUTD.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUTD.DE is cheaper with a 0.06% expense ratio, compared with 0.10% for CEMF.DE.

CEMF.DE tracks ICE US Treasury 7-10 Year (EUR Hedged) Index, while XUTD.DE tracks iBoxx USD Treasuries Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.10% for CEMF.DE and 0.06% for XUTD.DE.

Portfolio Optimizer

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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer