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CEMS.DE vs. SXRQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEMS.DE vs. SXRQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) and iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (SXRQ.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, CEMS.DE achieves a 13.72% return, which is significantly higher than SXRQ.DE's 0.06% return. Over the past 10 years, CEMS.DE has outperformed SXRQ.DE with an annualized return of 10.71%, while SXRQ.DE has yielded a comparatively lower -0.18% 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%

SXRQ.DE

1D
0.03%
1M
0.05%
YTD
0.06%
6M
0.07%
1Y
0.71%
3Y*
2.62%
5Y*
-2.34%
10Y*
-0.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEMS.DE vs. SXRQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SXRQ.DE
iShares Euro Government Bond 7-10yr UCITS ETF (Acc)
0.06%1.69%0.90%8.71%-19.90%-3.09%4.11%6.70%1.22%0.85%

Correlation

The correlation between CEMS.DE and SXRQ.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

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

0.20

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

0.09

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

0.02

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

0.03

Over the past year, CEMS.DE and SXRQ.DE have become more correlated (0.38) than their long-term average of 0.03, meaning their price movements have been converging.

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Return for Risk

CEMS.DE vs. SXRQ.DE — Risk / Return Rank

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

CEMS.DE
CEMS.DE Risk / Return Rank: 7171
Overall Rank
CEMS.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CEMS.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
CEMS.DE Omega Ratio Rank: 7474
Omega Ratio Rank
CEMS.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
CEMS.DE Martin Ratio Rank: 6868
Martin Ratio Rank

SXRQ.DE
SXRQ.DE Risk / Return Rank: 99
Overall Rank
SXRQ.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SXRQ.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
SXRQ.DE Omega Ratio Rank: 99
Omega Ratio Rank
SXRQ.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
SXRQ.DE Martin Ratio Rank: 1010
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.

CEMS.DE vs. SXRQ.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 7-10yr UCITS ETF (Acc) (SXRQ.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.DESXRQ.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.34

Sortino ratioReturn per unit of downside risk

+3.19

Omega ratioGain probability vs. loss probability

1.43

1.01

+0.42

Calmar ratioReturn relative to maximum drawdown

3.29

0.04

+3.25

Martin ratioReturn relative to average drawdown

12.37

0.10

+12.27

CEMS.DE vs. SXRQ.DE - Sharpe Ratio Comparison

The current CEMS.DE Sharpe Ratio is 2.37, which is higher than the SXRQ.DE Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of CEMS.DE and SXRQ.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


CEMS.DESXRQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

0.03

+2.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

-0.31

+1.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

-0.03

+0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.41

+0.08

Drawdowns

CEMS.DE vs. SXRQ.DE - Drawdown Comparison

The maximum CEMS.DE drawdown since its inception was -40.20%, which is greater than SXRQ.DE's maximum drawdown of -23.28%. Use the drawdown chart below to compare losses from any high point for CEMS.DE and SXRQ.DE.


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Drawdown Indicators


CEMS.DESXRQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.20%

-23.28%

-16.92%

Max Drawdown (1Y)

Largest decline over 1 year

-9.99%

-4.08%

-5.91%

Max Drawdown (3Y)

Largest decline over 3 years

-17.57%

-4.53%

-13.04%

Max Drawdown (5Y)

Largest decline over 5 years

-19.55%

-22.93%

+3.38%

Max Drawdown (10Y)

Largest decline over 10 years

-40.20%

-23.28%

-16.92%

Current Drawdown

Current decline from peak

-1.26%

-13.74%

+12.48%

Average Drawdown

Average peak-to-trough decline

-7.49%

-5.76%

-1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

1.55%

+1.11%

Volatility

CEMS.DE vs. SXRQ.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 7-10yr UCITS ETF (Acc) (SXRQ.DE) at 1.84%. This indicates that CEMS.DE's price experiences larger fluctuations and is considered to be riskier than SXRQ.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.DESXRQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

1.84%

+2.81%

Volatility (6M)

Calculated over the trailing 6-month period

11.17%

4.18%

+6.99%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

5.00%

+8.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.23%

7.38%

+7.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.43%

5.97%

+11.46%

CEMS.DE vs. SXRQ.DE - Expense Ratio Comparison

CEMS.DE has a 0.25% expense ratio, which is higher than SXRQ.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. SXRQ.DE - Dividend Comparison

Neither CEMS.DE nor SXRQ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CEMS.DE and SXRQ.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXRQ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXRQ.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for CEMS.DE.

CEMS.DE is categorized as Europe Equities, while SXRQ.DE is European Government Bonds. CEMS.DE tracks MSCI Europe Enhanced Value, while SXRQ.DE tracks Bloomberg Euro Government Bond 10. Their fees differ too: 0.25% for CEMS.DE and 0.15% for SXRQ.DE.

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