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IEUX.AS vs. CEMU.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEUX.AS vs. CEMU.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Europe ex-UK UCITS ETF (IEUX.AS) and iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEMU.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IEUX.AS achieves a 6.39% return, which is significantly lower than CEMU.AS's 8.03% return. Over the past 10 years, IEUX.AS has underperformed CEMU.AS with an annualized return of 9.33%, while CEMU.AS has yielded a comparatively higher 10.00% annualized return.


IEUX.AS

1D
-0.82%
1M
4.66%
YTD
6.39%
6M
9.74%
1Y
14.70%
3Y*
12.75%
5Y*
8.88%
10Y*
9.33%

CEMU.AS

1D
-0.71%
1M
5.96%
YTD
8.03%
6M
10.68%
1Y
17.68%
3Y*
15.62%
5Y*
10.48%
10Y*
10.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEUX.AS vs. CEMU.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEUX.AS
iShares MSCI Europe ex-UK UCITS ETF
6.39%19.55%7.52%17.22%-12.30%25.00%1.67%26.50%-10.21%11.50%
CEMU.AS
iShares Core MSCI EMU UCITS ETF EUR (Acc)
8.03%24.42%10.08%18.65%-11.71%23.11%-0.54%25.09%-11.82%12.65%

Correlation

The correlation between IEUX.AS and CEMU.AS is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.96

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

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2014

0.97

The correlation between IEUX.AS and CEMU.AS has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

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Return for Risk

IEUX.AS vs. CEMU.AS — Risk / Return Rank

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

IEUX.AS
IEUX.AS Risk / Return Rank: 3131
Overall Rank
IEUX.AS Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
IEUX.AS Sortino Ratio Rank: 3030
Sortino Ratio Rank
IEUX.AS Omega Ratio Rank: 3030
Omega Ratio Rank
IEUX.AS Calmar Ratio Rank: 3030
Calmar Ratio Rank
IEUX.AS Martin Ratio Rank: 3636
Martin Ratio Rank

CEMU.AS
CEMU.AS Risk / Return Rank: 3535
Overall Rank
CEMU.AS Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CEMU.AS Sortino Ratio Rank: 3434
Sortino Ratio Rank
CEMU.AS Omega Ratio Rank: 3434
Omega Ratio Rank
CEMU.AS Calmar Ratio Rank: 3535
Calmar Ratio Rank
CEMU.AS Martin Ratio Rank: 4040
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.

IEUX.AS vs. CEMU.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ex-UK UCITS ETF (IEUX.AS) and iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEMU.AS). 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.


IEUX.ASCEMU.ASDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.20

1.23

-0.03

Calmar ratioReturn relative to maximum drawdown

1.46

1.72

-0.26

Martin ratioReturn relative to average drawdown

5.39

6.26

-0.87

IEUX.AS vs. CEMU.AS - Sharpe Ratio Comparison

The current IEUX.AS Sharpe Ratio is 1.07, which is comparable to the CEMU.AS Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of IEUX.AS and CEMU.AS, 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


IEUX.ASCEMU.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.21

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.64

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.58

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.49

-0.20

Drawdowns

IEUX.AS vs. CEMU.AS - Drawdown Comparison

The maximum IEUX.AS drawdown since its inception was -60.28%, which is greater than CEMU.AS's maximum drawdown of -38.38%. Use the drawdown chart below to compare losses from any high point for IEUX.AS and CEMU.AS.


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Drawdown Indicators


IEUX.ASCEMU.ASDifference

Max Drawdown

Largest peak-to-trough decline

-60.28%

-38.38%

-21.90%

Max Drawdown (1Y)

Largest decline over 1 year

-9.94%

-10.17%

+0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-16.22%

-15.40%

-0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-22.47%

-24.51%

+2.04%

Max Drawdown (10Y)

Largest decline over 10 years

-34.79%

-38.38%

+3.59%

Current Drawdown

Current decline from peak

-2.02%

-1.15%

-0.87%

Average Drawdown

Average peak-to-trough decline

-14.68%

-6.25%

-8.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.80%

-0.10%

Volatility

IEUX.AS vs. CEMU.AS - Volatility Comparison

The current volatility for iShares MSCI Europe ex-UK UCITS ETF (IEUX.AS) is 4.86%, while iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEMU.AS) has a volatility of 5.30%. This indicates that IEUX.AS experiences smaller price fluctuations and is considered to be less risky than CEMU.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEUX.ASCEMU.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

5.30%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

11.18%

11.94%

-0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

13.58%

14.48%

-0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.96%

16.16%

-1.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.72%

17.09%

-1.37%

IEUX.AS vs. CEMU.AS - Expense Ratio Comparison

IEUX.AS has a 0.40% expense ratio, which is higher than CEMU.AS's 0.12% expense ratio.


Dividends

IEUX.AS vs. CEMU.AS - Dividend Comparison

IEUX.AS's dividend yield for the trailing twelve months is around 2.00%, while CEMU.AS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CEMU.AS
iShares Core MSCI EMU UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IEUX.AS
iShares MSCI Europe ex-UK UCITS ETF
2.00%2.15%2.36%2.37%2.34%1.62%1.43%2.33%2.65%2.27%2.31%2.16%

Frequently Asked Questions


With a correlation of 0.96, IEUX.AS and CEMU.AS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

CEMU.AS is cheaper with a 0.12% expense ratio, compared with 0.40% for IEUX.AS.

IEUX.AS tracks MSCI Europe Ex UK NR EUR, while CEMU.AS tracks MSCI EMU NR EUR. Their fees differ too: 0.40% for IEUX.AS and 0.12% for CEMU.AS.

Portfolio Optimizer

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