CEMR.DE vs. IS0X.DE
CEMR.DE (iShares Edge MSCI Europe Momentum Factor UCITS ETF) and IS0X.DE (iShares Global Corporate Bond UCITS ETF) are both exchange-traded funds - CEMR.DE is a Momentum fund tracking the MSCI Europe Momentum Index, while IS0X.DE is a Global Corporate Bonds fund tracking the Bloomberg Global Aggregate Corporate. Both are passively managed. Over the past 10 years, CEMR.DE returned 11.95%/yr vs 1.82%/yr for IS0X.DE. At a 0.16 correlation, their price movements are largely independent. CEMR.DE charges 0.25%/yr vs 0.20%/yr for IS0X.DE.
Performance
CEMR.DE vs. IS0X.DE - Performance Comparison
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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%
CEMR.DE vs. IS0X.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 | 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
CEMR.DE
IS0X.DE
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.DE | IS0X.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | IS0X.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.56% | -1.24% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -9.98% | +3.98% |
Ulcer IndexDepth 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.DE | IS0X.DE | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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