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CEMU.AS vs. IMAE.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEMU.AS vs. IMAE.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEMU.AS) and iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CEMU.AS achieves a 8.68% return, which is significantly higher than IMAE.AS's 7.51% return. Over the past 10 years, CEMU.AS has outperformed IMAE.AS with an annualized return of 10.03%, while IMAE.AS has yielded a comparatively lower 9.17% annualized return.


CEMU.AS

1D
0.60%
1M
4.75%
YTD
8.68%
6M
10.69%
1Y
17.98%
3Y*
16.12%
5Y*
10.62%
10Y*
10.03%

IMAE.AS

1D
0.53%
1M
3.33%
YTD
7.51%
6M
9.82%
1Y
16.13%
3Y*
13.66%
5Y*
9.96%
10Y*
9.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEMU.AS vs. IMAE.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEMU.AS
iShares Core MSCI EMU UCITS ETF EUR (Acc)
8.68%24.42%10.08%18.65%-11.71%23.11%-0.54%25.09%-11.82%12.65%
IMAE.AS
iShares Core MSCI Europe UCITS ETF EUR (Acc)
7.51%19.74%8.89%15.99%-9.31%25.66%-3.06%25.45%-9.65%10.15%

Correlation

The correlation between CEMU.AS and IMAE.AS is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

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

0.95

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

0.95

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

0.96

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2014

0.96

The correlation between CEMU.AS and IMAE.AS has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

CEMU.AS vs. IMAE.AS — Risk / Return Rank

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

CEMU.AS
CEMU.AS Risk / Return Rank: 3737
Overall Rank
CEMU.AS Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
CEMU.AS Sortino Ratio Rank: 3636
Sortino Ratio Rank
CEMU.AS Omega Ratio Rank: 3636
Omega Ratio Rank
CEMU.AS Calmar Ratio Rank: 3636
Calmar Ratio Rank
CEMU.AS Martin Ratio Rank: 4141
Martin Ratio Rank

IMAE.AS
IMAE.AS Risk / Return Rank: 3636
Overall Rank
IMAE.AS Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IMAE.AS Sortino Ratio Rank: 3636
Sortino Ratio Rank
IMAE.AS Omega Ratio Rank: 3636
Omega Ratio Rank
IMAE.AS Calmar Ratio Rank: 3535
Calmar Ratio Rank
IMAE.AS Martin Ratio Rank: 4040
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.

CEMU.AS vs. IMAE.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEMU.AS) and iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS). 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.


CEMU.ASIMAE.ASDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.23

1.24

-0.01

Calmar ratioReturn relative to maximum drawdown

1.74

1.68

+0.06

Martin ratioReturn relative to average drawdown

6.36

6.22

+0.15

CEMU.AS vs. IMAE.AS - Sharpe Ratio Comparison

The current CEMU.AS Sharpe Ratio is 1.23, which is comparable to the IMAE.AS Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of CEMU.AS and IMAE.AS, 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


CEMU.ASIMAE.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.25

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.69

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.58

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.53

-0.03

Drawdowns

CEMU.AS vs. IMAE.AS - Drawdown Comparison

The maximum CEMU.AS drawdown since its inception was -38.38%, which is greater than IMAE.AS's maximum drawdown of -35.60%. Use the drawdown chart below to compare losses from any high point for CEMU.AS and IMAE.AS.


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Drawdown Indicators


CEMU.ASIMAE.ASDifference

Max Drawdown

Largest peak-to-trough decline

-38.38%

-35.60%

-2.78%

Max Drawdown (1Y)

Largest decline over 1 year

-10.17%

-9.47%

-0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-15.40%

-16.51%

+1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-24.51%

-19.44%

-5.07%

Max Drawdown (10Y)

Largest decline over 10 years

-38.38%

-35.60%

-2.78%

Current Drawdown

Current decline from peak

-0.56%

-1.69%

+1.13%

Average Drawdown

Average peak-to-trough decline

-6.24%

-5.32%

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

2.56%

+0.23%

Volatility

CEMU.AS vs. IMAE.AS - Volatility Comparison

iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEMU.AS) and iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS) have volatilities of 4.60% and 4.39%, 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


CEMU.ASIMAE.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

4.39%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

11.95%

10.62%

+1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

14.49%

12.76%

+1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.16%

14.15%

+2.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.08%

15.54%

+1.54%

CEMU.AS vs. IMAE.AS - Expense Ratio Comparison

CEMU.AS has a 0.12% expense ratio, which is lower than IMAE.AS's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CEMU.AS vs. IMAE.AS - Dividend Comparison

Neither CEMU.AS nor IMAE.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, CEMU.AS and IMAE.AS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, CEMU.AS is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CEMU.AS is cheaper with a 0.12% expense ratio, compared with 0.20% for IMAE.AS.

CEMU.AS tracks MSCI EMU NR EUR, while IMAE.AS tracks MSCI Europe NR EUR. Their fees differ too: 0.12% for CEMU.AS and 0.20% for IMAE.AS.

Portfolio Optimizer

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