CEMR.DE vs. CBK.DE
CEMR.DE (iShares Edge MSCI Europe Momentum Factor UCITS ETF) is Momentum fund tracking the MSCI Europe Momentum Index, while CBK.DE (Commerzbank AG) is a stock. Over the past 10 years, CEMR.DE returned 11.36%/yr vs 19.78%/yr for CBK.DE. At a 0.42 correlation, their price movements are largely independent.
Performance
CEMR.DE vs. CBK.DE - 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 higher than CBK.DE's 4.68% return. Over the past 10 years, CEMR.DE has underperformed CBK.DE with an annualized return of 11.36%, while CBK.DE has yielded a comparatively higher 19.78% 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%
CBK.DE
- 1D
- 0.71%
- 1M
- 6.30%
- YTD
- 4.68%
- 6M
- 10.82%
- 1Y
- 39.91%
- 3Y*
- 61.14%
- 5Y*
- 43.06%
- 10Y*
- 19.78%
CEMR.DE vs. CBK.DE - 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% |
CBK.DE Commerzbank AG | 4.68% | 135.54% | 49.90% | 24.42% | 32.10% | 27.02% | 1.79% | -1.84% | -53.75% | 72.58% |
Correlation
The correlation between CEMR.DE and CBK.DE 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 | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.42 |
Over the past year, CEMR.DE and CBK.DE have become more correlated (0.67) than their long-term average of 0.42, meaning their price movements have been converging.
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Return for Risk
CEMR.DE vs. CBK.DE — Risk / Return Rank
CEMR.DE
CBK.DE
CEMR.DE vs. CBK.DE - 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 Commerzbank AG (CBK.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.
| CEMR.DE | CBK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.81 | -0.33 |
| Martin ratioReturn relative to average drawdown | 5.53 | 3.62 | +1.91 |
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 | CBK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 1.04 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 1.06 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.47 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | -0.03 | +0.64 |
Drawdowns
CEMR.DE vs. CBK.DE - Drawdown Comparison
The maximum CEMR.DE drawdown since its inception was -31.78%, smaller than the maximum CBK.DE drawdown of -98.50%. Use the drawdown chart below to compare losses from any high point for CEMR.DE and CBK.DE.
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Drawdown Indicators
| CEMR.DE | CBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.78% | -98.50% | +66.72% |
Max Drawdown (1Y)Largest decline over 1 year | -11.73% | -21.91% | +10.18% |
Max Drawdown (3Y)Largest decline over 3 years | -15.75% | -21.91% | +6.16% |
Max Drawdown (5Y)Largest decline over 5 years | -23.73% | -38.73% | +15.00% |
Max Drawdown (10Y)Largest decline over 10 years | -31.78% | -77.53% | +45.75% |
Current DrawdownCurrent decline from peak | -1.48% | -78.30% | +76.82% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -64.10% | +58.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 10.99% | -7.83% |
Volatility
CEMR.DE vs. CBK.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) is 4.42%, while Commerzbank AG (CBK.DE) has a volatility of 7.19%. This indicates that CEMR.DE experiences smaller price fluctuations and is considered to be less risky than CBK.DE 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 | CBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 7.19% | -2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 14.63% | 27.06% | -12.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.29% | 38.13% | -20.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.37% | 39.96% | -23.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 41.65% | -25.17% |
Dividends
CEMR.DE vs. CBK.DE - Dividend Comparison
CEMR.DE has not paid dividends to shareholders, while CBK.DE's dividend yield for the trailing twelve months is around 3.00%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
CBK.DE Commerzbank AG | 3.00% | 1.80% | 2.23% | 1.86% | 0.00% | 0.00% | 3.80% | 3.63% | 0.00% | 0.00% | 2.76% |
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% |
Frequently Asked Questions
CEMR.DE and CBK.DE 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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