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CEMG.DE vs. SPYR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEMG.DE vs. SPYR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc) (CEMG.DE) and SPDR MSCI Europe Consumer Discretionary UCITS ETF (SPYR.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, CEMG.DE achieves a -4.44% return, which is significantly higher than SPYR.DE's -7.68% return. Over the past 10 years, CEMG.DE has underperformed SPYR.DE with an annualized return of 3.25%, while SPYR.DE has yielded a comparatively higher 5.65% annualized return.


CEMG.DE

1D
1.48%
1M
2.43%
6M
-5.78%
YTD
-4.44%
1Y
-3.39%
3Y*
3.04%
5Y*
-1.83%
10Y*
3.25%

SPYR.DE

1D
2.54%
1M
-0.96%
6M
-7.58%
YTD
-7.68%
1Y
-0.60%
3Y*
-3.18%
5Y*
-0.23%
10Y*
5.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEMG.DE vs. SPYR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEMG.DE
iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc)
-4.44%0.88%16.90%1.71%-16.08%-1.08%11.31%25.51%-16.68%23.33%
SPYR.DE
SPDR MSCI Europe Consumer Discretionary UCITS ETF
-7.68%2.47%3.29%15.35%-15.95%21.86%5.93%35.34%-15.45%10.29%

Correlation

The correlation between CEMG.DE and SPYR.DE is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.60

Correlation (10Y)
Calculated over the trailing 10-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2014

0.66

The correlation between CEMG.DE and SPYR.DE shifts across timeframes, from 0.55 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CEMG.DE vs. SPYR.DE — Risk / Return Rank

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

CEMG.DE
CEMG.DE Risk / Return Rank: 77
Overall Rank
CEMG.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
CEMG.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
CEMG.DE Omega Ratio Rank: 66
Omega Ratio Rank
CEMG.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
CEMG.DE Martin Ratio Rank: 77
Martin Ratio Rank

SPYR.DE
SPYR.DE Risk / Return Rank: 99
Overall Rank
SPYR.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SPYR.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
SPYR.DE Omega Ratio Rank: 99
Omega Ratio Rank
SPYR.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
SPYR.DE Martin Ratio Rank: 99
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.

CEMG.DE vs. SPYR.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 SPDR MSCI Europe Consumer Discretionary UCITS ETF (SPYR.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.


CEMG.DESPYR.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

0.97

1.01

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.23

-0.03

-0.20

Martin ratioReturn relative to average drawdown

-0.43

-0.06

-0.36

CEMG.DE vs. SPYR.DE - Sharpe Ratio Comparison

The current CEMG.DE Sharpe Ratio is -0.26, which is lower than the SPYR.DE Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of CEMG.DE and SPYR.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CEMG.DE vs. SPYR.DE - Drawdown Comparison

The maximum CEMG.DE drawdown since its inception was -33.95%, smaller than the maximum SPYR.DE drawdown of -41.59%. Use the drawdown chart below to compare losses from any high point for CEMG.DE and SPYR.DE.


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Drawdown Indicators


CEMG.DESPYR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.95%

-41.59%

+7.64%

Max Drawdown (1Y)

Largest decline over 1 year

-14.72%

-20.59%

+5.87%

Max Drawdown (3Y)

Largest decline over 3 years

-20.16%

-26.58%

+6.42%

Max Drawdown (5Y)

Largest decline over 5 years

-31.09%

-29.92%

-1.17%

Max Drawdown (10Y)

Largest decline over 10 years

-33.95%

-41.59%

+7.64%

Current Drawdown

Current decline from peak

-16.49%

-15.70%

-0.79%

Average Drawdown

Average peak-to-trough decline

-14.98%

-8.86%

-6.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.91%

9.26%

-1.35%

Volatility

CEMG.DE vs. SPYR.DE - Volatility Comparison

The current volatility for iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc) (CEMG.DE) is 3.27%, while SPDR MSCI Europe Consumer Discretionary UCITS ETF (SPYR.DE) has a volatility of 5.39%. This indicates that CEMG.DE experiences smaller price fluctuations and is considered to be less risky than SPYR.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.DESPYR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

5.39%

-2.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.56%

16.16%

-5.60%

Volatility (1Y)

Calculated over the trailing 1-year period

13.15%

19.40%

-6.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.53%

21.10%

-2.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.70%

20.48%

-0.78%

CEMG.DE vs. SPYR.DE - Expense Ratio Comparison

CEMG.DE has a 0.60% expense ratio, which is higher than SPYR.DE's 0.18% expense ratio.


Dividends

CEMG.DE vs. SPYR.DE - Dividend Comparison

Neither CEMG.DE nor SPYR.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CEMG.DE and SPYR.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYR.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYR.DE is cheaper with a 0.18% expense ratio, compared with 0.60% for CEMG.DE.

CEMG.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while SPYR.DE tracks MSCI Europe Consumer Discretionary 20/35 Capped. They also come from different issuers: iShares and State Street. Their fees differ too: 0.60% for CEMG.DE and 0.18% for SPYR.DE.

Portfolio Optimizer

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