DBXI.DE vs. CEMR.DE
Compare and contrast key facts about Xtrackers FTSE MIB UCITS ETF (DBXI.DE) and iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE).
DBXI.DE and CEMR.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DBXI.DE is a passively managed fund by Xtrackers that tracks the performance of the FTSE MIB. It was launched on Jan 4, 2007. CEMR.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe Momentum. It was launched on Jan 16, 2015. Both DBXI.DE and CEMR.DE 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: DBXI.DE or CEMR.DE.
Key characteristics
| DBXI.DE | CEMR.DE | |
|---|---|---|
| YTD Return | 17.16% | 21.31% |
| 1Y Return | 26.14% | 29.41% |
| 3Y Return (Ann) | 12.33% | 4.58% |
| 5Y Return (Ann) | 11.85% | 10.06% |
| Sharpe Ratio | 1.83 | 2.12 |
| Sortino Ratio | 2.42 | 2.80 |
| Omega Ratio | 1.32 | 1.38 |
| Calmar Ratio | 2.33 | 2.54 |
| Martin Ratio | 9.26 | 12.18 |
| Ulcer Index | 2.63% | 2.17% |
| Daily Std Dev | 13.39% | 12.44% |
| Max Drawdown | -69.40% | -31.78% |
| Current Drawdown | -2.50% | 0.00% |
Correlation
The correlation between DBXI.DE and CEMR.DE is 0.62, 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.
Performance
DBXI.DE vs. CEMR.DE - Performance Comparison
In the year-to-date period, DBXI.DE achieves a 17.16% return, which is significantly lower than CEMR.DE's 21.31% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DBXI.DE vs. CEMR.DE - Expense Ratio Comparison
DBXI.DE has a 0.30% expense ratio, which is higher than CEMR.DE's 0.25% expense ratio.
Risk-Adjusted Performance
DBXI.DE vs. CEMR.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE MIB UCITS ETF (DBXI.DE) 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.
Dividends
DBXI.DE vs. CEMR.DE - Dividend Comparison
DBXI.DE's dividend yield for the trailing twelve months is around 4.58%, while CEMR.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 4.58% | 3.78% | 7.45% | 0.94% | 4.23% | 3.33% | 2.66% | 1.94% | 2.51% | 0.15% | 2.24% | 1.82% |
CEMR.DE iShares Edge MSCI Europe Momentum Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DBXI.DE vs. CEMR.DE - Drawdown Comparison
The maximum DBXI.DE drawdown since its inception was -69.40%, 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 DBXI.DE and CEMR.DE. For additional features, visit the drawdowns tool.
Volatility
DBXI.DE vs. CEMR.DE - Volatility Comparison
Xtrackers FTSE MIB UCITS ETF (DBXI.DE) has a higher volatility of 4.77% compared to iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) at 4.40%. This indicates that DBXI.DE's price experiences larger fluctuations and is considered to be riskier than CEMR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.