CEMR.DE vs. IUSQ.DE
CEMR.DE (iShares Edge MSCI Europe Momentum Factor UCITS ETF) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - CEMR.DE is a Momentum fund tracking the MSCI Europe Momentum Index, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 10 years, CEMR.DE returned 11.36%/yr vs 12.38%/yr for IUSQ.DE. A 0.78 correlation means they provide meaningful diversification when combined. CEMR.DE charges 0.25%/yr vs 0.20%/yr for IUSQ.DE.
Performance
CEMR.DE vs. IUSQ.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 IUSQ.DE's 12.65% return. Over the past 10 years, CEMR.DE has underperformed IUSQ.DE with an annualized return of 11.36%, while IUSQ.DE has yielded a comparatively higher 12.38% 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%
IUSQ.DE
- 1D
- -0.23%
- 1M
- 5.01%
- YTD
- 12.65%
- 6M
- 13.33%
- 1Y
- 26.56%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
CEMR.DE vs. IUSQ.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% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -5.97% | 9.14% |
Correlation
The correlation between CEMR.DE and IUSQ.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.78 |
The correlation between CEMR.DE and IUSQ.DE has been stable across timeframes, ranging from 0.69 to 0.78 - a consistent structural relationship.
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Return for Risk
CEMR.DE vs. IUSQ.DE — Risk / Return Rank
CEMR.DE
IUSQ.DE
CEMR.DE vs. IUSQ.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 MSCI ACWI UCITS ETF (Acc) (IUSQ.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 | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.43 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 4.08 | -2.59 |
| Martin ratioReturn relative to average drawdown | 5.53 | 16.69 | -11.16 |
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 | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 2.31 | -1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.88 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.82 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.76 | -0.15 |
Drawdowns
CEMR.DE vs. IUSQ.DE - Drawdown Comparison
The maximum CEMR.DE drawdown since its inception was -31.78%, smaller than the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for CEMR.DE and IUSQ.DE.
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Drawdown Indicators
| CEMR.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.78% | -33.60% | +1.82% |
Max Drawdown (1Y)Largest decline over 1 year | -11.73% | -6.48% | -5.25% |
Max Drawdown (3Y)Largest decline over 3 years | -15.75% | -21.25% | +5.50% |
Max Drawdown (5Y)Largest decline over 5 years | -23.73% | -21.25% | -2.48% |
Max Drawdown (10Y)Largest decline over 10 years | -31.78% | -33.60% | +1.82% |
Current DrawdownCurrent decline from peak | -1.48% | -0.55% | -0.93% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -4.19% | -1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 1.59% | +1.57% |
Volatility
CEMR.DE vs. IUSQ.DE - Volatility Comparison
iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) has a higher volatility of 4.42% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that CEMR.DE's price experiences larger fluctuations and is considered to be riskier than IUSQ.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 | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 3.03% | +1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 14.63% | 8.26% | +6.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.29% | 11.47% | +5.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.37% | 13.94% | +2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 15.02% | +1.46% |
CEMR.DE vs. IUSQ.DE - Expense Ratio Comparison
CEMR.DE has a 0.25% expense ratio, which is higher than IUSQ.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. IUSQ.DE - Dividend Comparison
Neither CEMR.DE nor IUSQ.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMR.DE and IUSQ.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSQ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSQ.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for CEMR.DE.
CEMR.DE is categorized as Momentum, while IUSQ.DE is Global Equities. CEMR.DE tracks MSCI Europe Momentum Index, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.25% for CEMR.DE and 0.20% for IUSQ.DE.
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