CEMR.DE vs. LBNK.DE
CEMR.DE (iShares Edge MSCI Europe Momentum Factor UCITS ETF) and LBNK.DE (Lyxor STOXX Europe 600 Banks UCITS ETF Acc) are both exchange-traded funds - CEMR.DE is a Momentum fund tracking the MSCI Europe Momentum Index, while LBNK.DE is a Financials Equities fund tracking the STOXX® Europe 600 Banks. Both are passively managed. Over the past 10 years, CEMR.DE returned 12.09%/yr vs 15.57%/yr for LBNK.DE. A 0.63 correlation means they provide meaningful diversification when combined. CEMR.DE charges 0.25%/yr vs 0.30%/yr for LBNK.DE.
Performance
CEMR.DE vs. LBNK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CEMR.DE achieves a 9.13% return, which is significantly lower than LBNK.DE's 9.83% return. Over the past 10 years, CEMR.DE has underperformed LBNK.DE with an annualized return of 12.09%, while LBNK.DE has yielded a comparatively higher 15.57% annualized return.
CEMR.DE
- 1D
- 1.92%
- 1M
- 2.19%
- YTD
- 9.13%
- 6M
- 12.45%
- 1Y
- 21.56%
- 3Y*
- 20.31%
- 5Y*
- 11.56%
- 10Y*
- 12.09%
LBNK.DE
- 1D
- 4.14%
- 1M
- 5.56%
- YTD
- 9.83%
- 6M
- 15.82%
- 1Y
- 46.16%
- 3Y*
- 42.46%
- 5Y*
- 28.51%
- 10Y*
- 15.57%
CEMR.DE vs. LBNK.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 | 9.13% | 27.25% | 20.02% | 12.77% | -15.32% | 22.13% | 10.84% | 31.55% | -10.67% | 11.55% |
LBNK.DE Lyxor STOXX Europe 600 Banks UCITS ETF Acc | 9.83% | 76.66% | 32.64% | 26.51% | 1.30% | 37.75% | -24.18% | 14.65% | -25.71% | 11.70% |
Correlation
The correlation between CEMR.DE and LBNK.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2015 | 0.63 |
Over the past year, CEMR.DE and LBNK.DE have become more correlated (0.85) than their long-term average of 0.63, meaning their price movements have been converging.
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Return for Risk
CEMR.DE vs. LBNK.DE — Risk / Return Rank
CEMR.DE
LBNK.DE
CEMR.DE vs. LBNK.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 Lyxor STOXX Europe 600 Banks UCITS ETF Acc (LBNK.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 | LBNK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.33 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | 2.79 | -1.03 |
| Martin ratioReturn relative to average drawdown | 6.68 | 9.55 | -2.87 |
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Drawdowns
CEMR.DE vs. LBNK.DE - Drawdown Comparison
The maximum CEMR.DE drawdown since its inception was -31.80%, smaller than the maximum LBNK.DE drawdown of -78.45%. Use the drawdown chart below to compare losses from any high point for CEMR.DE and LBNK.DE.
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Drawdown Indicators
| CEMR.DE | LBNK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.80% | -78.45% | +46.65% |
Max Drawdown (1Y)Largest decline over 1 year | -11.75% | -15.83% | +4.08% |
Max Drawdown (3Y)Largest decline over 3 years | -15.72% | -20.27% | +4.55% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -27.83% | +4.06% |
Max Drawdown (10Y)Largest decline over 10 years | -31.80% | -56.09% | +24.29% |
Current DrawdownCurrent decline from peak | -0.31% | 0.00% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -48.27% | +42.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 4.64% | -1.53% |
Volatility
CEMR.DE vs. LBNK.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) is 4.79%, while Lyxor STOXX Europe 600 Banks UCITS ETF Acc (LBNK.DE) has a volatility of 6.60%. This indicates that CEMR.DE experiences smaller price fluctuations and is considered to be less risky than LBNK.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 | LBNK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 6.60% | -1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 14.87% | 18.53% | -3.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.46% | 22.48% | -5.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.43% | 22.95% | -6.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 24.95% | -8.47% |
CEMR.DE vs. LBNK.DE - Expense Ratio Comparison
CEMR.DE has a 0.25% expense ratio, which is lower than LBNK.DE's 0.30% expense ratio.
Dividends
CEMR.DE vs. LBNK.DE - Dividend Comparison
Neither CEMR.DE nor LBNK.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMR.DE and LBNK.DE have a correlation of 0.85, 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 0.30% for LBNK.DE.
CEMR.DE is categorized as Momentum, while LBNK.DE is Financials Equities. CEMR.DE tracks MSCI Europe Momentum Index, while LBNK.DE tracks STOXX® Europe 600 Banks. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for CEMR.DE and 0.30% for LBNK.DE.
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