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

Performance

CEMG.DE vs. WELM.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 Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist (WELM.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 -7.03% return, which is significantly lower than WELM.DE's 2.90% return.


CEMG.DE

1D
-0.23%
1M
-1.58%
YTD
-7.03%
6M
-8.66%
1Y
-8.22%
3Y*
3.00%
5Y*
-2.27%
10Y*
3.56%

WELM.DE

1D
-0.22%
1M
-2.95%
YTD
2.90%
6M
1.47%
1Y
-1.94%
3Y*
0.41%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
CEMG.DE
iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc)
-7.03%0.86%16.93%1.69%3.37%
WELM.DE
Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist
2.90%-6.92%9.50%-2.21%2.15%

Correlation

The correlation between CEMG.DE and WELM.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.19

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2022

0.16

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Return for Risk

CEMG.DE vs. WELM.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: 44
Overall Rank
CEMG.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CEMG.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
CEMG.DE Omega Ratio Rank: 44
Omega Ratio Rank
CEMG.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
CEMG.DE Martin Ratio Rank: 33
Martin Ratio Rank

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

CEMG.DE vs. WELM.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 Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist (WELM.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.DEWELM.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

0.91

0.97

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.58

-0.37

-0.21

Martin ratioReturn relative to average drawdown

-1.23

-0.70

-0.53

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

The current CEMG.DE Sharpe Ratio is -0.64, which is lower than the WELM.DE Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of CEMG.DE and WELM.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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Sharpe Ratios by Period


CEMG.DEWELM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.64

-0.27

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.13

+0.10

Drawdowns

CEMG.DE vs. WELM.DE - Drawdown Comparison

The maximum CEMG.DE drawdown since its inception was -33.94%, which is greater than WELM.DE's maximum drawdown of -13.66%. Use the drawdown chart below to compare losses from any high point for CEMG.DE and WELM.DE.


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Drawdown Indicators


CEMG.DEWELM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.94%

-13.66%

-20.28%

Max Drawdown (1Y)

Largest decline over 1 year

-14.05%

-9.30%

-4.75%

Max Drawdown (3Y)

Largest decline over 3 years

-20.18%

-13.66%

-6.52%

Max Drawdown (5Y)

Largest decline over 5 years

-31.08%

Max Drawdown (10Y)

Largest decline over 10 years

-33.94%

Current Drawdown

Current decline from peak

-18.75%

-8.92%

-9.83%

Average Drawdown

Average peak-to-trough decline

-12.26%

-5.59%

-6.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.68%

5.63%

+1.05%

Volatility

CEMG.DE vs. WELM.DE - Volatility Comparison

The current volatility for iShares MSCI Emerging Markets Consumer Growth UCITS ETF USD (Acc) (CEMG.DE) is 4.37%, while Amundi S&P Global Consumer Staples ESG UCITS ETF EUR Dist (WELM.DE) has a volatility of 5.09%. This indicates that CEMG.DE experiences smaller price fluctuations and is considered to be less risky than WELM.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.DEWELM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

5.09%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

10.24%

10.23%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

12.88%

12.75%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.54%

12.50%

+6.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

12.50%

+5.83%

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

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


Dividends

CEMG.DE vs. WELM.DE - Dividend Comparison

CEMG.DE has not paid dividends to shareholders, while WELM.DE's dividend yield for the trailing twelve months is around 2.27%.


Frequently Asked Questions


CEMG.DE and WELM.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

WELM.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 WELM.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Consumer Staples. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.60% for CEMG.DE and 0.18% for WELM.DE.

Portfolio Optimizer

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