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CEMR.DE vs. XMAW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEMR.DE vs. XMAW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) and Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.DE). The values are adjusted to include any dividend payments, if applicable.

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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 XMAW.DE's 12.49% return. Over the past 10 years, CEMR.DE has underperformed XMAW.DE with an annualized return of 11.36%, while XMAW.DE has yielded a comparatively higher 12.33% 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%

XMAW.DE

1D
-0.19%
1M
5.38%
YTD
12.49%
6M
13.08%
1Y
26.98%
3Y*
18.18%
5Y*
12.21%
10Y*
12.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEMR.DE vs. XMAW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
XMAW.DE
Xtrackers MSCI AC World ESG Screened UCITS ETF 1C
12.49%8.98%25.39%19.46%-15.01%28.71%5.50%30.15%-6.20%9.14%

Correlation

The correlation between CEMR.DE and XMAW.DE is 0.68, 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

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2015

0.77

The correlation between CEMR.DE and XMAW.DE has been stable across timeframes, ranging from 0.68 to 0.77 - a consistent structural relationship.

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Return for Risk

CEMR.DE vs. XMAW.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CEMR.DE
CEMR.DE Risk / Return Rank: 3131
Overall Rank
CEMR.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CEMR.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
CEMR.DE Omega Ratio Rank: 2929
Omega Ratio Rank
CEMR.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
CEMR.DE Martin Ratio Rank: 3636
Martin Ratio Rank

XMAW.DE
XMAW.DE Risk / Return Rank: 7272
Overall Rank
XMAW.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
XMAW.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
XMAW.DE Omega Ratio Rank: 7070
Omega Ratio Rank
XMAW.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
XMAW.DE Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CEMR.DE vs. XMAW.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 Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.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.DEXMAW.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.21

Sortino ratioReturn per unit of downside risk

-1.52

Omega ratioGain probability vs. loss probability

1.19

1.41

-0.22

Calmar ratioReturn relative to maximum drawdown

1.49

3.68

-2.19

Martin ratioReturn relative to average drawdown

5.53

14.79

-9.26

CEMR.DE vs. XMAW.DE - Sharpe Ratio Comparison

The current CEMR.DE Sharpe Ratio is 1.01, which is lower than the XMAW.DE Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of CEMR.DE and XMAW.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CEMR.DEXMAW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

2.22

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.84

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.80

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.77

-0.16

Drawdowns

CEMR.DE vs. XMAW.DE - Drawdown Comparison

The maximum CEMR.DE drawdown since its inception was -31.78%, smaller than the maximum XMAW.DE drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for CEMR.DE and XMAW.DE.


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Drawdown Indicators


CEMR.DEXMAW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.78%

-33.49%

+1.71%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

-7.30%

-4.43%

Max Drawdown (3Y)

Largest decline over 3 years

-15.75%

-22.10%

+6.35%

Max Drawdown (5Y)

Largest decline over 5 years

-23.73%

-22.10%

-1.63%

Max Drawdown (10Y)

Largest decline over 10 years

-31.78%

-33.49%

+1.71%

Current Drawdown

Current decline from peak

-1.48%

-0.67%

-0.81%

Average Drawdown

Average peak-to-trough decline

-6.03%

-4.90%

-1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

1.82%

+1.34%

Volatility

CEMR.DE vs. XMAW.DE - Volatility Comparison

iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) has a higher volatility of 4.42% compared to Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.DE) at 3.16%. This indicates that CEMR.DE's price experiences larger fluctuations and is considered to be riskier than XMAW.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.DEXMAW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

3.16%

+1.26%

Volatility (6M)

Calculated over the trailing 6-month period

14.63%

8.70%

+5.93%

Volatility (1Y)

Calculated over the trailing 1-year period

17.29%

12.11%

+5.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.37%

14.30%

+2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.48%

15.23%

+1.25%

CEMR.DE vs. XMAW.DE - Expense Ratio Comparison

Both CEMR.DE and XMAW.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

CEMR.DE vs. XMAW.DE - Dividend Comparison

Neither CEMR.DE nor XMAW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CEMR.DE and XMAW.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CEMR.DE and XMAW.DE have the same expense ratio: 0.25% per year.

CEMR.DE is categorized as Momentum, while XMAW.DE is Global Equities. CEMR.DE tracks MSCI Europe Momentum Index, while XMAW.DE tracks MSCI ACWI NR USD. They also come from different issuers: iShares and Xtrackers.

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