SGBX.L vs. CEMR.DE
Compare and contrast key facts about WisdomTree Physical Swiss Gold (SGBX.L) and iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE).
SGBX.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. SGBX.L is a passively managed fund by WisdomTree that tracks the performance of the Gold. It was launched on Dec 16, 2009. 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 SGBX.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.
Performance
SGBX.L vs. CEMR.DE - Performance Comparison
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SGBX.L vs. CEMR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGBX.L WisdomTree Physical Swiss Gold | 11.94% | 53.55% | 28.13% | 7.24% | 12.36% | -3.37% | 20.00% | 14.67% | 4.35% | -3.78% |
CEMR.DE iShares Edge MSCI Europe Momentum Factor UCITS ETF | 2.22% | 33.79% | 14.78% | 10.54% | -10.69% | 13.63% | 16.99% | 24.81% | -9.47% | 11.33% |
Different Trading Currencies
SGBX.L is traded in GBp, while CEMR.DE is traded in EUR. To make them comparable, the CEMR.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, SGBX.L achieves a 11.94% return, which is significantly higher than CEMR.DE's 2.22% return.
SGBX.L
- 1D
- 2.66%
- 1M
- -9.74%
- YTD
- 11.94%
- 6M
- 25.04%
- 1Y
- 47.97%
- 3Y*
- 30.68%
- 5Y*
- 23.28%
- 10Y*
- —
CEMR.DE
- 1D
- 4.48%
- 1M
- -3.24%
- YTD
- 2.22%
- 6M
- 7.09%
- 1Y
- 24.20%
- 3Y*
- 18.41%
- 5Y*
- 11.84%
- 10Y*
- 12.14%
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SGBX.L vs. CEMR.DE - Expense Ratio Comparison
SGBX.L has a 0.15% expense ratio, which is lower than CEMR.DE's 0.25% 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
SGBX.L vs. CEMR.DE — Risk / Return Rank
SGBX.L
CEMR.DE
SGBX.L vs. CEMR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Physical Swiss Gold (SGBX.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.
| SGBX.L | CEMR.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.97 | 1.29 | +0.68 |
Sortino ratioReturn per unit of downside risk | 2.44 | 1.84 | +0.60 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.26 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.69 | 2.00 | +0.68 |
Martin ratioReturn relative to average drawdown | 11.43 | 7.81 | +3.62 |
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
| SGBX.L | CEMR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.97 | 1.29 | +0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.45 | 0.73 | +0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.98 | 0.68 | +0.30 |
Correlation
The correlation between SGBX.L and CEMR.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
SGBX.L vs. CEMR.DE - Dividend Comparison
Neither SGBX.L nor CEMR.DE has paid dividends to shareholders.
Drawdowns
SGBX.L vs. CEMR.DE - Drawdown Comparison
The maximum SGBX.L drawdown since its inception was -22.29%, smaller than the maximum CEMR.DE drawdown of -24.16%. Use the drawdown chart below to compare losses from any high point for SGBX.L and CEMR.DE.
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Drawdown Indicators
| SGBX.L | CEMR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.29% | -31.78% | +9.49% |
Max Drawdown (1Y)Largest decline over 1 year | -18.07% | -12.36% | -5.71% |
Max Drawdown (5Y)Largest decline over 5 years | -18.07% | -23.73% | +5.66% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.78% | — |
Current DrawdownCurrent decline from peak | -9.74% | -6.19% | -3.55% |
Average DrawdownAverage peak-to-trough decline | -5.94% | -6.08% | +0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.24% | 3.16% | +1.08% |
Volatility
SGBX.L vs. CEMR.DE - Volatility Comparison
WisdomTree Physical Swiss Gold (SGBX.L) has a higher volatility of 11.53% compared to iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) at 8.81%. This indicates that SGBX.L'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
| SGBX.L | CEMR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.53% | 8.81% | +2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 21.11% | 13.41% | +7.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.21% | 18.64% | +5.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 16.11% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.14% | 16.24% | -1.10% |