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CEU2.L vs. IS3R.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEU2.L vs. IS3R.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Core MSCI Europe UCITS ETF DR (CEU2.L) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CEU2.L is traded in USD, while IS3R.DE is traded in EUR. To make them comparable, the IS3R.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CEU2.L achieves a 5.49% return, which is significantly lower than IS3R.DE's 21.10% return.


CEU2.L

1D
-1.01%
1M
-1.11%
YTD
5.49%
6M
8.57%
1Y
16.45%
3Y*
16.31%
5Y*
8.70%
10Y*

IS3R.DE

1D
-0.89%
1M
7.86%
YTD
21.10%
6M
23.22%
1Y
33.71%
3Y*
29.49%
5Y*
13.60%
10Y*
15.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEU2.L vs. IS3R.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CEU2.L
Amundi Core MSCI Europe UCITS ETF DR
5.49%34.96%2.14%19.74%-14.16%16.28%
IS3R.DE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
21.08%22.35%30.07%11.51%-18.36%9.60%

Correlation

The correlation between CEU2.L and IS3R.DE is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

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

0.61

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

0.67

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2021

0.67

The correlation between CEU2.L and IS3R.DE has been stable across timeframes, ranging from 0.61 to 0.67 - a consistent structural relationship.

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Return for Risk

CEU2.L vs. IS3R.DE — Risk / Return Rank

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

CEU2.L
CEU2.L Risk / Return Rank: 3333
Overall Rank
CEU2.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CEU2.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
CEU2.L Omega Ratio Rank: 3333
Omega Ratio Rank
CEU2.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
CEU2.L Martin Ratio Rank: 3636
Martin Ratio Rank

IS3R.DE
IS3R.DE Risk / Return Rank: 6262
Overall Rank
IS3R.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IS3R.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
IS3R.DE Omega Ratio Rank: 5555
Omega Ratio Rank
IS3R.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
IS3R.DE Martin Ratio Rank: 7272
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.

CEU2.L vs. IS3R.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Core MSCI Europe UCITS ETF DR (CEU2.L) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.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.


CEU2.LIS3R.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-1.18

Omega ratioGain probability vs. loss probability

1.20

1.33

-0.13

Calmar ratioReturn relative to maximum drawdown

1.43

2.91

-1.48

Martin ratioReturn relative to average drawdown

5.07

12.20

-7.12

CEU2.L vs. IS3R.DE - Sharpe Ratio Comparison

The current CEU2.L Sharpe Ratio is 1.07, which is lower than the IS3R.DE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of CEU2.L and IS3R.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


CEU2.LIS3R.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.87

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.73

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.80

-0.17

Drawdowns

CEU2.L vs. IS3R.DE - Drawdown Comparison

The maximum CEU2.L drawdown since its inception was -30.85%, roughly equal to the maximum IS3R.DE drawdown of -31.26%. Use the drawdown chart below to compare losses from any high point for CEU2.L and IS3R.DE.


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Drawdown Indicators


CEU2.LIS3R.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.85%

-31.26%

+0.41%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-11.54%

+0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-14.49%

-19.94%

+5.45%

Max Drawdown (5Y)

Largest decline over 5 years

-30.85%

-29.86%

-0.99%

Max Drawdown (10Y)

Largest decline over 10 years

-31.26%

Current Drawdown

Current decline from peak

-2.57%

-0.89%

-1.68%

Average Drawdown

Average peak-to-trough decline

-5.77%

-6.13%

+0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

2.75%

+0.48%

Volatility

CEU2.L vs. IS3R.DE - Volatility Comparison

The current volatility for Amundi Core MSCI Europe UCITS ETF DR (CEU2.L) is 4.64%, while iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) has a volatility of 6.32%. This indicates that CEU2.L experiences smaller price fluctuations and is considered to be less risky than IS3R.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEU2.LIS3R.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

6.32%

-1.68%

Volatility (6M)

Calculated over the trailing 6-month period

12.89%

15.43%

-2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

15.32%

17.97%

-2.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.41%

18.46%

-1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.21%

17.89%

-0.68%

CEU2.L vs. IS3R.DE - Expense Ratio Comparison

CEU2.L has a 0.12% expense ratio, which is lower than IS3R.DE'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%.


Dividends

CEU2.L vs. IS3R.DE - Dividend Comparison

Neither CEU2.L nor IS3R.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CEU2.L and IS3R.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CEU2.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CEU2.L is cheaper with a 0.12% expense ratio, compared with 0.25% for IS3R.DE.

CEU2.L is categorized as Europe Equities, while IS3R.DE is Momentum. CEU2.L tracks MSCI Europe Index, while IS3R.DE tracks MSCI World Momentum Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.12% for CEU2.L and 0.25% for IS3R.DE.

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