CEMS.DE vs. SXRP.DE
CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) and SXRP.DE (iShares Euro Government Bond 3-7yr UCITS ETF (Acc)) are both exchange-traded funds - CEMS.DE is a Europe Equities fund tracking the MSCI Europe Enhanced Value, while SXRP.DE is a European Government Bonds fund tracking the Bloomberg Euro Government Bond 3-7. Both are passively managed. Over the past 10 years, CEMS.DE returned 10.71%/yr vs 0.07%/yr for SXRP.DE. At a 0.06 correlation, their price movements are largely independent. CEMS.DE charges 0.25%/yr vs 0.15%/yr for SXRP.DE.
Performance
CEMS.DE vs. SXRP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CEMS.DE achieves a 13.72% return, which is significantly higher than SXRP.DE's -0.09% return. Over the past 10 years, CEMS.DE has outperformed SXRP.DE with an annualized return of 10.71%, while SXRP.DE has yielded a comparatively lower 0.07% annualized return.
CEMS.DE
- 1D
- 0.10%
- 1M
- 2.64%
- YTD
- 13.72%
- 6M
- 16.98%
- 1Y
- 32.08%
- 3Y*
- 21.63%
- 5Y*
- 14.47%
- 10Y*
- 10.71%
SXRP.DE
- 1D
- 0.06%
- 1M
- -0.06%
- YTD
- -0.09%
- 6M
- -0.01%
- 1Y
- 0.74%
- 3Y*
- 2.82%
- 5Y*
- -0.69%
- 10Y*
- 0.07%
CEMS.DE vs. SXRP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CEMS.DE iShares Edge MSCI Europe Value Factor UCITS ETF | 13.72% | 35.97% | 9.93% | 13.90% | -4.54% | 26.62% | -8.86% | 23.48% | -14.04% | 10.16% |
SXRP.DE iShares Euro Government Bond 3-7yr UCITS ETF (Acc) | -0.09% | 2.47% | 2.09% | 5.92% | -12.11% | -1.59% | 1.82% | 2.83% | 0.15% | 0.10% |
Correlation
The correlation between CEMS.DE and SXRP.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.06 |
Over the past year, CEMS.DE and SXRP.DE have become more correlated (0.34) than their long-term average of 0.06, meaning their price movements have been converging.
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Return for Risk
CEMS.DE vs. SXRP.DE — Risk / Return Rank
CEMS.DE
SXRP.DE
CEMS.DE vs. SXRP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) and iShares Euro Government Bond 3-7yr UCITS ETF (Acc) (SXRP.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.
| CEMS.DE | SXRP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.24 | ||
| Sortino ratioReturn per unit of downside risk | +3.06 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.03 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 0.14 | +3.15 |
| Martin ratioReturn relative to average drawdown | 12.37 | 0.41 | +11.96 |
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
| CEMS.DE | SXRP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.37 | 0.13 | +2.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | -0.16 | +1.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.02 | +0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.48 | +0.01 |
Drawdowns
CEMS.DE vs. SXRP.DE - Drawdown Comparison
The maximum CEMS.DE drawdown since its inception was -40.20%, which is greater than SXRP.DE's maximum drawdown of -14.50%. Use the drawdown chart below to compare losses from any high point for CEMS.DE and SXRP.DE.
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Drawdown Indicators
| CEMS.DE | SXRP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.20% | -14.50% | -25.70% |
Max Drawdown (1Y)Largest decline over 1 year | -9.99% | -2.84% | -7.15% |
Max Drawdown (3Y)Largest decline over 3 years | -17.57% | -2.84% | -14.73% |
Max Drawdown (5Y)Largest decline over 5 years | -19.55% | -14.37% | -5.18% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -14.50% | -25.70% |
Current DrawdownCurrent decline from peak | -1.26% | -4.47% | +3.21% |
Average DrawdownAverage peak-to-trough decline | -7.49% | -2.87% | -4.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 1.00% | +1.66% |
Volatility
CEMS.DE vs. SXRP.DE - Volatility Comparison
iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) has a higher volatility of 4.65% compared to iShares Euro Government Bond 3-7yr UCITS ETF (Acc) (SXRP.DE) at 1.31%. This indicates that CEMS.DE's price experiences larger fluctuations and is considered to be riskier than SXRP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CEMS.DE | SXRP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 1.31% | +3.34% |
Volatility (6M)Calculated over the trailing 6-month period | 11.17% | 2.72% | +8.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 3.09% | +10.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.23% | 4.35% | +10.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.43% | 3.55% | +13.88% |
CEMS.DE vs. SXRP.DE - Expense Ratio Comparison
CEMS.DE has a 0.25% expense ratio, which is higher than SXRP.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
CEMS.DE vs. SXRP.DE - Dividend Comparison
Neither CEMS.DE nor SXRP.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMS.DE and SXRP.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRP.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRP.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for CEMS.DE.
CEMS.DE is categorized as Europe Equities, while SXRP.DE is European Government Bonds. CEMS.DE tracks MSCI Europe Enhanced Value, while SXRP.DE tracks Bloomberg Euro Government Bond 3-7. Their fees differ too: 0.25% for CEMS.DE and 0.15% for SXRP.DE.
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