CEMR.DE vs. CBUH.DE
CEMR.DE (iShares Edge MSCI Europe Momentum Factor UCITS ETF) and CBUH.DE (iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc) are both Momentum funds from iShares - CEMR.DE tracks the MSCI Europe Momentum Index while CBUH.DE tracks the MSCI World Momentum ESG Reduced Carbon Target Select. Both are passively managed. Over the past 3 years, CEMR.DE returned 20.23%/yr vs 22.30%/yr for CBUH.DE. A 0.78 correlation means they provide meaningful diversification when combined. CEMR.DE charges 0.25%/yr vs 0.30%/yr for CBUH.DE.
Performance
CEMR.DE vs. CBUH.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 lower than CBUH.DE's 22.41% 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%
CBUH.DE
- 1D
- -0.51%
- 1M
- 4.74%
- YTD
- 22.41%
- 6M
- 23.42%
- 1Y
- 31.87%
- 3Y*
- 22.30%
- 5Y*
- —
- 10Y*
- —
CEMR.DE vs. CBUH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CEMR.DE iShares Edge MSCI Europe Momentum Factor UCITS ETF | 7.91% | 27.17% | 20.01% | 12.79% | -15.33% | 2.40% |
CBUH.DE iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc | 22.41% | 7.97% | 28.91% | 13.46% | -17.00% | 0.41% |
Correlation
The correlation between CEMR.DE and CBUH.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2021 | 0.78 |
The correlation between CEMR.DE and CBUH.DE has been stable across timeframes, ranging from 0.75 to 0.78 - a consistent structural relationship.
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Return for Risk
CEMR.DE vs. CBUH.DE — Risk / Return Rank
CEMR.DE
CBUH.DE
CEMR.DE vs. CBUH.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 iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc (CBUH.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 | CBUH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.36 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 3.38 | -1.89 |
| Martin ratioReturn relative to average drawdown | 5.53 | 13.99 | -8.46 |
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 | CBUH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 1.99 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.64 | -0.03 |
Drawdowns
CEMR.DE vs. CBUH.DE - Drawdown Comparison
The maximum CEMR.DE drawdown since its inception was -31.78%, which is greater than CBUH.DE's maximum drawdown of -22.61%. Use the drawdown chart below to compare losses from any high point for CEMR.DE and CBUH.DE.
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Drawdown Indicators
| CEMR.DE | CBUH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.78% | -22.61% | -9.17% |
Max Drawdown (1Y)Largest decline over 1 year | -11.73% | -9.39% | -2.34% |
Max Drawdown (3Y)Largest decline over 3 years | -15.75% | -22.61% | +6.86% |
Max Drawdown (5Y)Largest decline over 5 years | -23.73% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.78% | — | — |
Current DrawdownCurrent decline from peak | -1.48% | -0.51% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -8.55% | +2.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.27% | +0.89% |
Volatility
CEMR.DE vs. CBUH.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) is 4.42%, while iShares MSCI World Momentum Factor ESG UCITS ETF USD Acc (CBUH.DE) has a volatility of 4.80%. This indicates that CEMR.DE experiences smaller price fluctuations and is considered to be less risky than CBUH.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 | CBUH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 4.80% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 14.63% | 13.32% | +1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.29% | 15.96% | +1.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.37% | 16.91% | -0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 16.91% | -0.43% |
CEMR.DE vs. CBUH.DE - Expense Ratio Comparison
CEMR.DE has a 0.25% expense ratio, which is lower than CBUH.DE's 0.30% expense ratio.
Dividends
CEMR.DE vs. CBUH.DE - Dividend Comparison
Neither CEMR.DE nor CBUH.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMR.DE and CBUH.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CEMR.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CEMR.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for CBUH.DE.
CEMR.DE tracks MSCI Europe Momentum Index, while CBUH.DE tracks MSCI World Momentum ESG Reduced Carbon Target Select. Their fees differ too: 0.25% for CEMR.DE and 0.30% for CBUH.DE.
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