CEMR.DE vs. EUPE.DE
CEMR.DE (iShares Edge MSCI Europe Momentum Factor UCITS ETF) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both exchange-traded funds - CEMR.DE is a Momentum fund tracking the MSCI Europe Momentum Index, while EUPE.DE is a Europe Equities fund tracking the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, CEMR.DE returned 11.36%/yr vs 8.97%/yr for EUPE.DE. A 0.77 correlation means they provide meaningful diversification when combined. CEMR.DE charges 0.25%/yr vs 0.65%/yr for EUPE.DE.
Performance
CEMR.DE vs. EUPE.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 EUPE.DE's 15.44% return. Over the past 10 years, CEMR.DE has outperformed EUPE.DE with an annualized return of 11.36%, while EUPE.DE has yielded a comparatively lower 8.97% 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%
EUPE.DE
- 1D
- 0.35%
- 1M
- 2.78%
- YTD
- 15.44%
- 6M
- 15.60%
- 1Y
- 24.52%
- 3Y*
- 11.71%
- 5Y*
- 8.60%
- 10Y*
- 8.97%
CEMR.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 15.44% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | 5.56% |
Correlation
The correlation between CEMR.DE and EUPE.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.77 |
Over the past year, the correlation between CEMR.DE and EUPE.DE has dropped to 0.42 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.
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Return for Risk
CEMR.DE vs. EUPE.DE — Risk / Return Rank
CEMR.DE
EUPE.DE
CEMR.DE vs. EUPE.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 Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.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 | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.37 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 4.19 | -2.70 |
| Martin ratioReturn relative to average drawdown | 5.53 | 11.50 | -5.97 |
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 | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 2.17 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.65 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.60 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.46 | +0.15 |
Drawdowns
CEMR.DE vs. EUPE.DE - Drawdown Comparison
The maximum CEMR.DE drawdown since its inception was -31.78%, roughly equal to the maximum EUPE.DE drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for CEMR.DE and EUPE.DE.
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Drawdown Indicators
| CEMR.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.78% | -32.64% | +0.86% |
Max Drawdown (1Y)Largest decline over 1 year | -11.73% | -5.82% | -5.91% |
Max Drawdown (3Y)Largest decline over 3 years | -15.75% | -15.63% | -0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -23.73% | -15.63% | -8.10% |
Max Drawdown (10Y)Largest decline over 10 years | -31.78% | -32.64% | +0.86% |
Current DrawdownCurrent decline from peak | -1.48% | -3.04% | +1.56% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -4.95% | -1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.13% | +1.03% |
Volatility
CEMR.DE vs. EUPE.DE - Volatility Comparison
iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) has a higher volatility of 4.42% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that CEMR.DE's price experiences larger fluctuations and is considered to be riskier than EUPE.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 | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 3.64% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 14.63% | 8.56% | +6.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.29% | 11.27% | +6.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.37% | 13.17% | +3.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 14.99% | +1.49% |
CEMR.DE vs. EUPE.DE - Expense Ratio Comparison
CEMR.DE has a 0.25% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
CEMR.DE vs. EUPE.DE - Dividend Comparison
Neither CEMR.DE nor EUPE.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMR.DE and EUPE.DE have a correlation of 0.42, 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 0.65% for EUPE.DE.
CEMR.DE is categorized as Momentum, while EUPE.DE is Europe Equities. CEMR.DE tracks MSCI Europe Momentum Index, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.25% for CEMR.DE and 0.65% for EUPE.DE.
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