CEMR.DE vs. LYP6.DE
CEMR.DE (iShares Edge MSCI Europe Momentum Factor UCITS ETF) and LYP6.DE (Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc) are both exchange-traded funds - CEMR.DE is a Momentum fund tracking the MSCI Europe Momentum Index, while LYP6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, CEMR.DE returned 12.09%/yr vs 10.02%/yr for LYP6.DE. Their correlation of 0.87 suggests significant overlap in exposure. CEMR.DE charges 0.25%/yr vs 0.07%/yr for LYP6.DE.
Performance
CEMR.DE vs. LYP6.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with CEMR.DE having a 9.13% return and LYP6.DE slightly lower at 8.98%. Over the past 10 years, CEMR.DE has outperformed LYP6.DE with an annualized return of 12.09%, while LYP6.DE has yielded a comparatively lower 10.02% 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%
LYP6.DE
- 1D
- 1.90%
- 1M
- 2.96%
- YTD
- 8.98%
- 6M
- 11.60%
- 1Y
- 19.51%
- 3Y*
- 14.24%
- 5Y*
- 9.81%
- 10Y*
- 10.02%
CEMR.DE vs. LYP6.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% |
LYP6.DE Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc | 8.98% | 20.82% | 8.25% | 15.97% | -10.40% | 24.81% | -1.72% | 28.59% | -11.28% | 11.31% |
Correlation
The correlation between CEMR.DE and LYP6.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2015 | 0.87 |
The correlation between CEMR.DE and LYP6.DE has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.
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Return for Risk
CEMR.DE vs. LYP6.DE — Risk / Return Rank
CEMR.DE
LYP6.DE
CEMR.DE vs. LYP6.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 Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.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 | LYP6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.26 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.94 | -0.18 |
| Martin ratioReturn relative to average drawdown | 6.68 | 7.50 | -0.82 |
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Drawdowns
CEMR.DE vs. LYP6.DE - Drawdown Comparison
The maximum CEMR.DE drawdown since its inception was -31.80%, smaller than the maximum LYP6.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for CEMR.DE and LYP6.DE.
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Drawdown Indicators
| CEMR.DE | LYP6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.80% | -35.51% | +3.71% |
Max Drawdown (1Y)Largest decline over 1 year | -11.75% | -9.45% | -2.30% |
Max Drawdown (3Y)Largest decline over 3 years | -15.72% | -16.26% | +0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -20.71% | -3.06% |
Max Drawdown (10Y)Largest decline over 10 years | -31.80% | -35.51% | +3.71% |
Current DrawdownCurrent decline from peak | -0.31% | -0.24% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -5.23% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.45% | +0.66% |
Volatility
CEMR.DE vs. LYP6.DE - Volatility Comparison
iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) has a higher volatility of 4.79% compared to Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) at 4.31%. This indicates that CEMR.DE's price experiences larger fluctuations and is considered to be riskier than LYP6.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 | LYP6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 4.31% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 14.87% | 10.85% | +4.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.46% | 13.06% | +4.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.43% | 14.43% | +2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 15.56% | +0.92% |
CEMR.DE vs. LYP6.DE - Expense Ratio Comparison
CEMR.DE has a 0.25% expense ratio, which is higher than LYP6.DE's 0.07% 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. LYP6.DE - Dividend Comparison
Neither CEMR.DE nor LYP6.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMR.DE and LYP6.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYP6.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYP6.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for CEMR.DE.
CEMR.DE is categorized as Momentum, while LYP6.DE is Europe Equities. CEMR.DE tracks MSCI Europe Momentum Index, while LYP6.DE tracks STOXX® Europe 600. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for CEMR.DE and 0.07% for LYP6.DE.
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