CEMR.DE vs. SXRL.DE
CEMR.DE (iShares Edge MSCI Europe Momentum Factor UCITS ETF) and SXRL.DE (iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)) are both exchange-traded funds - CEMR.DE is a Momentum fund tracking the MSCI Europe Momentum Index, while SXRL.DE is a Government Bonds fund tracking the ICE US Treasury 3-7 Year. Both are passively managed. Over the past 10 years, CEMR.DE returned 11.36%/yr vs 1.16%/yr for SXRL.DE. At a correlation of -0.00, they often move in opposite directions. CEMR.DE charges 0.25%/yr vs 0.07%/yr for SXRL.DE.
Performance
CEMR.DE vs. SXRL.DE - Performance Comparison
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Different Trading Currencies
CEMR.DE is traded in EUR, while SXRL.DE is traded in USD. To make them comparable, the SXRL.DE values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, CEMR.DE achieves a 7.91% return, which is significantly higher than SXRL.DE's 0.84% return. Over the past 10 years, CEMR.DE has outperformed SXRL.DE with an annualized return of 11.36%, while SXRL.DE has yielded a comparatively lower 1.16% annualized return.
CEMR.DE
- 1D
- -0.11%
- 1M
- 2.66%
- YTD
- 7.91%
- 6M
- 11.22%
- 1Y
- 16.74%
- 3Y*
- 20.23%
- 5Y*
- 11.35%
- 10Y*
- 11.36%
SXRL.DE
- 1D
- 0.07%
- 1M
- 1.11%
- YTD
- 0.84%
- 6M
- 0.29%
- 1Y
- 1.88%
- 3Y*
- 0.97%
- 5Y*
- 1.32%
- 10Y*
- 1.16%
CEMR.DE vs. SXRL.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% |
SXRL.DE iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) | 0.84% | -4.82% | 8.08% | 1.19% | -4.08% | 6.09% | -2.60% | 8.44% | 5.99% | -11.17% |
Correlation
The correlation between CEMR.DE and SXRL.DE is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.06 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | -0.00 |
The correlation between CEMR.DE and SXRL.DE shifts across timeframes, from -0.14 (5 years) to -0.00 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CEMR.DE vs. SXRL.DE — Risk / Return Rank
CEMR.DE
SXRL.DE
CEMR.DE vs. SXRL.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 USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.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 | SXRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.05 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 0.33 | +1.15 |
| Martin ratioReturn relative to average drawdown | 5.53 | 0.92 | +4.61 |
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 | SXRL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.26 | +0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.17 | +0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.15 | +0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.42 | +0.18 |
Drawdowns
CEMR.DE vs. SXRL.DE - Drawdown Comparison
The maximum CEMR.DE drawdown since its inception was -31.78%, which is greater than SXRL.DE's maximum drawdown of -17.10%. Use the drawdown chart below to compare losses from any high point for CEMR.DE and SXRL.DE.
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Drawdown Indicators
| CEMR.DE | SXRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.78% | -17.10% | -14.68% |
Max Drawdown (1Y)Largest decline over 1 year | -11.73% | -4.47% | -7.26% |
Max Drawdown (3Y)Largest decline over 3 years | -15.75% | -10.19% | -5.56% |
Max Drawdown (5Y)Largest decline over 5 years | -23.73% | -12.16% | -11.57% |
Max Drawdown (10Y)Largest decline over 10 years | -31.78% | -17.10% | -14.68% |
Current DrawdownCurrent decline from peak | -1.48% | -6.46% | +4.98% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -6.64% | +0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 1.62% | +1.54% |
Volatility
CEMR.DE vs. SXRL.DE - Volatility Comparison
iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) has a higher volatility of 4.42% compared to iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE) at 1.04%. This indicates that CEMR.DE's price experiences larger fluctuations and is considered to be riskier than SXRL.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 | SXRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 1.04% | +3.38% |
Volatility (6M)Calculated over the trailing 6-month period | 14.63% | 4.27% | +10.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.29% | 5.77% | +11.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.37% | 7.84% | +8.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 7.61% | +8.87% |
CEMR.DE vs. SXRL.DE - Expense Ratio Comparison
CEMR.DE has a 0.25% expense ratio, which is higher than SXRL.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. SXRL.DE - Dividend Comparison
Neither CEMR.DE nor SXRL.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMR.DE and SXRL.DE have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRL.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRL.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for CEMR.DE.
CEMR.DE is categorized as Momentum, while SXRL.DE is Government Bonds. CEMR.DE tracks MSCI Europe Momentum Index, while SXRL.DE tracks ICE US Treasury 3-7 Year. Their fees differ too: 0.25% for CEMR.DE and 0.07% for SXRL.DE.
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