CEMR.DE vs. SXR8.DE
CEMR.DE (iShares Edge MSCI Europe Momentum Factor UCITS ETF) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - CEMR.DE is a Momentum fund tracking the MSCI Europe Momentum Index, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, CEMR.DE returned 11.36%/yr vs 14.95%/yr for SXR8.DE. A 0.68 correlation means they provide meaningful diversification when combined. CEMR.DE charges 0.25%/yr vs 0.07%/yr for SXR8.DE.
Performance
CEMR.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CEMR.DE achieves a 7.91% return, which is significantly lower than SXR8.DE's 11.37% return. Over the past 10 years, CEMR.DE has underperformed SXR8.DE with an annualized return of 11.36%, while SXR8.DE has yielded a comparatively higher 14.95% annualized return.
CEMR.DE
- 1D
- -0.11%
- 1M
- 2.92%
- YTD
- 7.91%
- 6M
- 11.43%
- 1Y
- 17.51%
- 3Y*
- 20.23%
- 5Y*
- 11.35%
- 10Y*
- 11.36%
SXR8.DE
- 1D
- -0.15%
- 1M
- 5.22%
- YTD
- 11.37%
- 6M
- 11.42%
- 1Y
- 25.63%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
CEMR.DE vs. SXR8.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 | 7.91% | 27.17% | 20.01% | 12.79% | -15.33% | 22.25% | 10.74% | 31.66% | -10.73% | 11.48% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Correlation
The correlation between CEMR.DE and SXR8.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.68 |
The correlation between CEMR.DE and SXR8.DE shifts across timeframes, from 0.57 (3 years) to 0.68 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CEMR.DE vs. SXR8.DE — Risk / Return Rank
CEMR.DE
SXR8.DE
CEMR.DE vs. SXR8.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 S&P 500 UCITS ETF USD (Acc) (SXR8.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 | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.41 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 3.58 | -2.09 |
| Martin ratioReturn relative to average drawdown | 5.53 | 12.71 | -7.18 |
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 | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 2.21 | -1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.96 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.92 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.79 | -0.18 |
Drawdowns
CEMR.DE vs. SXR8.DE - Drawdown Comparison
The maximum CEMR.DE drawdown since its inception was -31.78%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for CEMR.DE and SXR8.DE.
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Drawdown Indicators
| CEMR.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.78% | -33.78% | +2.00% |
Max Drawdown (1Y)Largest decline over 1 year | -11.73% | -7.13% | -4.60% |
Max Drawdown (3Y)Largest decline over 3 years | -15.75% | -23.32% | +7.57% |
Max Drawdown (5Y)Largest decline over 5 years | -23.73% | -23.32% | -0.41% |
Max Drawdown (10Y)Largest decline over 10 years | -31.78% | -33.78% | +2.00% |
Current DrawdownCurrent decline from peak | -1.48% | -0.45% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -5.17% | -0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.01% | +1.15% |
Volatility
CEMR.DE vs. SXR8.DE - Volatility Comparison
iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) has a higher volatility of 4.42% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that CEMR.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.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 | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 2.65% | +1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 14.63% | 7.57% | +7.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.29% | 11.56% | +5.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.37% | 15.16% | +1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 16.09% | +0.39% |
CEMR.DE vs. SXR8.DE - Expense Ratio Comparison
CEMR.DE has a 0.25% expense ratio, which is higher than SXR8.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. SXR8.DE - Dividend Comparison
Neither CEMR.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMR.DE and SXR8.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for CEMR.DE.
CEMR.DE is categorized as Momentum, while SXR8.DE is S&P 500. CEMR.DE tracks MSCI Europe Momentum Index, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.25% for CEMR.DE and 0.07% for SXR8.DE.
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