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CEMR.DE vs. IS0X.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEMR.DE vs. IS0X.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 Global Corporate Bond UCITS ETF (IS0X.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 8.24% return, which is significantly higher than IS0X.DE's 3.22% return. Over the past 10 years, CEMR.DE has outperformed IS0X.DE with an annualized return of 11.95%, while IS0X.DE has yielded a comparatively lower 1.82% annualized return.


CEMR.DE

1D
-0.94%
1M
0.32%
YTD
8.24%
6M
8.76%
1Y
19.92%
3Y*
20.60%
5Y*
11.38%
10Y*
11.95%

IS0X.DE

1D
0.03%
1M
2.18%
YTD
3.22%
6M
3.65%
1Y
6.15%
3Y*
4.25%
5Y*
1.04%
10Y*
1.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEMR.DE vs. IS0X.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF
8.24%27.25%20.02%12.77%-15.32%22.13%10.84%31.55%-10.67%11.55%
IS0X.DE
iShares Global Corporate Bond UCITS ETF
3.22%-2.16%7.10%5.53%-11.18%4.80%0.18%14.28%0.50%-4.36%

Correlation

The correlation between CEMR.DE and IS0X.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.11

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

0.04

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

0.13

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

0.16

The correlation between CEMR.DE and IS0X.DE shifts across timeframes, from 0.04 (5 years) to 0.16 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CEMR.DE vs. IS0X.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: 3737
Overall Rank
CEMR.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CEMR.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
CEMR.DE Omega Ratio Rank: 3434
Omega Ratio Rank
CEMR.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
CEMR.DE Martin Ratio Rank: 4343
Martin Ratio Rank

IS0X.DE
IS0X.DE Risk / Return Rank: 5050
Overall Rank
IS0X.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
IS0X.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
IS0X.DE Omega Ratio Rank: 4343
Omega Ratio Rank
IS0X.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
IS0X.DE Martin Ratio Rank: 4646
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. IS0X.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 Global Corporate Bond UCITS ETF (IS0X.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.DEIS0X.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.22

1.25

-0.04

Calmar ratioReturn relative to maximum drawdown

1.69

2.94

-1.26

Martin ratioReturn relative to average drawdown

6.40

6.67

-0.27

CEMR.DE vs. IS0X.DE - Sharpe Ratio Comparison

The current CEMR.DE Sharpe Ratio is 1.14, which is comparable to the IS0X.DE Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of CEMR.DE and IS0X.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. IS0X.DE - Drawdown Comparison

The maximum CEMR.DE drawdown since its inception was -31.80%, which is greater than IS0X.DE's maximum drawdown of -27.33%. Use the drawdown chart below to compare losses from any high point for CEMR.DE and IS0X.DE.


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Drawdown Indicators


CEMR.DEIS0X.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.80%

-27.33%

-4.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

-2.08%

-9.67%

Max Drawdown (3Y)

Largest decline over 3 years

-15.72%

-8.55%

-7.17%

Max Drawdown (5Y)

Largest decline over 5 years

-23.77%

-13.06%

-10.71%

Max Drawdown (10Y)

Largest decline over 10 years

-31.80%

-17.31%

-14.49%

Current Drawdown

Current decline from peak

-1.56%

-1.24%

-0.32%

Average Drawdown

Average peak-to-trough decline

-6.00%

-9.98%

+3.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

0.92%

+2.19%

Volatility

CEMR.DE vs. IS0X.DE - Volatility Comparison

iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) has a higher volatility of 4.24% compared to iShares Global Corporate Bond UCITS ETF (IS0X.DE) at 1.11%. This indicates that CEMR.DE's price experiences larger fluctuations and is considered to be riskier than IS0X.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.DEIS0X.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

1.11%

+3.13%

Volatility (6M)

Calculated over the trailing 6-month period

14.90%

3.01%

+11.89%

Volatility (1Y)

Calculated over the trailing 1-year period

17.47%

4.44%

+13.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.42%

6.44%

+9.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.35%

8.31%

+8.04%

CEMR.DE vs. IS0X.DE - Expense Ratio Comparison

CEMR.DE has a 0.25% expense ratio, which is higher than IS0X.DE's 0.20% 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. IS0X.DE - Dividend Comparison

CEMR.DE has not paid dividends to shareholders, while IS0X.DE's dividend yield for the trailing twelve months is around 4.16%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
IS0X.DE
iShares Global Corporate Bond UCITS ETF
4.16%4.22%3.80%3.35%2.65%2.03%2.45%2.68%2.59%2.64%2.57%2.61%

Frequently Asked Questions


CEMR.DE and IS0X.DE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS0X.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS0X.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for CEMR.DE.

CEMR.DE is categorized as Momentum, while IS0X.DE is Global Corporate Bonds. CEMR.DE tracks MSCI Europe Momentum Index, while IS0X.DE tracks Bloomberg Global Aggregate Corporate. Their fees differ too: 0.25% for CEMR.DE and 0.20% for IS0X.DE.

Portfolio Optimizer

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