CSX5.L vs. CEMR.DE
CSX5.L (iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc) and CEMR.DE (iShares Edge MSCI Europe Momentum Factor UCITS ETF) are both exchange-traded funds - CSX5.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while CEMR.DE is a Momentum fund tracking the MSCI Europe Momentum Index. Both are passively managed. Over the past 10 years, CSX5.L returned 10.27%/yr vs 11.36%/yr for CEMR.DE. Their correlation of 0.83 suggests significant overlap in exposure. CSX5.L charges 0.10%/yr vs 0.25%/yr for CEMR.DE.
Performance
CSX5.L vs. CEMR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CSX5.L achieves a 6.76% return, which is significantly lower than CEMR.DE's 7.91% return. Over the past 10 years, CSX5.L has underperformed CEMR.DE with an annualized return of 10.27%, while CEMR.DE has yielded a comparatively higher 11.36% annualized return.
CSX5.L
- 1D
- -0.62%
- 1M
- 1.19%
- YTD
- 6.76%
- 6M
- 7.89%
- 1Y
- 14.88%
- 3Y*
- 15.36%
- 5Y*
- 11.38%
- 10Y*
- 10.27%
CEMR.DE
- 1D
- -0.11%
- 1M
- 0.87%
- YTD
- 7.91%
- 6M
- 11.86%
- 1Y
- 16.81%
- 3Y*
- 20.23%
- 5Y*
- 11.35%
- 10Y*
- 11.36%
CSX5.L vs. CEMR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSX5.L iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc | 6.76% | 21.71% | 11.38% | 22.29% | -8.36% | 23.37% | -2.27% | 28.04% | -11.52% | 10.61% |
CEMR.DE iShares Edge MSCI Europe Momentum Factor UCITS ETF | 7.91% | 27.17% | 20.01% | 12.79% | -15.33% | 22.25% | 10.74% | 31.66% | -10.73% | 11.48% |
Correlation
The correlation between CSX5.L and CEMR.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.83 |
The correlation between CSX5.L and CEMR.DE has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.
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Return for Risk
CSX5.L vs. CEMR.DE — Risk / Return Rank
CSX5.L
CEMR.DE
CSX5.L vs. CEMR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CSX5.L) and iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.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.
| CSX5.L | CEMR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.19 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.49 | -0.12 |
| Martin ratioReturn relative to average drawdown | 4.63 | 5.53 | -0.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSX5.L | CEMR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 1.01 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.69 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.68 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.61 | -0.17 |
Drawdowns
CSX5.L vs. CEMR.DE - Drawdown Comparison
The maximum CSX5.L drawdown since its inception was -37.87%, which is greater than CEMR.DE's maximum drawdown of -31.78%. Use the drawdown chart below to compare losses from any high point for CSX5.L and CEMR.DE.
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Drawdown Indicators
| CSX5.L | CEMR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.87% | -31.78% | -6.09% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -11.73% | +0.86% |
Max Drawdown (3Y)Largest decline over 3 years | -16.34% | -15.75% | -0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -23.61% | -23.73% | +0.12% |
Max Drawdown (10Y)Largest decline over 10 years | -37.87% | -31.78% | -6.09% |
Current DrawdownCurrent decline from peak | -0.64% | -1.48% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -6.97% | -6.03% | -0.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.16% | +0.05% |
Volatility
CSX5.L vs. CEMR.DE - Volatility Comparison
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CSX5.L) and iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) have volatilities of 4.39% and 4.42%, 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
| CSX5.L | CEMR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 4.42% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 12.52% | 14.63% | -2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.65% | 17.29% | -1.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 16.37% | +0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 16.48% | +1.72% |
CSX5.L vs. CEMR.DE - Expense Ratio Comparison
CSX5.L has a 0.10% expense ratio, which is lower than CEMR.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
CSX5.L vs. CEMR.DE - Dividend Comparison
Neither CSX5.L nor CEMR.DE has paid dividends to shareholders.
Frequently Asked Questions
CSX5.L and CEMR.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CSX5.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSX5.L is cheaper with a 0.10% expense ratio, compared with 0.25% for CEMR.DE.
CSX5.L is categorized as Europe Equities, while CEMR.DE is Momentum. CSX5.L tracks MSCI EMU NR EUR, while CEMR.DE tracks MSCI Europe Momentum Index. Their fees differ too: 0.10% for CSX5.L and 0.25% for CEMR.DE.
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