CEMR.DE vs. VDPG.L
CEMR.DE (iShares Edge MSCI Europe Momentum Factor UCITS ETF) and VDPG.L (Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc) are both exchange-traded funds - CEMR.DE is a Momentum fund tracking the MSCI Europe Momentum Index, while VDPG.L is a Asia Pacific Equities fund tracking the MSCI AC Asia Pac Ex JPN NR USD. Both are passively managed. Over the past 5 years, CEMR.DE returned 11.56%/yr vs 12.67%/yr for VDPG.L. A 0.59 correlation means they provide meaningful diversification when combined. CEMR.DE charges 0.25%/yr vs 0.15%/yr for VDPG.L.
Performance
CEMR.DE vs. VDPG.L - Performance Comparison
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Different Trading Currencies
CEMR.DE is traded in EUR, while VDPG.L is traded in GBP. To make them comparable, the VDPG.L 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 9.13% return, which is significantly lower than VDPG.L's 49.24% 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%
VDPG.L
- 1D
- 4.09%
- 1M
- 3.56%
- YTD
- 49.24%
- 6M
- 55.50%
- 1Y
- 78.51%
- 3Y*
- 23.73%
- 5Y*
- 12.67%
- 10Y*
- —
CEMR.DE vs. VDPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CEMR.DE iShares Edge MSCI Europe Momentum Factor UCITS ETF | 9.13% | 27.25% | 20.02% | 12.77% | -15.32% | 22.13% | 10.84% | 7.74% |
VDPG.L Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc | 49.24% | 23.76% | 1.62% | 6.31% | -6.95% | 8.58% | 9.28% | -16.13% |
Correlation
The correlation between CEMR.DE and VDPG.L is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2019 | 0.59 |
The correlation between CEMR.DE and VDPG.L has been stable across timeframes, ranging from 0.55 to 0.59 - a consistent structural relationship.
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Return for Risk
CEMR.DE vs. VDPG.L — Risk / Return Rank
CEMR.DE
VDPG.L
CEMR.DE vs. VDPG.L - 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 Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L). 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 | VDPG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.23 | ||
| Sortino ratioReturn per unit of downside risk | -2.28 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.61 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | 5.79 | -4.03 |
| Martin ratioReturn relative to average drawdown | 6.68 | 20.94 | -14.26 |
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Drawdowns
CEMR.DE vs. VDPG.L - Drawdown Comparison
The maximum CEMR.DE drawdown since its inception was -31.80%, smaller than the maximum VDPG.L drawdown of -43.68%. Use the drawdown chart below to compare losses from any high point for CEMR.DE and VDPG.L.
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Drawdown Indicators
| CEMR.DE | VDPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.80% | -43.68% | +11.88% |
Max Drawdown (1Y)Largest decline over 1 year | -11.75% | -13.18% | +1.43% |
Max Drawdown (3Y)Largest decline over 3 years | -15.72% | -24.49% | +8.77% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -24.49% | +0.72% |
Max Drawdown (10Y)Largest decline over 10 years | -31.80% | — | — |
Current DrawdownCurrent decline from peak | -0.31% | -4.73% | +4.42% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -10.44% | +4.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 3.65% | -0.54% |
Volatility
CEMR.DE vs. VDPG.L - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) is 4.79%, while Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) has a volatility of 10.92%. This indicates that CEMR.DE experiences smaller price fluctuations and is considered to be less risky than VDPG.L 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 | VDPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 10.92% | -6.13% |
Volatility (6M)Calculated over the trailing 6-month period | 14.87% | 19.97% | -5.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.46% | 22.38% | -4.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.43% | 21.84% | -5.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 24.04% | -7.56% |
CEMR.DE vs. VDPG.L - Expense Ratio Comparison
CEMR.DE has a 0.25% expense ratio, which is higher than VDPG.L'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. VDPG.L - Dividend Comparison
Neither CEMR.DE nor VDPG.L has paid dividends to shareholders.
Frequently Asked Questions
CEMR.DE and VDPG.L have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VDPG.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VDPG.L is cheaper with a 0.15% expense ratio, compared with 0.25% for CEMR.DE.
CEMR.DE is categorized as Momentum, while VDPG.L is Asia Pacific Equities. CEMR.DE tracks MSCI Europe Momentum Index, while VDPG.L tracks MSCI AC Asia Pac Ex JPN NR USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for CEMR.DE and 0.15% for VDPG.L.
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