CEMR.DE vs. XSX7.DE
CEMR.DE (iShares Edge MSCI Europe Momentum Factor UCITS ETF) and XSX7.DE (Xtrackers Stoxx Europe 600 UCITS ETF) are both exchange-traded funds - CEMR.DE is a Momentum fund tracking the MSCI Europe Momentum Index, while XSX7.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 3 years, CEMR.DE returned 20.23%/yr vs 14.05%/yr for XSX7.DE. Their correlation of 0.89 suggests significant overlap in exposure. CEMR.DE charges 0.25%/yr vs 0.07%/yr for XSX7.DE.
Performance
CEMR.DE vs. XSX7.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 XSX7.DE's 7.42% 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%
XSX7.DE
- 1D
- 0.51%
- 1M
- 3.07%
- YTD
- 7.42%
- 6M
- 9.93%
- 1Y
- 16.28%
- 3Y*
- 14.05%
- 5Y*
- —
- 10Y*
- —
CEMR.DE vs. XSX7.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CEMR.DE iShares Edge MSCI Europe Momentum Factor UCITS ETF | 7.91% | 27.17% | 20.01% | 12.68% |
XSX7.DE Xtrackers Stoxx Europe 600 UCITS ETF | 7.42% | 21.04% | 8.43% | 12.54% |
Correlation
The correlation between CEMR.DE and XSX7.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 | 0.89 |
Correlation (All Time) Calculated using the full available price history since Mar 20, 2023 | 0.89 |
The correlation between CEMR.DE and XSX7.DE has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.
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Return for Risk
CEMR.DE vs. XSX7.DE — Risk / Return Rank
CEMR.DE
XSX7.DE
CEMR.DE vs. XSX7.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 Stoxx Europe 600 UCITS ETF (XSX7.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 | XSX7.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.24 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.74 | -0.25 |
| Martin ratioReturn relative to average drawdown | 5.53 | 6.53 | -1.01 |
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 | XSX7.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 1.28 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 1.20 | -0.59 |
Drawdowns
CEMR.DE vs. XSX7.DE - Drawdown Comparison
The maximum CEMR.DE drawdown since its inception was -31.78%, which is greater than XSX7.DE's maximum drawdown of -16.32%. Use the drawdown chart below to compare losses from any high point for CEMR.DE and XSX7.DE.
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Drawdown Indicators
| CEMR.DE | XSX7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.78% | -16.32% | -15.46% |
Max Drawdown (1Y)Largest decline over 1 year | -11.73% | -9.32% | -2.41% |
Max Drawdown (3Y)Largest decline over 3 years | -15.75% | -16.32% | +0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -23.73% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.78% | — | — |
Current DrawdownCurrent decline from peak | -1.48% | -1.65% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -1.96% | -4.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.49% | +0.67% |
Volatility
CEMR.DE vs. XSX7.DE - Volatility Comparison
iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) and Xtrackers Stoxx Europe 600 UCITS ETF (XSX7.DE) have volatilities of 4.42% and 4.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CEMR.DE | XSX7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 4.24% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 14.63% | 10.41% | +4.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.29% | 12.66% | +4.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.37% | 12.80% | +3.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 12.80% | +3.68% |
CEMR.DE vs. XSX7.DE - Expense Ratio Comparison
CEMR.DE has a 0.25% expense ratio, which is higher than XSX7.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. XSX7.DE - Dividend Comparison
CEMR.DE has not paid dividends to shareholders, while XSX7.DE's dividend yield for the trailing twelve months is around 2.59%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CEMR.DE iShares Edge MSCI Europe Momentum Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% |
XSX7.DE Xtrackers Stoxx Europe 600 UCITS ETF | 2.59% | 2.67% | 3.32% | 2.25% |
Frequently Asked Questions
CEMR.DE and XSX7.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, XSX7.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSX7.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for CEMR.DE.
CEMR.DE is categorized as Momentum, while XSX7.DE is Europe Equities. CEMR.DE tracks MSCI Europe Momentum Index, while XSX7.DE tracks STOXX® Europe 600. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.25% for CEMR.DE and 0.07% for XSX7.DE.
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