EXH5.DE vs. CEMR.DE
EXH5.DE (iShares STOXX Europe 600 Insurance UCITS ETF (DE)) and CEMR.DE (iShares Edge MSCI Europe Momentum Factor UCITS ETF) are both exchange-traded funds - EXH5.DE is a Financials Equities fund tracking the STOXX® Europe 600 Insurance, while CEMR.DE is a Momentum fund tracking the MSCI Europe Momentum Index. Both are passively managed. Over the past 10 years, EXH5.DE returned 11.04%/yr vs 11.36%/yr for CEMR.DE. A 0.68 correlation means they provide meaningful diversification when combined. EXH5.DE charges 0.46%/yr vs 0.25%/yr for CEMR.DE.
Performance
EXH5.DE vs. CEMR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXH5.DE achieves a -2.53% return, which is significantly lower than CEMR.DE's 7.91% return. Both investments have delivered pretty close results over the past 10 years, with EXH5.DE having a 11.04% annualized return and CEMR.DE not far ahead at 11.36%.
EXH5.DE
- 1D
- 0.28%
- 1M
- -3.87%
- YTD
- -2.53%
- 6M
- 3.06%
- 1Y
- 2.56%
- 3Y*
- 18.16%
- 5Y*
- 13.96%
- 10Y*
- 11.04%
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%
EXH5.DE vs. CEMR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXH5.DE iShares STOXX Europe 600 Insurance UCITS ETF (DE) | -2.53% | 29.72% | 22.68% | 12.56% | 3.63% | 19.44% | -10.66% | 30.48% | -7.15% | 11.47% |
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 EXH5.DE and CEMR.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 | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.68 |
The correlation between EXH5.DE and CEMR.DE has been stable across timeframes, ranging from 0.64 to 0.69 - a consistent structural relationship.
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Return for Risk
EXH5.DE vs. CEMR.DE — Risk / Return Rank
EXH5.DE
CEMR.DE
EXH5.DE vs. CEMR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.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.
| EXH5.DE | CEMR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.19 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 1.49 | -1.11 |
| Martin ratioReturn relative to average drawdown | 0.78 | 5.53 | -4.74 |
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
| EXH5.DE | CEMR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | 1.01 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.69 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.68 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.61 | -0.30 |
Drawdowns
EXH5.DE vs. CEMR.DE - Drawdown Comparison
The maximum EXH5.DE drawdown since its inception was -73.44%, 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 EXH5.DE and CEMR.DE.
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Drawdown Indicators
| EXH5.DE | CEMR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.44% | -31.78% | -41.66% |
Max Drawdown (1Y)Largest decline over 1 year | -7.40% | -11.73% | +4.33% |
Max Drawdown (3Y)Largest decline over 3 years | -12.31% | -15.75% | +3.44% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -23.73% | +5.10% |
Max Drawdown (10Y)Largest decline over 10 years | -46.55% | -31.78% | -14.77% |
Current DrawdownCurrent decline from peak | -5.47% | -1.48% | -3.99% |
Average DrawdownAverage peak-to-trough decline | -15.47% | -6.03% | -9.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 3.16% | +0.41% |
Volatility
EXH5.DE vs. CEMR.DE - Volatility Comparison
iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.DE) has a higher volatility of 4.83% compared to iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) at 4.42%. This indicates that EXH5.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.
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Volatility by Period
| EXH5.DE | CEMR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 4.42% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 11.66% | 14.63% | -2.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 17.29% | -2.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.59% | 16.37% | +0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 16.48% | +3.45% |
EXH5.DE vs. CEMR.DE - Expense Ratio Comparison
EXH5.DE has a 0.46% expense ratio, which is higher than CEMR.DE's 0.25% expense ratio.
Dividends
EXH5.DE vs. CEMR.DE - Dividend Comparison
EXH5.DE's dividend yield for the trailing twelve months is around 3.48%, while CEMR.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EXH5.DE iShares STOXX Europe 600 Insurance UCITS ETF (DE) | 3.48% | 3.39% | 3.59% | 3.79% | 4.51% | 3.56% | 2.52% | 3.84% | 4.03% | 4.87% | 4.34% | 3.67% |
Frequently Asked Questions
EXH5.DE and CEMR.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, CEMR.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CEMR.DE is cheaper with a 0.25% expense ratio, compared with 0.46% for EXH5.DE.
EXH5.DE is categorized as Financials Equities, while CEMR.DE is Momentum. EXH5.DE tracks STOXX® Europe 600 Insurance, while CEMR.DE tracks MSCI Europe Momentum Index. Their fees differ too: 0.46% for EXH5.DE and 0.25% for CEMR.DE.
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