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

Performance

CEMR.DE vs. EUNZ.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 iShares Edge MSCI EM Minimum Volatility UCITS ETF (EUNZ.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 9.13% return, which is significantly lower than EUNZ.DE's 19.80% return. Over the past 10 years, CEMR.DE has outperformed EUNZ.DE with an annualized return of 12.09%, while EUNZ.DE has yielded a comparatively lower 6.51% annualized return.


CEMR.DE

1D
1.92%
1M
2.91%
YTD
9.13%
6M
12.45%
1Y
20.82%
3Y*
20.31%
5Y*
11.56%
10Y*
12.09%

EUNZ.DE

1D
2.18%
1M
4.10%
YTD
19.80%
6M
21.27%
1Y
23.44%
3Y*
11.22%
5Y*
6.51%
10Y*
6.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF
9.13%27.25%20.02%12.77%-15.32%22.13%10.84%31.55%-10.67%11.55%
EUNZ.DE
iShares Edge MSCI EM Minimum Volatility UCITS ETF
19.80%-0.12%15.71%3.83%-8.85%13.09%-2.49%10.54%-1.87%11.39%

Correlation

The correlation between CEMR.DE and EUNZ.DE is 0.54, 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

0.54

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

0.48

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

0.48

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

0.58

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2015

0.61

The correlation between CEMR.DE and EUNZ.DE shifts across timeframes, from 0.48 (3 years) to 0.61 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CEMR.DE vs. EUNZ.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: 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

EUNZ.DE
EUNZ.DE Risk / Return Rank: 6767
Overall Rank
EUNZ.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
EUNZ.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
EUNZ.DE Omega Ratio Rank: 6767
Omega Ratio Rank
EUNZ.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
EUNZ.DE Martin Ratio Rank: 6666
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. EUNZ.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 Edge MSCI EM Minimum Volatility UCITS ETF (EUNZ.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.

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.DEEUNZ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.22

1.35

-0.13

Calmar ratioReturn relative to maximum drawdown

1.76

3.11

-1.34

Martin ratioReturn relative to average drawdown

6.68

10.82

-4.14

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

The current CEMR.DE Sharpe Ratio is 1.19, which is lower than the EUNZ.DE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of CEMR.DE and EUNZ.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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Drawdowns

CEMR.DE vs. EUNZ.DE - Drawdown Comparison

The maximum CEMR.DE drawdown since its inception was -31.80%, smaller than the maximum EUNZ.DE drawdown of -34.03%. Use the drawdown chart below to compare losses from any high point for CEMR.DE and EUNZ.DE.


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Drawdown Indicators


CEMR.DEEUNZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.80%

-34.03%

+2.23%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

-7.51%

-4.24%

Max Drawdown (3Y)

Largest decline over 3 years

-15.72%

-14.00%

-1.72%

Max Drawdown (5Y)

Largest decline over 5 years

-23.77%

-14.00%

-9.77%

Max Drawdown (10Y)

Largest decline over 10 years

-31.80%

-26.16%

-5.64%

Current Drawdown

Current decline from peak

-0.31%

-1.03%

+0.72%

Average Drawdown

Average peak-to-trough decline

-6.02%

-10.20%

+4.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

2.16%

+0.95%

Volatility

CEMR.DE vs. EUNZ.DE - Volatility Comparison

iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) and iShares Edge MSCI EM Minimum Volatility UCITS ETF (EUNZ.DE) have volatilities of 4.79% and 4.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEMR.DEEUNZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

4.83%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

14.87%

10.73%

+4.14%

Volatility (1Y)

Calculated over the trailing 1-year period

17.46%

12.53%

+4.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.43%

11.48%

+4.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.48%

13.30%

+3.18%

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

CEMR.DE has a 0.25% expense ratio, which is lower than EUNZ.DE's 0.40% expense ratio.


Dividends

CEMR.DE vs. EUNZ.DE - Dividend Comparison

Neither CEMR.DE nor EUNZ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CEMR.DE and EUNZ.DE have a correlation of 0.54, 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 0.40% for EUNZ.DE.

CEMR.DE is categorized as Momentum, while EUNZ.DE is Emerging Markets Equities. CEMR.DE tracks MSCI Europe Momentum Index, while EUNZ.DE tracks MSCI Emerging Markets Minimum Volatility. Their fees differ too: 0.25% for CEMR.DE and 0.40% for EUNZ.DE.

Portfolio Optimizer

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