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OM3M.DE vs. CEMF.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OM3M.DE vs. CEMF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Treasury Bond 3-7 UCITS ETF USD Dist (OM3M.DE) and iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc (CEMF.DE). The values are adjusted to include any dividend payments, if applicable.

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OM3M.DE vs. CEMF.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, OM3M.DE achieves a 0.97% return, which is significantly higher than CEMF.DE's -0.73% return.


OM3M.DE

1D
-0.64%
1M
-0.35%
YTD
0.97%
6M
1.81%
1Y
-3.79%
3Y*
1.09%
5Y*
0.62%
10Y*

CEMF.DE

1D
0.29%
1M
-1.76%
YTD
-0.73%
6M
-0.21%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OM3M.DE vs. CEMF.DE - Expense Ratio Comparison

OM3M.DE has a 0.07% expense ratio, which is lower than CEMF.DE's 0.10% 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%.


Return for Risk

OM3M.DE vs. CEMF.DE — Risk / Return Rank

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

OM3M.DE
OM3M.DE Risk / Return Rank: 44
Overall Rank
OM3M.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
OM3M.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
OM3M.DE Omega Ratio Rank: 33
Omega Ratio Rank
OM3M.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
OM3M.DE Martin Ratio Rank: 66
Martin Ratio Rank

CEMF.DE
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.

OM3M.DE vs. CEMF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 3-7 UCITS ETF USD Dist (OM3M.DE) and iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc (CEMF.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.


OM3M.DECEMF.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.54

Sortino ratio

Return per unit of downside risk

-0.67

Omega ratio

Gain probability vs. loss probability

0.92

Calmar ratio

Return relative to maximum drawdown

-0.44

Martin ratio

Return relative to average drawdown

-0.69

OM3M.DE vs. CEMF.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


OM3M.DECEMF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.62

-0.36

Correlation

The correlation between OM3M.DE and CEMF.DE is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

OM3M.DE vs. CEMF.DE - Dividend Comparison

OM3M.DE's dividend yield for the trailing twelve months is around 3.36%, while CEMF.DE has not paid dividends to shareholders.


TTM2025202420232022202120202019
OM3M.DE
iShares USD Treasury Bond 3-7 UCITS ETF USD Dist
3.36%3.78%3.19%2.59%1.31%0.83%1.81%2.08%
CEMF.DE
iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

OM3M.DE vs. CEMF.DE - Drawdown Comparison

The maximum OM3M.DE drawdown since its inception was -13.79%, which is greater than CEMF.DE's maximum drawdown of -3.14%. Use the drawdown chart below to compare losses from any high point for OM3M.DE and CEMF.DE.


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Drawdown Indicators


OM3M.DECEMF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.79%

-3.14%

-10.65%

Max Drawdown (1Y)

Largest decline over 1 year

-7.06%

Max Drawdown (5Y)

Largest decline over 5 years

-12.25%

Current Drawdown

Current decline from peak

-7.35%

-2.29%

-5.06%

Average Drawdown

Average peak-to-trough decline

-6.59%

-0.81%

-5.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.52%

Volatility

OM3M.DE vs. CEMF.DE - Volatility Comparison


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Volatility by Period


OM3M.DECEMF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.92%

Volatility (6M)

Calculated over the trailing 6-month period

3.84%

Volatility (1Y)

Calculated over the trailing 1-year period

6.97%

4.42%

+2.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.59%

4.42%

+3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.24%

4.42%

+2.82%