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CEMR.DE vs. IS3R.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEMR.DE vs. IS3R.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 World Momentum Factor UCITS ETF (Acc) (IS3R.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 7.91% return, which is significantly lower than IS3R.DE's 22.51% return. Over the past 10 years, CEMR.DE has underperformed IS3R.DE with an annualized return of 11.36%, while IS3R.DE has yielded a comparatively higher 15.31% 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%

IS3R.DE

1D
-1.01%
1M
8.60%
YTD
22.51%
6M
23.56%
1Y
31.46%
3Y*
26.05%
5Y*
14.66%
10Y*
15.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEMR.DE vs. IS3R.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IS3R.DE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
22.51%8.37%37.95%8.09%-13.60%24.50%16.41%31.50%0.27%16.07%

Correlation

The correlation between CEMR.DE and IS3R.DE is 0.77, 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

0.77

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

0.71

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

0.76

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

0.78

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2015

0.79

The correlation between CEMR.DE and IS3R.DE has been stable across timeframes, ranging from 0.71 to 0.79 - a consistent structural relationship.

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Return for Risk

CEMR.DE vs. IS3R.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: 3131
Overall Rank
CEMR.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CEMR.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
CEMR.DE Omega Ratio Rank: 2929
Omega Ratio Rank
CEMR.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
CEMR.DE Martin Ratio Rank: 3636
Martin Ratio Rank

IS3R.DE
IS3R.DE Risk / Return Rank: 6262
Overall Rank
IS3R.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IS3R.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
IS3R.DE Omega Ratio Rank: 5555
Omega Ratio Rank
IS3R.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
IS3R.DE Martin Ratio Rank: 7272
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. IS3R.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 World Momentum Factor UCITS ETF (Acc) (IS3R.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.DEIS3R.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-1.16

Omega ratioGain probability vs. loss probability

1.19

1.34

-0.14

Calmar ratioReturn relative to maximum drawdown

1.49

3.48

-1.99

Martin ratioReturn relative to average drawdown

5.53

13.30

-7.77

CEMR.DE vs. IS3R.DE - Sharpe Ratio Comparison

The current CEMR.DE Sharpe Ratio is 1.01, which is lower than the IS3R.DE Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of CEMR.DE and IS3R.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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Sharpe Ratios by Period


CEMR.DEIS3R.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.84

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.84

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.88

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.85

-0.24

Drawdowns

CEMR.DE vs. IS3R.DE - Drawdown Comparison

The maximum CEMR.DE drawdown since its inception was -31.78%, roughly equal to the maximum IS3R.DE drawdown of -30.77%. Use the drawdown chart below to compare losses from any high point for CEMR.DE and IS3R.DE.


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Drawdown Indicators


CEMR.DEIS3R.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.78%

-30.77%

-1.01%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

-9.01%

-2.72%

Max Drawdown (3Y)

Largest decline over 3 years

-15.75%

-23.57%

+7.82%

Max Drawdown (5Y)

Largest decline over 5 years

-23.73%

-23.57%

-0.16%

Max Drawdown (10Y)

Largest decline over 10 years

-31.78%

-30.77%

-1.01%

Current Drawdown

Current decline from peak

-1.48%

-1.01%

-0.47%

Average Drawdown

Average peak-to-trough decline

-6.03%

-5.67%

-0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

2.36%

+0.80%

Volatility

CEMR.DE vs. IS3R.DE - Volatility Comparison

The current volatility for iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) is 4.42%, while iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) has a volatility of 5.96%. This indicates that CEMR.DE experiences smaller price fluctuations and is considered to be less risky than IS3R.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.DEIS3R.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

5.96%

-1.54%

Volatility (6M)

Calculated over the trailing 6-month period

14.63%

14.33%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

17.29%

17.01%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.37%

17.32%

-0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.48%

17.23%

-0.75%

CEMR.DE vs. IS3R.DE - Expense Ratio Comparison

Both CEMR.DE and IS3R.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

CEMR.DE vs. IS3R.DE - Dividend Comparison

Neither CEMR.DE nor IS3R.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CEMR.DE and IS3R.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CEMR.DE and IS3R.DE have the same expense ratio: 0.25% per year.

CEMR.DE tracks MSCI Europe Momentum Index, while IS3R.DE tracks MSCI World Momentum Index.

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