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CEMR.DE vs. DFEU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEMR.DE vs. DFEU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) and iShares Europe Defence UCITS ETF EUR Accumulating (DFEU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CEMR.DE is traded in EUR, while DFEU.L is traded in GBP. To make them comparable, the DFEU.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CEMR.DE achieves a 9.13% return, which is significantly higher than DFEU.L's 4.78% return.


CEMR.DE

1D
1.92%
1M
2.19%
YTD
9.13%
6M
12.45%
1Y
21.56%
3Y*
20.31%
5Y*
11.56%
10Y*
12.09%

DFEU.L

1D
0.00%
1M
5.69%
YTD
4.78%
6M
6.37%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEMR.DE vs. DFEU.L - Yearly Performance Comparison


Correlation

The correlation between CEMR.DE and DFEU.L is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 7, 2025

0.56

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Return for Risk

CEMR.DE vs. DFEU.L — Risk / Return Rank

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

CEMR.DE
CEMR.DE Risk / Return Rank: 4040
Overall Rank
CEMR.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
CEMR.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
CEMR.DE Omega Ratio Rank: 3838
Omega Ratio Rank
CEMR.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
CEMR.DE Martin Ratio Rank: 4646
Martin Ratio Rank

DFEU.L

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

CEMR.DE vs. DFEU.L - 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 Europe Defence UCITS ETF EUR Accumulating (DFEU.L). 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.


CEMR.DEDFEU.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

1.76

Martin ratioReturn relative to average drawdown

6.68

CEMR.DE vs. DFEU.L - Sharpe Ratio Comparison


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Drawdowns

CEMR.DE vs. DFEU.L - Drawdown Comparison

The maximum CEMR.DE drawdown since its inception was -31.80%, which is greater than DFEU.L's maximum drawdown of -24.20%. Use the drawdown chart below to compare losses from any high point for CEMR.DE and DFEU.L.


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Drawdown Indicators


CEMR.DEDFEU.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.80%

-24.20%

-7.60%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

Max Drawdown (3Y)

Largest decline over 3 years

-15.72%

Max Drawdown (5Y)

Largest decline over 5 years

-23.77%

Max Drawdown (10Y)

Largest decline over 10 years

-31.80%

Current Drawdown

Current decline from peak

-0.31%

-13.66%

+13.35%

Average Drawdown

Average peak-to-trough decline

-6.02%

-11.43%

+5.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

Volatility

CEMR.DE vs. DFEU.L - Volatility Comparison


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Volatility by Period


CEMR.DEDFEU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

Volatility (6M)

Calculated over the trailing 6-month period

14.87%

Volatility (1Y)

Calculated over the trailing 1-year period

17.46%

38.88%

-21.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.43%

38.88%

-22.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.48%

38.88%

-22.40%

CEMR.DE vs. DFEU.L - Expense Ratio Comparison

CEMR.DE has a 0.25% expense ratio, which is lower than DFEU.L's 0.35% expense ratio.


Dividends

CEMR.DE vs. DFEU.L - Dividend Comparison

Neither CEMR.DE nor DFEU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CEMR.DE and DFEU.L have a correlation of 0.56, 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 0.35% for DFEU.L.

CEMR.DE is categorized as Momentum, while DFEU.L is Aerospace & Defense. CEMR.DE tracks MSCI Europe Momentum Index, while DFEU.L tracks STOXX Europe Targeted Defence Index. Their fees differ too: 0.25% for CEMR.DE and 0.35% for DFEU.L.

Portfolio Optimizer

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