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

Performance

CEMU.AS vs. VEUR.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 Vanguard FTSE Developed Europe UCITS ETF (VEUR.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 VEUR.AS's 7.16% return. Over the past 10 years, CEMU.AS has outperformed VEUR.AS with an annualized return of 10.03%, while VEUR.AS has yielded a comparatively lower 9.23% 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%

VEUR.AS

1D
0.57%
1M
3.20%
YTD
7.16%
6M
9.88%
1Y
16.32%
3Y*
14.06%
5Y*
9.93%
10Y*
9.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEMU.AS vs. VEUR.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%
VEUR.AS
Vanguard FTSE Developed Europe UCITS ETF
7.16%19.69%10.27%16.15%-10.11%25.55%-2.72%25.95%-10.04%10.80%

Correlation

The correlation between CEMU.AS and VEUR.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

0.96

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 VEUR.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. VEUR.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

VEUR.AS
VEUR.AS Risk / Return Rank: 3737
Overall Rank
VEUR.AS Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VEUR.AS Sortino Ratio Rank: 3636
Sortino Ratio Rank
VEUR.AS Omega Ratio Rank: 3636
Omega Ratio Rank
VEUR.AS Calmar Ratio Rank: 3535
Calmar Ratio Rank
VEUR.AS Martin Ratio Rank: 4141
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. VEUR.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 Vanguard FTSE Developed Europe UCITS ETF (VEUR.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.ASVEUR.ASDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

+0.01

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

6.34

+0.03

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

The current CEMU.AS Sharpe Ratio is 1.23, which is comparable to the VEUR.AS Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of CEMU.AS and VEUR.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.ASVEUR.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.26

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.69

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.59

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.53

-0.03

Drawdowns

CEMU.AS vs. VEUR.AS - Drawdown Comparison

The maximum CEMU.AS drawdown since its inception was -38.38%, which is greater than VEUR.AS's maximum drawdown of -35.63%. Use the drawdown chart below to compare losses from any high point for CEMU.AS and VEUR.AS.


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Drawdown Indicators


CEMU.ASVEUR.ASDifference

Max Drawdown

Largest peak-to-trough decline

-38.38%

-35.63%

-2.75%

Max Drawdown (1Y)

Largest decline over 1 year

-10.17%

-9.59%

-0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-15.40%

-16.41%

+1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-24.51%

-20.19%

-4.32%

Max Drawdown (10Y)

Largest decline over 10 years

-38.38%

-35.63%

-2.75%

Current Drawdown

Current decline from peak

-0.56%

-1.62%

+1.06%

Average Drawdown

Average peak-to-trough decline

-6.24%

-5.29%

-0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

2.55%

+0.24%

Volatility

CEMU.AS vs. VEUR.AS - Volatility Comparison

iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEMU.AS) has a higher volatility of 4.60% compared to Vanguard FTSE Developed Europe UCITS ETF (VEUR.AS) at 4.38%. This indicates that CEMU.AS's price experiences larger fluctuations and is considered to be riskier than VEUR.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEMU.ASVEUR.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

4.38%

+0.22%

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%

12.81%

+1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.16%

14.22%

+1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.08%

15.51%

+1.57%

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

CEMU.AS has a 0.12% expense ratio, which is higher than VEUR.AS's 0.10% 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

CEMU.AS vs. VEUR.AS - Dividend Comparison

CEMU.AS has not paid dividends to shareholders, while VEUR.AS's dividend yield for the trailing twelve months is around 2.60%.


PositionTTM20252024202320222021202020192018201720162015
CEMU.AS
iShares Core MSCI EMU UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEUR.AS
Vanguard FTSE Developed Europe UCITS ETF
2.60%2.79%3.04%3.00%3.32%2.66%2.24%3.24%3.62%3.05%3.19%3.10%

Frequently Asked Questions


With a correlation of 0.95, CEMU.AS and VEUR.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, VEUR.AS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEUR.AS is cheaper with a 0.10% expense ratio, compared with 0.12% for CEMU.AS.

CEMU.AS tracks MSCI EMU NR EUR, while VEUR.AS tracks MSCI Europe NR EUR. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.12% for CEMU.AS and 0.10% for VEUR.AS.

Portfolio Optimizer

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