IEMD.L vs. CEMR.DE
Compare and contrast key facts about iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist) (IEMD.L) and iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE).
IEMD.L 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. IEMD.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe Growth NR EUR. It was launched on Feb 23, 2018. 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 IEMD.L 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: IEMD.L or CEMR.DE.
Key characteristics
| IEMD.L | CEMR.DE | |
|---|---|---|
| YTD Return | 21.32% | 21.31% |
| 1Y Return | 29.33% | 29.41% |
| 3Y Return (Ann) | 4.68% | 4.58% |
| 5Y Return (Ann) | 10.21% | 10.06% |
| Sharpe Ratio | 2.27 | 2.12 |
| Sortino Ratio | 3.00 | 2.80 |
| Omega Ratio | 1.42 | 1.38 |
| Calmar Ratio | 2.70 | 2.54 |
| Martin Ratio | 13.08 | 12.18 |
| Ulcer Index | 2.16% | 2.17% |
| Daily Std Dev | 12.44% | 12.44% |
| Max Drawdown | -30.77% | -31.78% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between IEMD.L and CEMR.DE is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IEMD.L vs. CEMR.DE - Performance Comparison
The year-to-date returns for both stocks are quite close, with IEMD.L having a 21.32% return and CEMR.DE slightly lower at 21.31%. 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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IEMD.L vs. CEMR.DE - Expense Ratio Comparison
Both IEMD.L and CEMR.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
IEMD.L vs. CEMR.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist) (IEMD.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.
Dividends
IEMD.L vs. CEMR.DE - Dividend Comparison
IEMD.L's dividend yield for the trailing twelve months is around 2.49%, while CEMR.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
IEMD.L iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist) | 2.49% | 2.78% | 2.90% | 1.77% | 1.36% | 2.00% | 2.51% |
CEMR.DE iShares Edge MSCI Europe Momentum Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IEMD.L vs. CEMR.DE - Drawdown Comparison
The maximum IEMD.L drawdown since its inception was -30.77%, roughly equal to the maximum CEMR.DE drawdown of -31.78%. Use the drawdown chart below to compare losses from any high point for IEMD.L and CEMR.DE. For additional features, visit the drawdowns tool.
Volatility
IEMD.L vs. CEMR.DE - Volatility Comparison
iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist) (IEMD.L) and iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) have volatilities of 4.49% and 4.40%, 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.