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CEMR.DE vs. SXR1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEMR.DE vs. SXR1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) and iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with CEMR.DE having a 9.13% return and SXR1.DE slightly higher at 9.38%. Over the past 10 years, CEMR.DE has outperformed SXR1.DE with an annualized return of 12.09%, while SXR1.DE has yielded a comparatively lower 7.82% annualized return.


CEMR.DE

1D
1.92%
1M
2.91%
YTD
9.13%
6M
12.45%
1Y
20.82%
3Y*
20.31%
5Y*
11.56%
10Y*
12.09%

SXR1.DE

1D
2.06%
1M
-0.41%
YTD
9.38%
6M
11.69%
1Y
15.20%
3Y*
9.97%
5Y*
5.88%
10Y*
7.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEMR.DE vs. SXR1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SXR1.DE
iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)
9.38%7.00%11.91%2.20%-0.86%13.17%-2.98%21.74%-6.20%10.76%

Correlation

The correlation between CEMR.DE and SXR1.DE is 0.66, 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

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (10Y)
Calculated over the trailing 10-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2015

0.68

The correlation between CEMR.DE and SXR1.DE has been stable across timeframes, ranging from 0.66 to 0.68 - a consistent structural relationship.

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Return for Risk

CEMR.DE vs. SXR1.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CEMR.DE
CEMR.DE Risk / Return Rank: 4040
Overall Rank
CEMR.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
CEMR.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
CEMR.DE Omega Ratio Rank: 3838
Omega Ratio Rank
CEMR.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
CEMR.DE Martin Ratio Rank: 4646
Martin Ratio Rank

SXR1.DE
SXR1.DE Risk / Return Rank: 4545
Overall Rank
SXR1.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SXR1.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
SXR1.DE Omega Ratio Rank: 3939
Omega Ratio Rank
SXR1.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
SXR1.DE Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CEMR.DE vs. SXR1.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 iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.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.DESXR1.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.22

1.23

-0.01

Calmar ratioReturn relative to maximum drawdown

1.76

2.44

-0.67

Martin ratioReturn relative to average drawdown

6.68

7.10

-0.42

CEMR.DE vs. SXR1.DE - Sharpe Ratio Comparison

The current CEMR.DE Sharpe Ratio is 1.19, which is comparable to the SXR1.DE Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of CEMR.DE and SXR1.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CEMR.DE vs. SXR1.DE - Drawdown Comparison

The maximum CEMR.DE drawdown since its inception was -31.80%, smaller than the maximum SXR1.DE drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for CEMR.DE and SXR1.DE.


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Drawdown Indicators


CEMR.DESXR1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.80%

-38.62%

+6.82%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

-6.21%

-5.54%

Max Drawdown (3Y)

Largest decline over 3 years

-15.72%

-20.28%

+4.56%

Max Drawdown (5Y)

Largest decline over 5 years

-23.77%

-20.28%

-3.49%

Max Drawdown (10Y)

Largest decline over 10 years

-31.80%

-36.91%

+5.11%

Current Drawdown

Current decline from peak

-0.31%

-1.74%

+1.43%

Average Drawdown

Average peak-to-trough decline

-6.02%

-9.86%

+3.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

2.13%

+0.98%

Volatility

CEMR.DE vs. SXR1.DE - Volatility Comparison

iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) has a higher volatility of 4.79% compared to iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) at 4.02%. This indicates that CEMR.DE's price experiences larger fluctuations and is considered to be riskier than SXR1.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.DESXR1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

4.02%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

14.87%

9.46%

+5.41%

Volatility (1Y)

Calculated over the trailing 1-year period

17.46%

12.05%

+5.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.43%

14.78%

+1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.48%

16.58%

-0.10%

CEMR.DE vs. SXR1.DE - Expense Ratio Comparison

CEMR.DE has a 0.25% expense ratio, which is higher than SXR1.DE's 0.20% 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. SXR1.DE - Dividend Comparison

Neither CEMR.DE nor SXR1.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CEMR.DE and SXR1.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXR1.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXR1.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for CEMR.DE.

CEMR.DE is categorized as Momentum, while SXR1.DE is Asia Pacific Equities. CEMR.DE tracks MSCI Europe Momentum Index, while SXR1.DE tracks MSCI Pacific ex Japan. Their fees differ too: 0.25% for CEMR.DE and 0.20% for SXR1.DE.

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