CEMR.DE vs. LYBK.DE
CEMR.DE (iShares Edge MSCI Europe Momentum Factor UCITS ETF) and LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) are both exchange-traded funds - CEMR.DE is a Momentum fund tracking the MSCI Europe Momentum Index, while LYBK.DE is a Financials Equities fund tracking the EURO STOXX® Banks. Both are passively managed. Over the past 10 years, CEMR.DE returned 12.09%/yr vs 16.88%/yr for LYBK.DE. A 0.57 correlation means they provide meaningful diversification when combined. CEMR.DE charges 0.25%/yr vs 0.30%/yr for LYBK.DE.
Performance
CEMR.DE vs. LYBK.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CEMR.DE achieves a 9.13% return, which is significantly higher than LYBK.DE's 8.18% return. Over the past 10 years, CEMR.DE has underperformed LYBK.DE with an annualized return of 12.09%, while LYBK.DE has yielded a comparatively higher 16.88% 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%
LYBK.DE
- 1D
- 4.37%
- 1M
- 6.21%
- YTD
- 8.18%
- 6M
- 13.13%
- 1Y
- 46.46%
- 3Y*
- 46.48%
- 5Y*
- 30.03%
- 10Y*
- 16.88%
CEMR.DE vs. LYBK.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% |
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc | 8.18% | 91.46% | 30.53% | 30.34% | 0.78% | 39.97% | -22.43% | 17.74% | -30.86% | 14.21% |
Correlation
The correlation between CEMR.DE and LYBK.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2015 | 0.57 |
Over the past year, CEMR.DE and LYBK.DE have become more correlated (0.81) than their long-term average of 0.57, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CEMR.DE vs. LYBK.DE — Risk / Return Rank
CEMR.DE
LYBK.DE
CEMR.DE vs. LYBK.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 Euro Stoxx Banks UCITS ETF Acc (LYBK.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 | LYBK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.30 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | 2.58 | -0.82 |
| Martin ratioReturn relative to average drawdown | 6.68 | 8.11 | -1.43 |
Loading charts...
Drawdowns
CEMR.DE vs. LYBK.DE - Drawdown Comparison
The maximum CEMR.DE drawdown since its inception was -31.80%, smaller than the maximum LYBK.DE drawdown of -63.98%. Use the drawdown chart below to compare losses from any high point for CEMR.DE and LYBK.DE.
Loading charts...
Drawdown Indicators
| CEMR.DE | LYBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.80% | -63.98% | +32.18% |
Max Drawdown (1Y)Largest decline over 1 year | -11.75% | -17.12% | +5.37% |
Max Drawdown (3Y)Largest decline over 3 years | -15.72% | -19.90% | +4.18% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -34.32% | +10.55% |
Max Drawdown (10Y)Largest decline over 10 years | -31.80% | -62.22% | +30.42% |
Current DrawdownCurrent decline from peak | -0.31% | 0.00% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -20.23% | +14.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 5.47% | -2.36% |
Volatility
CEMR.DE vs. LYBK.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) is 4.79%, while Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a volatility of 6.94%. This indicates that CEMR.DE experiences smaller price fluctuations and is considered to be less risky than LYBK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CEMR.DE | LYBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 6.94% | -2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 14.87% | 19.63% | -4.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.46% | 24.23% | -6.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.43% | 25.51% | -9.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 28.40% | -11.92% |
CEMR.DE vs. LYBK.DE - Expense Ratio Comparison
CEMR.DE has a 0.25% expense ratio, which is lower than LYBK.DE's 0.30% expense ratio.
Dividends
CEMR.DE vs. LYBK.DE - Dividend Comparison
Neither CEMR.DE nor LYBK.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMR.DE and LYBK.DE have a correlation of 0.81, 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 LYBK.DE.
CEMR.DE is categorized as Momentum, while LYBK.DE is Financials Equities. CEMR.DE tracks MSCI Europe Momentum Index, while LYBK.DE tracks EURO STOXX® Banks. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for CEMR.DE and 0.30% for LYBK.DE.
Find the right allocation for CEMR.DE and LYBK.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer