CEMR.DE vs. VJPA.DE
CEMR.DE (iShares Edge MSCI Europe Momentum Factor UCITS ETF) and VJPA.DE (Vanguard FTSE Japan UCITS ETF Accumulating) are both exchange-traded funds - CEMR.DE is a Momentum fund tracking the MSCI Europe Momentum Index, while VJPA.DE is a Japan Equities fund tracking the FTSE Japan. Both are passively managed. Over the past 5 years, CEMR.DE returned 11.56%/yr vs 9.76%/yr for VJPA.DE. A 0.57 correlation means they provide meaningful diversification when combined. CEMR.DE charges 0.25%/yr vs 0.15%/yr for VJPA.DE.
Performance
CEMR.DE vs. VJPA.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CEMR.DE achieves a 9.13% return, which is significantly lower than VJPA.DE's 15.84% 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%
VJPA.DE
- 1D
- 2.35%
- 1M
- 1.03%
- YTD
- 15.84%
- 6M
- 16.53%
- 1Y
- 31.52%
- 3Y*
- 14.11%
- 5Y*
- 9.76%
- 10Y*
- —
CEMR.DE vs. VJPA.DE - 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% |
VJPA.DE Vanguard FTSE Japan UCITS ETF Accumulating | 15.84% | 13.28% | 13.06% | 15.84% | -11.43% | 9.42% | 4.85% | -6.04% |
Correlation
The correlation between CEMR.DE and VJPA.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2019 | 0.57 |
The correlation between CEMR.DE and VJPA.DE has been stable across timeframes, ranging from 0.55 to 0.59 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CEMR.DE vs. VJPA.DE — Risk / Return Rank
CEMR.DE
VJPA.DE
CEMR.DE vs. VJPA.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 Vanguard FTSE Japan UCITS ETF Accumulating (VJPA.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 | VJPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.32 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | 3.15 | -1.39 |
| Martin ratioReturn relative to average drawdown | 6.68 | 10.55 | -3.87 |
Loading charts...
Drawdowns
CEMR.DE vs. VJPA.DE - Drawdown Comparison
The maximum CEMR.DE drawdown since its inception was -31.80%, roughly equal to the maximum VJPA.DE drawdown of -30.84%. Use the drawdown chart below to compare losses from any high point for CEMR.DE and VJPA.DE.
Loading charts...
Drawdown Indicators
| CEMR.DE | VJPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.80% | -30.84% | -0.96% |
Max Drawdown (1Y)Largest decline over 1 year | -11.75% | -9.84% | -1.91% |
Max Drawdown (3Y)Largest decline over 3 years | -15.72% | -16.01% | +0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -18.90% | -4.87% |
Max Drawdown (10Y)Largest decline over 10 years | -31.80% | — | — |
Current DrawdownCurrent decline from peak | -0.31% | -0.87% | +0.56% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -6.55% | +0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.95% | +0.16% |
Volatility
CEMR.DE vs. VJPA.DE - Volatility Comparison
iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) has a higher volatility of 4.79% compared to Vanguard FTSE Japan UCITS ETF Accumulating (VJPA.DE) at 4.21%. This indicates that CEMR.DE's price experiences larger fluctuations and is considered to be riskier than VJPA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CEMR.DE | VJPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 4.21% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 14.87% | 14.88% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.46% | 18.39% | -0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.43% | 16.24% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 17.89% | -1.41% |
CEMR.DE vs. VJPA.DE - Expense Ratio Comparison
CEMR.DE has a 0.25% expense ratio, which is higher than VJPA.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. VJPA.DE - Dividend Comparison
Neither CEMR.DE nor VJPA.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMR.DE and VJPA.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VJPA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VJPA.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for CEMR.DE.
CEMR.DE is categorized as Momentum, while VJPA.DE is Japan Equities. CEMR.DE tracks MSCI Europe Momentum Index, while VJPA.DE tracks FTSE Japan. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for CEMR.DE and 0.15% for VJPA.DE.
Find the right allocation for CEMR.DE and VJPA.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer