CEU1.L vs. EEM
Compare and contrast key facts about iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEU1.L) and iShares MSCI Emerging Markets ETF (EEM).
CEU1.L and EEM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CEU1.L is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Jan 12, 2010. EEM is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Index. It was launched on Apr 11, 2003. Both CEU1.L and EEM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CEU1.L or EEM.
Performance
CEU1.L vs. EEM - Performance Comparison
Returns By Period
In the year-to-date period, CEU1.L achieves a 3.33% return, which is significantly lower than EEM's 8.78% return. Over the past 10 years, CEU1.L has outperformed EEM with an annualized return of 7.61%, while EEM has yielded a comparatively lower 2.45% annualized return.
CEU1.L
3.33%
-3.39%
-6.81%
7.51%
6.43%
7.61%
EEM
8.78%
-5.40%
0.25%
13.23%
2.53%
2.45%
Key characteristics
| CEU1.L | EEM | |
|---|---|---|
| Sharpe Ratio | 0.62 | 0.86 |
| Sortino Ratio | 0.93 | 1.30 |
| Omega Ratio | 1.11 | 1.16 |
| Calmar Ratio | 0.79 | 0.44 |
| Martin Ratio | 1.90 | 4.10 |
| Ulcer Index | 3.85% | 3.26% |
| Daily Std Dev | 11.76% | 15.60% |
| Max Drawdown | -31.47% | -66.44% |
| Current Drawdown | -7.33% | -19.12% |
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CEU1.L vs. EEM - Expense Ratio Comparison
CEU1.L has a 0.12% expense ratio, which is lower than EEM's 0.68% expense ratio.
Correlation
The correlation between CEU1.L and EEM is 0.51, 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.
Risk-Adjusted Performance
CEU1.L vs. EEM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEU1.L) and iShares MSCI Emerging Markets ETF (EEM). 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.
Dividends
CEU1.L vs. EEM - Dividend Comparison
CEU1.L has not paid dividends to shareholders, while EEM's dividend yield for the trailing twelve months is around 2.39%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEU1.L iShares VII plc -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% |
EEM iShares MSCI Emerging Markets ETF | 2.39% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.24% | 1.89% | 1.89% | 2.49% | 2.23% | 2.06% |
Drawdowns
CEU1.L vs. EEM - Drawdown Comparison
The maximum CEU1.L drawdown since its inception was -31.47%, smaller than the maximum EEM drawdown of -66.44%. Use the drawdown chart below to compare losses from any high point for CEU1.L and EEM. For additional features, visit the drawdowns tool.
Volatility
CEU1.L vs. EEM - Volatility Comparison
iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEU1.L) has a higher volatility of 5.43% compared to iShares MSCI Emerging Markets ETF (EEM) at 4.82%. This indicates that CEU1.L's price experiences larger fluctuations and is considered to be riskier than EEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.