CEMR.DE vs. 1SIE.MI
CEMR.DE (iShares Edge MSCI Europe Momentum Factor UCITS ETF) is Momentum fund tracking the MSCI Europe Momentum Index, while 1SIE.MI (Siemens Aktiengesellschaft) is a stock. Over the past 10 years, CEMR.DE returned 11.36%/yr vs 15.40%/yr for 1SIE.MI. A 0.63 correlation means they provide meaningful diversification when combined.
Performance
CEMR.DE vs. 1SIE.MI - Performance Comparison
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Returns By Period
In the year-to-date period, CEMR.DE achieves a 7.91% return, which is significantly lower than 1SIE.MI's 15.21% return. Over the past 10 years, CEMR.DE has underperformed 1SIE.MI with an annualized return of 11.36%, while 1SIE.MI has yielded a comparatively higher 15.40% annualized return.
CEMR.DE
- 1D
- -0.11%
- 1M
- 2.92%
- YTD
- 7.91%
- 6M
- 11.43%
- 1Y
- 17.51%
- 3Y*
- 20.23%
- 5Y*
- 11.35%
- 10Y*
- 11.36%
1SIE.MI
- 1D
- -1.74%
- 1M
- 4.17%
- YTD
- 15.21%
- 6M
- 19.88%
- 1Y
- 27.10%
- 3Y*
- 22.67%
- 5Y*
- 17.77%
- 10Y*
- 15.40%
CEMR.DE vs. 1SIE.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CEMR.DE iShares Edge MSCI Europe Momentum Factor UCITS ETF | 7.91% | 27.17% | 20.01% | 12.79% | -15.33% | 22.25% | 10.74% | 31.66% | -10.73% | 11.48% |
1SIE.MI Siemens Aktiengesellschaft | 15.21% | 30.22% | 17.61% | 30.75% | -11.96% | 31.76% | 16.34% | 23.46% | -14.76% | 5.88% |
Correlation
The correlation between CEMR.DE and 1SIE.MI is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.63 |
The correlation between CEMR.DE and 1SIE.MI has been stable across timeframes, ranging from 0.61 to 0.67 - a consistent structural relationship.
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Return for Risk
CEMR.DE vs. 1SIE.MI — Risk / Return Rank
CEMR.DE
1SIE.MI
CEMR.DE vs. 1SIE.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) and Siemens Aktiengesellschaft (1SIE.MI). 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.
| CEMR.DE | 1SIE.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.17 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.22 | +0.27 |
| Martin ratioReturn relative to average drawdown | 5.53 | 3.78 | +1.75 |
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
| CEMR.DE | 1SIE.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.84 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.58 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.53 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.37 | +0.24 |
Drawdowns
CEMR.DE vs. 1SIE.MI - Drawdown Comparison
The maximum CEMR.DE drawdown since its inception was -31.78%, smaller than the maximum 1SIE.MI drawdown of -67.44%. Use the drawdown chart below to compare losses from any high point for CEMR.DE and 1SIE.MI.
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Drawdown Indicators
| CEMR.DE | 1SIE.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.78% | -67.44% | +35.66% |
Max Drawdown (1Y)Largest decline over 1 year | -11.73% | -22.26% | +10.53% |
Max Drawdown (3Y)Largest decline over 3 years | -15.75% | -27.47% | +11.72% |
Max Drawdown (5Y)Largest decline over 5 years | -23.73% | -38.72% | +14.99% |
Max Drawdown (10Y)Largest decline over 10 years | -31.78% | -49.84% | +18.06% |
Current DrawdownCurrent decline from peak | -1.48% | -2.76% | +1.28% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -14.97% | +8.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 7.17% | -4.01% |
Volatility
CEMR.DE vs. 1SIE.MI - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) is 4.42%, while Siemens Aktiengesellschaft (1SIE.MI) has a volatility of 9.01%. This indicates that CEMR.DE experiences smaller price fluctuations and is considered to be less risky than 1SIE.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CEMR.DE | 1SIE.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 9.01% | -4.59% |
Volatility (6M)Calculated over the trailing 6-month period | 14.63% | 25.60% | -10.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.29% | 32.29% | -15.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.37% | 30.73% | -14.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 28.73% | -12.25% |
Dividends
CEMR.DE vs. 1SIE.MI - Dividend Comparison
CEMR.DE has not paid dividends to shareholders, while 1SIE.MI's dividend yield for the trailing twelve months is around 1.97%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
1SIE.MI Siemens Aktiengesellschaft | 1.97% | 2.17% | 2.49% | 2.58% | 3.08% | 2.31% | 12.61% | 3.25% | 3.76% | 3.03% | 3.02% | 3.69% |
CEMR.DE iShares Edge MSCI Europe Momentum Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CEMR.DE and 1SIE.MI have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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