CEMG.DE vs. SC05.DE
CEMG.DE (iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc)) and SC05.DE (Invesco European Retail Sector UCITS ETF) are both Consumer Staples Equities funds - CEMG.DE tracks the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR while SC05.DE tracks the STOXX® Europe 600 Optimised Retail. Both are passively managed. Over the past 10 years, CEMG.DE returned 3.56%/yr vs 4.56%/yr for SC05.DE. A 0.55 correlation means they provide meaningful diversification when combined. CEMG.DE charges 0.60%/yr vs 0.20%/yr for SC05.DE.
Performance
CEMG.DE vs. SC05.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CEMG.DE achieves a -7.03% return, which is significantly lower than SC05.DE's -2.73% return. Over the past 10 years, CEMG.DE has underperformed SC05.DE with an annualized return of 3.56%, while SC05.DE has yielded a comparatively higher 4.56% annualized return.
CEMG.DE
- 1D
- -0.23%
- 1M
- -0.30%
- YTD
- -7.03%
- 6M
- -7.84%
- 1Y
- -8.22%
- 3Y*
- 3.00%
- 5Y*
- -2.27%
- 10Y*
- 3.56%
SC05.DE
- 1D
- 1.07%
- 1M
- 8.22%
- YTD
- -2.73%
- 6M
- -1.05%
- 1Y
- -0.73%
- 3Y*
- 9.76%
- 5Y*
- -0.57%
- 10Y*
- 4.56%
CEMG.DE vs. SC05.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CEMG.DE iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc) | -7.03% | 0.86% | 16.93% | 1.69% | -16.08% | -1.07% | 11.30% | 25.51% | -16.68% | 23.33% |
SC05.DE Invesco European Retail Sector UCITS ETF | -2.73% | 8.95% | 8.15% | 35.71% | -33.09% | 12.03% | 11.17% | 39.11% | -12.09% | -1.89% |
Correlation
The correlation between CEMG.DE and SC05.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jun 17, 2014 | 0.55 |
The correlation between CEMG.DE and SC05.DE shifts across timeframes, from 0.43 (3 years) to 0.55 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CEMG.DE vs. SC05.DE — Risk / Return Rank
CEMG.DE
SC05.DE
CEMG.DE vs. SC05.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc) (CEMG.DE) and Invesco European Retail Sector UCITS ETF (SC05.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.
| CEMG.DE | SC05.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.90 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.01 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | -0.05 | -0.53 |
| Martin ratioReturn relative to average drawdown | -1.23 | -0.11 | -1.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CEMG.DE | SC05.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.64 | -0.04 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | -0.03 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.22 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.30 | -0.08 |
Drawdowns
CEMG.DE vs. SC05.DE - Drawdown Comparison
The maximum CEMG.DE drawdown since its inception was -33.94%, smaller than the maximum SC05.DE drawdown of -51.51%. Use the drawdown chart below to compare losses from any high point for CEMG.DE and SC05.DE.
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Drawdown Indicators
| CEMG.DE | SC05.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.94% | -51.51% | +17.57% |
Max Drawdown (1Y)Largest decline over 1 year | -14.05% | -14.81% | +0.76% |
Max Drawdown (3Y)Largest decline over 3 years | -20.18% | -19.36% | -0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -31.08% | -51.51% | +20.43% |
Max Drawdown (10Y)Largest decline over 10 years | -33.94% | -51.51% | +17.57% |
Current DrawdownCurrent decline from peak | -18.75% | -5.67% | -13.08% |
Average DrawdownAverage peak-to-trough decline | -12.26% | -11.73% | -0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.68% | 6.41% | +0.27% |
Volatility
CEMG.DE vs. SC05.DE - Volatility Comparison
The current volatility for iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc) (CEMG.DE) is 4.37%, while Invesco European Retail Sector UCITS ETF (SC05.DE) has a volatility of 6.40%. This indicates that CEMG.DE experiences smaller price fluctuations and is considered to be less risky than SC05.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CEMG.DE | SC05.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 6.40% | -2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.24% | 15.78% | -5.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.88% | 19.04% | -6.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.54% | 22.11% | -3.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.33% | 20.24% | -1.91% |
CEMG.DE vs. SC05.DE - Expense Ratio Comparison
CEMG.DE has a 0.60% expense ratio, which is higher than SC05.DE's 0.20% expense ratio.
Dividends
CEMG.DE vs. SC05.DE - Dividend Comparison
Neither CEMG.DE nor SC05.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMG.DE and SC05.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC05.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC05.DE is cheaper with a 0.20% expense ratio, compared with 0.60% for CEMG.DE.
CEMG.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while SC05.DE tracks STOXX® Europe 600 Optimised Retail. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.60% for CEMG.DE and 0.20% for SC05.DE.
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