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CEMR.DE vs. ELFC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEMR.DE vs. ELFC.DE - 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 Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.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, CEMR.DE achieves a 7.91% return, which is significantly lower than ELFC.DE's 12.62% return. Over the past 10 years, CEMR.DE has outperformed ELFC.DE with an annualized return of 11.36%, while ELFC.DE has yielded a comparatively lower 8.86% 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%

ELFC.DE

1D
-0.33%
1M
0.92%
YTD
12.62%
6M
12.29%
1Y
20.13%
3Y*
12.09%
5Y*
10.14%
10Y*
8.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEMR.DE vs. ELFC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
ELFC.DE
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF
12.62%17.73%-0.16%15.69%1.54%21.96%-7.15%19.94%-4.03%6.11%

Correlation

The correlation between CEMR.DE and ELFC.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (10Y)
Calculated over the trailing 10-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2015

0.62

Over the past year, the correlation between CEMR.DE and ELFC.DE has dropped to 0.33 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.

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Return for Risk

CEMR.DE vs. ELFC.DE — 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: 3131
Overall Rank
CEMR.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CEMR.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
CEMR.DE Omega Ratio Rank: 2929
Omega Ratio Rank
CEMR.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
CEMR.DE Martin Ratio Rank: 3636
Martin Ratio Rank

ELFC.DE
ELFC.DE Risk / Return Rank: 5555
Overall Rank
ELFC.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ELFC.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
ELFC.DE Omega Ratio Rank: 5454
Omega Ratio Rank
ELFC.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
ELFC.DE Martin Ratio Rank: 5151
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.

CEMR.DE vs. ELFC.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 Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.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.DEELFC.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-0.96

Omega ratioGain probability vs. loss probability

1.19

1.33

-0.13

Calmar ratioReturn relative to maximum drawdown

1.49

3.00

-1.51

Martin ratioReturn relative to average drawdown

5.53

8.42

-2.89

CEMR.DE vs. ELFC.DE - Sharpe Ratio Comparison

The current CEMR.DE Sharpe Ratio is 1.01, which is lower than the ELFC.DE Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of CEMR.DE and ELFC.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


CEMR.DEELFC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.81

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.73

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.56

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.55

+0.05

Drawdowns

CEMR.DE vs. ELFC.DE - Drawdown Comparison

The maximum CEMR.DE drawdown since its inception was -31.78%, smaller than the maximum ELFC.DE drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for CEMR.DE and ELFC.DE.


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Drawdown Indicators


CEMR.DEELFC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.78%

-37.68%

+5.90%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

-6.71%

-5.02%

Max Drawdown (3Y)

Largest decline over 3 years

-15.75%

-15.02%

-0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-23.73%

-16.85%

-6.88%

Max Drawdown (10Y)

Largest decline over 10 years

-31.78%

-37.68%

+5.90%

Current Drawdown

Current decline from peak

-1.48%

-1.60%

+0.12%

Average Drawdown

Average peak-to-trough decline

-6.03%

-4.70%

-1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

2.39%

+0.77%

Volatility

CEMR.DE vs. ELFC.DE - Volatility Comparison

iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) has a higher volatility of 4.42% compared to Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) at 2.62%. This indicates that CEMR.DE's price experiences larger fluctuations and is considered to be riskier than ELFC.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.DEELFC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

2.62%

+1.80%

Volatility (6M)

Calculated over the trailing 6-month period

14.63%

8.07%

+6.56%

Volatility (1Y)

Calculated over the trailing 1-year period

17.29%

11.12%

+6.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.37%

13.76%

+2.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.48%

16.40%

+0.08%

CEMR.DE vs. ELFC.DE - Expense Ratio Comparison

CEMR.DE has a 0.25% expense ratio, which is lower than ELFC.DE's 0.30% expense ratio.


Dividends

CEMR.DE vs. ELFC.DE - Dividend Comparison

CEMR.DE has not paid dividends to shareholders, while ELFC.DE's dividend yield for the trailing twelve months is around 4.08%.


PositionTTM2025202420232022202120202019201820172016
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%
ELFC.DE
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF
4.08%4.45%4.66%4.66%4.91%3.85%2.83%3.64%4.20%3.53%3.57%

Frequently Asked Questions


CEMR.DE and ELFC.DE have a correlation of 0.33, 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 ELFC.DE.

CEMR.DE is categorized as Momentum, while ELFC.DE is Europe Equities. CEMR.DE tracks MSCI Europe Momentum Index, while ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50. They also come from different issuers: iShares and Deka. Their fees differ too: 0.25% for CEMR.DE and 0.30% for ELFC.DE.

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