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

Performance

CEMR.DE vs. ESIH.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 MSCI Europe Health Care Sector UCITS ETF (ESIH.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 ESIH.L is traded in GBP. To make them comparable, the ESIH.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 ESIH.L's 0.10% 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%

ESIH.L

1D
0.74%
1M
2.34%
YTD
0.10%
6M
1.71%
1Y
6.65%
3Y*
3.74%
5Y*
5.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF
9.13%27.25%20.02%12.77%-15.32%22.13%4.34%
ESIH.L
iShares MSCI Europe Health Care Sector UCITS ETF
0.10%6.89%4.25%7.70%-3.68%24.70%-10.79%

Correlation

The correlation between CEMR.DE and ESIH.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.46

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

0.51

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2020

0.50

The correlation between CEMR.DE and ESIH.L shifts across timeframes, from 0.36 (1 year) to 0.51 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

CEMR.DE vs. ESIH.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

ESIH.L
ESIH.L Risk / Return Rank: 1616
Overall Rank
ESIH.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
ESIH.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
ESIH.L Omega Ratio Rank: 1616
Omega Ratio Rank
ESIH.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
ESIH.L Martin Ratio Rank: 1616
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. ESIH.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 MSCI Europe Health Care Sector UCITS ETF (ESIH.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.DEESIH.LDifference
Sharpe ratioReturn per unit of total volatility

+0.87

Sortino ratioReturn per unit of downside risk

+1.25

Omega ratioGain probability vs. loss probability

1.22

1.07

+0.15

Calmar ratioReturn relative to maximum drawdown

1.76

0.42

+1.34

Martin ratioReturn relative to average drawdown

6.68

0.95

+5.73

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

The current CEMR.DE Sharpe Ratio is 1.19, which is higher than the ESIH.L Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of CEMR.DE and ESIH.L, 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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Drawdowns

CEMR.DE vs. ESIH.L - Drawdown Comparison

The maximum CEMR.DE drawdown since its inception was -31.80%, which is greater than ESIH.L's maximum drawdown of -25.57%. Use the drawdown chart below to compare losses from any high point for CEMR.DE and ESIH.L.


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Drawdown Indicators


CEMR.DEESIH.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.80%

-25.57%

-6.23%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

-12.83%

+1.08%

Max Drawdown (3Y)

Largest decline over 3 years

-15.72%

-25.57%

+9.85%

Max Drawdown (5Y)

Largest decline over 5 years

-23.77%

-25.57%

+1.80%

Max Drawdown (10Y)

Largest decline over 10 years

-31.80%

Current Drawdown

Current decline from peak

-0.31%

-9.32%

+9.01%

Average Drawdown

Average peak-to-trough decline

-6.02%

-8.20%

+2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

5.51%

-2.40%

Volatility

CEMR.DE vs. ESIH.L - Volatility Comparison

The current volatility for iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) is 4.79%, while iShares MSCI Europe Health Care Sector UCITS ETF (ESIH.L) has a volatility of 5.06%. This indicates that CEMR.DE experiences smaller price fluctuations and is considered to be less risky than ESIH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEMR.DEESIH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

5.06%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

14.87%

11.96%

+2.91%

Volatility (1Y)

Calculated over the trailing 1-year period

17.46%

16.91%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.43%

17.75%

-1.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.48%

18.00%

-1.52%

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

CEMR.DE has a 0.25% expense ratio, which is higher than ESIH.L's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CEMR.DE vs. ESIH.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CEMR.DE and ESIH.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESIH.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESIH.L is cheaper with a 0.18% expense ratio, compared with 0.25% for CEMR.DE.

CEMR.DE is categorized as Momentum, while ESIH.L is Health & Biotech Equities. CEMR.DE tracks MSCI Europe Momentum Index, while ESIH.L tracks MSCI World/Health Care NR USD. Their fees differ too: 0.25% for CEMR.DE and 0.18% for ESIH.L.

Portfolio Optimizer

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