CEMR.DE vs. SXRV.DE
CEMR.DE (iShares Edge MSCI Europe Momentum Factor UCITS ETF) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - CEMR.DE is a Momentum fund tracking the MSCI Europe Momentum Index, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, CEMR.DE returned 11.36%/yr vs 21.24%/yr for SXRV.DE. A 0.64 correlation means they provide meaningful diversification when combined. CEMR.DE charges 0.25%/yr vs 0.36%/yr for SXRV.DE.
Performance
CEMR.DE vs. SXRV.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 SXRV.DE's 20.57% return. Over the past 10 years, CEMR.DE has underperformed SXRV.DE with an annualized return of 11.36%, while SXRV.DE has yielded a comparatively higher 21.24% 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%
SXRV.DE
- 1D
- -0.83%
- 1M
- 9.26%
- YTD
- 20.57%
- 6M
- 19.43%
- 1Y
- 37.81%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
CEMR.DE vs. SXRV.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% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | 3.03% | 15.81% |
Correlation
The correlation between CEMR.DE and SXRV.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.64 |
The correlation between CEMR.DE and SXRV.DE shifts across timeframes, from 0.53 (3 years) to 0.64 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CEMR.DE vs. SXRV.DE — Risk / Return Rank
CEMR.DE
SXRV.DE
CEMR.DE vs. SXRV.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 NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.39 | ||
| Sortino ratioReturn per unit of downside risk | -1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.42 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 3.75 | -2.27 |
| Martin ratioReturn relative to average drawdown | 5.53 | 11.16 | -5.63 |
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 | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 2.40 | -1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.93 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 1.07 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.91 | -0.30 |
Drawdowns
CEMR.DE vs. SXRV.DE - Drawdown Comparison
The maximum CEMR.DE drawdown since its inception was -31.78%, roughly equal to the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for CEMR.DE and SXRV.DE.
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Drawdown Indicators
| CEMR.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.78% | -32.80% | +1.02% |
Max Drawdown (1Y)Largest decline over 1 year | -11.73% | -10.03% | -1.70% |
Max Drawdown (3Y)Largest decline over 3 years | -15.75% | -26.69% | +10.94% |
Max Drawdown (5Y)Largest decline over 5 years | -23.73% | -31.33% | +7.60% |
Max Drawdown (10Y)Largest decline over 10 years | -31.78% | -31.33% | -0.45% |
Current DrawdownCurrent decline from peak | -1.48% | -0.83% | -0.65% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -6.56% | +0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 3.38% | -0.22% |
Volatility
CEMR.DE vs. SXRV.DE - Volatility Comparison
iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) have volatilities of 4.42% and 4.26%, 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 | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 4.26% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 14.63% | 10.98% | +3.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.29% | 15.67% | +1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.37% | 19.84% | -3.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 19.65% | -3.17% |
CEMR.DE vs. SXRV.DE - Expense Ratio Comparison
CEMR.DE has a 0.25% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
CEMR.DE vs. SXRV.DE - Dividend Comparison
Neither CEMR.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMR.DE and SXRV.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CEMR.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CEMR.DE is cheaper with a 0.25% expense ratio, compared with 0.36% for SXRV.DE.
CEMR.DE is categorized as Momentum, while SXRV.DE is Nasdaq-100. CEMR.DE tracks MSCI Europe Momentum Index, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.25% for CEMR.DE and 0.36% for SXRV.DE.
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