CEMR.DE vs. V50A.DE
CEMR.DE (iShares Edge MSCI Europe Momentum Factor UCITS ETF) and V50A.DE (Amundi EURO STOXX 50 UCITS ETF EUR (C)) are both exchange-traded funds - CEMR.DE is a Momentum fund tracking the MSCI Europe Momentum Index, while V50A.DE is a Europe Equities fund tracking the EURO STOXX® 50. Both are passively managed. Over the past 10 years, CEMR.DE returned 11.36%/yr vs 10.46%/yr for V50A.DE. Their correlation of 0.85 suggests significant overlap in exposure. CEMR.DE charges 0.25%/yr vs 0.15%/yr for V50A.DE.
Performance
CEMR.DE vs. V50A.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 higher than V50A.DE's 7.23% return. Over the past 10 years, CEMR.DE has outperformed V50A.DE with an annualized return of 11.36%, while V50A.DE has yielded a comparatively lower 10.46% 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%
V50A.DE
- 1D
- 0.74%
- 1M
- 4.66%
- YTD
- 7.23%
- 6M
- 8.65%
- 1Y
- 15.93%
- 3Y*
- 15.63%
- 5Y*
- 11.52%
- 10Y*
- 10.46%
CEMR.DE vs. V50A.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% |
V50A.DE Amundi EURO STOXX 50 UCITS ETF EUR (C) | 7.23% | 22.17% | 11.16% | 22.51% | -8.94% | 23.51% | -2.91% | 30.09% | -12.12% | 9.96% |
Correlation
The correlation between CEMR.DE and V50A.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.85 |
The correlation between CEMR.DE and V50A.DE has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.
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Return for Risk
CEMR.DE vs. V50A.DE — Risk / Return Rank
CEMR.DE
V50A.DE
CEMR.DE vs. V50A.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 Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.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 | V50A.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.45 | +0.03 |
| Martin ratioReturn relative to average drawdown | 5.53 | 4.92 | +0.60 |
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 | V50A.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.99 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.65 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.57 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.43 | +0.18 |
Drawdowns
CEMR.DE vs. V50A.DE - Drawdown Comparison
The maximum CEMR.DE drawdown since its inception was -31.78%, smaller than the maximum V50A.DE drawdown of -38.57%. Use the drawdown chart below to compare losses from any high point for CEMR.DE and V50A.DE.
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Drawdown Indicators
| CEMR.DE | V50A.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.78% | -38.57% | +6.79% |
Max Drawdown (1Y)Largest decline over 1 year | -11.73% | -10.92% | -0.81% |
Max Drawdown (3Y)Largest decline over 3 years | -15.75% | -16.54% | +0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -23.73% | -23.31% | -0.42% |
Max Drawdown (10Y)Largest decline over 10 years | -31.78% | -38.57% | +6.79% |
Current DrawdownCurrent decline from peak | -1.48% | -0.50% | -0.98% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -7.22% | +1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 3.23% | -0.07% |
Volatility
CEMR.DE vs. V50A.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) is 4.42%, while Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) has a volatility of 4.92%. This indicates that CEMR.DE experiences smaller price fluctuations and is considered to be less risky than V50A.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 | V50A.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 4.92% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 14.63% | 12.97% | +1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.29% | 15.95% | +1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.37% | 17.50% | -1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 18.24% | -1.76% |
CEMR.DE vs. V50A.DE - Expense Ratio Comparison
CEMR.DE has a 0.25% expense ratio, which is higher than V50A.DE's 0.15% 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. V50A.DE - Dividend Comparison
Neither CEMR.DE nor V50A.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMR.DE and V50A.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, V50A.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
V50A.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for CEMR.DE.
CEMR.DE is categorized as Momentum, while V50A.DE is Europe Equities. CEMR.DE tracks MSCI Europe Momentum Index, while V50A.DE tracks EURO STOXX® 50. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for CEMR.DE and 0.15% for V50A.DE.
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