CEMR.DE vs. LSMC.DE
CEMR.DE (iShares Edge MSCI Europe Momentum Factor UCITS ETF) and LSMC.DE (Amundi MSCI Semiconductors ESG Screened UCITS ETF) are both exchange-traded funds - CEMR.DE is a Momentum fund tracking the MSCI Europe Momentum Index, while LSMC.DE is a Semiconductors fund tracking the MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Both are passively managed. Over the past 3 years, CEMR.DE returned 20.12%/yr vs 60.34%/yr for LSMC.DE. A 0.53 correlation means they provide meaningful diversification when combined. CEMR.DE charges 0.25%/yr vs 0.45%/yr for LSMC.DE.
Performance
CEMR.DE vs. LSMC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CEMR.DE achieves a 7.41% return, which is significantly lower than LSMC.DE's 60.30% return.
CEMR.DE
- 1D
- 0.26%
- 1M
- 2.22%
- YTD
- 7.41%
- 6M
- 10.76%
- 1Y
- 16.27%
- 3Y*
- 20.12%
- 5Y*
- 11.36%
- 10Y*
- 11.54%
LSMC.DE
- 1D
- 1.14%
- 1M
- 7.77%
- YTD
- 60.30%
- 6M
- 57.83%
- 1Y
- 123.73%
- 3Y*
- 60.34%
- 5Y*
- —
- 10Y*
- —
CEMR.DE vs. LSMC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CEMR.DE iShares Edge MSCI Europe Momentum Factor UCITS ETF | 7.41% | 27.25% | 20.02% | 12.77% | -15.32% | 1.01% |
LSMC.DE Amundi MSCI Semiconductors ESG Screened UCITS ETF | 60.30% | 32.60% | 66.51% | 74.52% | -34.67% | -0.88% |
Correlation
The correlation between CEMR.DE and LSMC.DE is 0.50, 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 | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2021 | 0.53 |
The correlation between CEMR.DE and LSMC.DE has been stable across timeframes, ranging from 0.50 to 0.53 - a consistent structural relationship.
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Return for Risk
CEMR.DE vs. LSMC.DE — Risk / Return Rank
CEMR.DE
LSMC.DE
CEMR.DE vs. LSMC.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 Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.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 | LSMC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.94 | ||
| Sortino ratioReturn per unit of downside risk | -2.68 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.55 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 9.41 | -7.98 |
| Martin ratioReturn relative to average drawdown | 5.44 | 30.19 | -24.75 |
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 | LSMC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 3.91 | -2.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 1.11 | -0.50 |
Drawdowns
CEMR.DE vs. LSMC.DE - Drawdown Comparison
The maximum CEMR.DE drawdown since its inception was -31.80%, smaller than the maximum LSMC.DE drawdown of -39.64%. Use the drawdown chart below to compare losses from any high point for CEMR.DE and LSMC.DE.
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Drawdown Indicators
| CEMR.DE | LSMC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.80% | -39.64% | +7.84% |
Max Drawdown (1Y)Largest decline over 1 year | -11.75% | -12.84% | +1.09% |
Max Drawdown (3Y)Largest decline over 3 years | -15.72% | -36.22% | +20.50% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.80% | — | — |
Current DrawdownCurrent decline from peak | -1.88% | -5.42% | +3.54% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -11.44% | +5.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 4.01% | -0.92% |
Volatility
CEMR.DE vs. LSMC.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) is 4.04%, while Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a volatility of 12.15%. This indicates that CEMR.DE experiences smaller price fluctuations and is considered to be less risky than LSMC.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 | LSMC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 12.15% | -8.11% |
Volatility (6M)Calculated over the trailing 6-month period | 14.61% | 22.95% | -8.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.29% | 30.90% | -13.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.39% | 32.26% | -15.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.47% | 32.26% | -15.79% |
CEMR.DE vs. LSMC.DE - Expense Ratio Comparison
CEMR.DE has a 0.25% expense ratio, which is lower than LSMC.DE's 0.45% expense ratio.
Dividends
CEMR.DE vs. LSMC.DE - Dividend Comparison
Neither CEMR.DE nor LSMC.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMR.DE and LSMC.DE have a correlation of 0.50, 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 0.45% for LSMC.DE.
CEMR.DE is categorized as Momentum, while LSMC.DE is Semiconductors. CEMR.DE tracks MSCI Europe Momentum Index, while LSMC.DE tracks MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for CEMR.DE and 0.45% for LSMC.DE.
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