CEMR.DE vs. MJMT.DE
Compare and contrast key facts about iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) and Amundi MSCI Europe Momentum Factor UCITS ETF EUR (MJMT.DE).
CEMR.DE and MJMT.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CEMR.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe Momentum. It was launched on Jan 16, 2015. MJMT.DE is a passively managed fund by Amundi that tracks the performance of the MSCI Europe Momentum. It was launched on Mar 22, 2018. Both CEMR.DE and MJMT.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
CEMR.DE vs. MJMT.DE - Performance Comparison
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CEMR.DE vs. MJMT.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 | 1.92% | 27.17% | 20.01% | 12.79% | -15.33% | 22.25% | 10.74% | 31.66% | -10.73% | 11.48% |
MJMT.DE Amundi MSCI Europe Momentum Factor UCITS ETF EUR | 2.04% | 27.24% | 19.93% | 13.04% | -15.57% | 22.09% | 10.97% | 31.75% | -10.54% | 11.30% |
Returns By Period
In the year-to-date period, CEMR.DE achieves a 1.92% return, which is significantly lower than MJMT.DE's 2.04% return.
CEMR.DE
- 1D
- 4.34%
- 1M
- -3.55%
- YTD
- 1.92%
- 6M
- 6.55%
- 1Y
- 18.58%
- 3Y*
- 18.61%
- 5Y*
- 11.24%
- 10Y*
- 11.15%
MJMT.DE
- 1D
- 4.21%
- 1M
- -3.42%
- YTD
- 2.04%
- 6M
- 6.76%
- 1Y
- 18.86%
- 3Y*
- 18.66%
- 5Y*
- 11.25%
- 10Y*
- —
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CEMR.DE vs. MJMT.DE - Expense Ratio Comparison
CEMR.DE has a 0.25% expense ratio, which is higher than MJMT.DE's 0.23% 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%.
Return for Risk
CEMR.DE vs. MJMT.DE — Risk / Return Rank
CEMR.DE
MJMT.DE
CEMR.DE vs. MJMT.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 Europe Momentum Factor UCITS ETF EUR (MJMT.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 | MJMT.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.01 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.44 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.67 | -0.05 |
Martin ratioReturn relative to average drawdown | 6.01 | 6.24 | -0.22 |
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 | MJMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.01 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.69 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.68 | -0.09 |
Correlation
The correlation between CEMR.DE and MJMT.DE is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CEMR.DE vs. MJMT.DE - Dividend Comparison
Neither CEMR.DE nor MJMT.DE has paid dividends to shareholders.
Drawdowns
CEMR.DE vs. MJMT.DE - Drawdown Comparison
The maximum CEMR.DE drawdown since its inception was -31.78%, roughly equal to the maximum MJMT.DE drawdown of -31.35%. Use the drawdown chart below to compare losses from any high point for CEMR.DE and MJMT.DE.
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Drawdown Indicators
| CEMR.DE | MJMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.78% | -31.35% | -0.43% |
Max Drawdown (1Y)Largest decline over 1 year | -12.36% | -12.20% | -0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -23.73% | -23.84% | +0.11% |
Max Drawdown (10Y)Largest decline over 10 years | -31.78% | — | — |
Current DrawdownCurrent decline from peak | -6.19% | -6.07% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -6.08% | -5.37% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 3.09% | +0.07% |
Volatility
CEMR.DE vs. MJMT.DE - Volatility Comparison
iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) and Amundi MSCI Europe Momentum Factor UCITS ETF EUR (MJMT.DE) have volatilities of 8.81% and 8.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CEMR.DE | MJMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.81% | 8.73% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 13.34% | 12.95% | +0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.14% | 18.69% | +0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 16.18% | +0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.33% | 16.15% | +0.18% |