CEMR.DE vs. SXRW.DE
CEMR.DE (iShares Edge MSCI Europe Momentum Factor UCITS ETF) and SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) are both exchange-traded funds - CEMR.DE is a Momentum fund tracking the MSCI Europe Momentum Index, while SXRW.DE is a Europe Equities fund tracking the FTSE 100. Both are passively managed. Over the past 10 years, CEMR.DE returned 12.09%/yr vs 8.92%/yr for SXRW.DE. A 0.79 correlation means they provide meaningful diversification when combined. CEMR.DE charges 0.25%/yr vs 0.07%/yr for SXRW.DE.
Performance
CEMR.DE vs. SXRW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CEMR.DE achieves a 9.13% return, which is significantly higher than SXRW.DE's 8.05% return. Over the past 10 years, CEMR.DE has outperformed SXRW.DE with an annualized return of 12.09%, while SXRW.DE has yielded a comparatively lower 8.92% annualized return.
CEMR.DE
- 1D
- 1.92%
- 1M
- 2.19%
- YTD
- 9.13%
- 6M
- 12.45%
- 1Y
- 21.56%
- 3Y*
- 20.31%
- 5Y*
- 11.56%
- 10Y*
- 12.09%
SXRW.DE
- 1D
- 1.62%
- 1M
- 1.39%
- YTD
- 8.05%
- 6M
- 11.78%
- 1Y
- 20.42%
- 3Y*
- 14.95%
- 5Y*
- 11.64%
- 10Y*
- 8.92%
CEMR.DE vs. SXRW.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 | 9.13% | 27.25% | 20.02% | 12.77% | -15.32% | 22.13% | 10.84% | 31.55% | -10.67% | 11.55% |
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 8.05% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 8.11% |
Correlation
The correlation between CEMR.DE and SXRW.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2015 | 0.79 |
The correlation between CEMR.DE and SXRW.DE has been stable across timeframes, ranging from 0.71 to 0.79 - a consistent structural relationship.
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Return for Risk
CEMR.DE vs. SXRW.DE — Risk / Return Rank
CEMR.DE
SXRW.DE
CEMR.DE vs. SXRW.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 FTSE 100 UCITS ETF GBP (Acc) (SXRW.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.DE | SXRW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.30 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | 2.54 | -0.78 |
| Martin ratioReturn relative to average drawdown | 6.68 | 9.30 | -2.62 |
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Drawdowns
CEMR.DE vs. SXRW.DE - Drawdown Comparison
The maximum CEMR.DE drawdown since its inception was -31.80%, smaller than the maximum SXRW.DE drawdown of -40.31%. Use the drawdown chart below to compare losses from any high point for CEMR.DE and SXRW.DE.
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Drawdown Indicators
| CEMR.DE | SXRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.80% | -40.31% | +8.51% |
Max Drawdown (1Y)Largest decline over 1 year | -11.75% | -7.91% | -3.84% |
Max Drawdown (3Y)Largest decline over 3 years | -15.72% | -16.86% | +1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -16.86% | -6.91% |
Max Drawdown (10Y)Largest decline over 10 years | -31.80% | -40.31% | +8.51% |
Current DrawdownCurrent decline from peak | -0.31% | -1.33% | +1.02% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -6.02% | 0.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.16% | +0.95% |
Volatility
CEMR.DE vs. SXRW.DE - Volatility Comparison
iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) has a higher volatility of 4.79% compared to iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) at 4.45%. This indicates that CEMR.DE's price experiences larger fluctuations and is considered to be riskier than SXRW.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 | SXRW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 4.45% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 14.87% | 10.23% | +4.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.46% | 12.22% | +5.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.43% | 14.13% | +2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 16.90% | -0.42% |
CEMR.DE vs. SXRW.DE - Expense Ratio Comparison
CEMR.DE has a 0.25% expense ratio, which is higher than SXRW.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. SXRW.DE - Dividend Comparison
Neither CEMR.DE nor SXRW.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMR.DE and SXRW.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for CEMR.DE.
CEMR.DE is categorized as Momentum, while SXRW.DE is Europe Equities. CEMR.DE tracks MSCI Europe Momentum Index, while SXRW.DE tracks FTSE 100. Their fees differ too: 0.25% for CEMR.DE and 0.07% for SXRW.DE.
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