CEMR.DE vs. ZPRV.DE
Compare and contrast key facts about iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE).
CEMR.DE and ZPRV.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CEMR.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe Momentum. It was launched on Jan 16, 2015. ZPRV.DE is a passively managed fund by State Street that tracks the performance of the MSCI USA Small Cap Value Weighted Index. It was launched on Feb 18, 2015. Both CEMR.DE and ZPRV.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CEMR.DE or ZPRV.DE.
Key characteristics
| CEMR.DE | ZPRV.DE | |
|---|---|---|
| YTD Return | 21.31% | 22.05% |
| 1Y Return | 29.41% | 43.96% |
| 3Y Return (Ann) | 4.58% | 10.29% |
| 5Y Return (Ann) | 10.06% | 15.43% |
| Sharpe Ratio | 2.12 | 1.94 |
| Sortino Ratio | 2.80 | 2.90 |
| Omega Ratio | 1.38 | 1.39 |
| Calmar Ratio | 2.54 | 3.55 |
| Martin Ratio | 12.18 | 10.27 |
| Ulcer Index | 2.17% | 3.57% |
| Daily Std Dev | 12.44% | 19.17% |
| Max Drawdown | -31.78% | -46.04% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between CEMR.DE and ZPRV.DE is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CEMR.DE vs. ZPRV.DE - Performance Comparison
The year-to-date returns for both investments are quite close, with CEMR.DE having a 21.31% return and ZPRV.DE slightly higher at 22.05%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CEMR.DE vs. ZPRV.DE - Expense Ratio Comparison
CEMR.DE has a 0.25% expense ratio, which is lower than ZPRV.DE's 0.30% expense ratio.
Risk-Adjusted Performance
CEMR.DE vs. ZPRV.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.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.
Dividends
CEMR.DE vs. ZPRV.DE - Dividend Comparison
Neither CEMR.DE nor ZPRV.DE has paid dividends to shareholders.
Drawdowns
CEMR.DE vs. ZPRV.DE - Drawdown Comparison
The maximum CEMR.DE drawdown since its inception was -31.78%, smaller than the maximum ZPRV.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for CEMR.DE and ZPRV.DE. For additional features, visit the drawdowns tool.
Volatility
CEMR.DE vs. ZPRV.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) is 4.40%, while SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) has a volatility of 6.27%. This indicates that CEMR.DE experiences smaller price fluctuations and is considered to be less risky than ZPRV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.