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CEMU.AS vs. WPEA.PA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CEMU.AS vs. WPEA.PA - 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 MSCI World Swap PEA UCITS ETF (WPEA.PA). The values are adjusted to include any dividend payments, if applicable.

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CEMU.AS vs. WPEA.PA - Yearly Performance Comparison


2026 (YTD)20252024
CEMU.AS
iShares Core MSCI EMU UCITS ETF EUR (Acc)
0.12%24.42%0.51%
WPEA.PA
iShares MSCI World Swap PEA UCITS ETF
-1.17%6.89%14.51%

Returns By Period

In the year-to-date period, CEMU.AS achieves a 0.12% return, which is significantly higher than WPEA.PA's -1.17% return.


CEMU.AS

1D
2.87%
1M
-3.76%
YTD
0.12%
6M
4.53%
1Y
14.45%
3Y*
13.35%
5Y*
9.97%
10Y*
9.55%

WPEA.PA

1D
2.00%
1M
-3.13%
YTD
-1.17%
6M
2.03%
1Y
11.93%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CEMU.AS vs. WPEA.PA - Expense Ratio Comparison

CEMU.AS has a 0.12% expense ratio, which is lower than WPEA.PA's 0.25% 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%.


Return for Risk

CEMU.AS vs. WPEA.PA — 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: 5858
Overall Rank
CEMU.AS Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
CEMU.AS Sortino Ratio Rank: 4343
Sortino Ratio Rank
CEMU.AS Omega Ratio Rank: 4444
Omega Ratio Rank
CEMU.AS Calmar Ratio Rank: 8080
Calmar Ratio Rank
CEMU.AS Martin Ratio Rank: 7979
Martin Ratio Rank

WPEA.PA
WPEA.PA Risk / Return Rank: 5959
Overall Rank
WPEA.PA Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
WPEA.PA Sortino Ratio Rank: 3535
Sortino Ratio Rank
WPEA.PA Omega Ratio Rank: 3939
Omega Ratio Rank
WPEA.PA Calmar Ratio Rank: 9292
Calmar Ratio Rank
WPEA.PA Martin Ratio Rank: 9292
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. WPEA.PA - 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 MSCI World Swap PEA UCITS ETF (WPEA.PA). 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.ASWPEA.PADifference

Sharpe ratio

Return per unit of total volatility

0.89

0.74

+0.15

Sortino ratio

Return per unit of downside risk

1.26

1.08

+0.17

Omega ratio

Gain probability vs. loss probability

1.18

1.17

+0.02

Calmar ratio

Return relative to maximum drawdown

2.40

3.60

-1.20

Martin ratio

Return relative to average drawdown

9.37

13.91

-4.55

CEMU.AS vs. WPEA.PA - Sharpe Ratio Comparison

The current CEMU.AS Sharpe Ratio is 0.89, which is comparable to the WPEA.PA Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of CEMU.AS and WPEA.PA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CEMU.ASWPEA.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.74

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.66

-0.20

Correlation

The correlation between CEMU.AS and WPEA.PA is 0.69, 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.


Dividends

CEMU.AS vs. WPEA.PA - Dividend Comparison

Neither CEMU.AS nor WPEA.PA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CEMU.AS vs. WPEA.PA - Drawdown Comparison

The maximum CEMU.AS drawdown since its inception was -38.38%, which is greater than WPEA.PA's maximum drawdown of -21.59%. Use the drawdown chart below to compare losses from any high point for CEMU.AS and WPEA.PA.


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Drawdown Indicators


CEMU.ASWPEA.PADifference

Max Drawdown

Largest peak-to-trough decline

-38.38%

-21.59%

-16.79%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-13.18%

+0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-24.51%

Max Drawdown (10Y)

Largest decline over 10 years

-38.38%

Current Drawdown

Current decline from peak

-6.14%

-4.07%

-2.07%

Average Drawdown

Average peak-to-trough decline

-6.30%

-3.23%

-3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

1.69%

+0.92%

Volatility

CEMU.AS vs. WPEA.PA - Volatility Comparison

iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEMU.AS) has a higher volatility of 6.33% compared to iShares MSCI World Swap PEA UCITS ETF (WPEA.PA) at 4.31%. This indicates that CEMU.AS's price experiences larger fluctuations and is considered to be riskier than WPEA.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEMU.ASWPEA.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

4.31%

+2.02%

Volatility (6M)

Calculated over the trailing 6-month period

10.11%

8.26%

+1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

16.06%

15.89%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.92%

14.87%

+1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.02%

14.87%

+2.15%