SXR1.DE vs. CEMR.DE
SXR1.DE (iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)) and CEMR.DE (iShares Edge MSCI Europe Momentum Factor UCITS ETF) are both exchange-traded funds - SXR1.DE is a Asia Pacific Equities fund tracking the MSCI Pacific ex Japan, while CEMR.DE is a Momentum fund tracking the MSCI Europe Momentum Index. Both are passively managed. Over the past 10 years, SXR1.DE returned 7.82%/yr vs 12.09%/yr for CEMR.DE. A 0.68 correlation means they provide meaningful diversification when combined. SXR1.DE charges 0.20%/yr vs 0.25%/yr for CEMR.DE.
Performance
SXR1.DE vs. CEMR.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SXR1.DE having a 9.38% return and CEMR.DE slightly lower at 9.13%. Over the past 10 years, SXR1.DE has underperformed CEMR.DE with an annualized return of 7.82%, while CEMR.DE has yielded a comparatively higher 12.09% annualized return.
SXR1.DE
- 1D
- 2.06%
- 1M
- -0.41%
- YTD
- 9.38%
- 6M
- 11.69%
- 1Y
- 15.20%
- 3Y*
- 9.97%
- 5Y*
- 5.88%
- 10Y*
- 7.82%
CEMR.DE
- 1D
- 1.92%
- 1M
- 2.91%
- YTD
- 9.13%
- 6M
- 12.45%
- 1Y
- 20.82%
- 3Y*
- 20.31%
- 5Y*
- 11.56%
- 10Y*
- 12.09%
SXR1.DE vs. CEMR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR1.DE iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) | 9.38% | 7.00% | 11.91% | 2.20% | -0.86% | 13.17% | -2.98% | 21.74% | -6.20% | 10.76% |
CEMR.DE iShares Edge MSCI Europe Momentum Factor UCITS ETF | 9.13% | 27.25% | 20.02% | 12.77% | -15.32% | 22.13% | 10.84% | 31.55% | -10.67% | 11.55% |
Correlation
The correlation between SXR1.DE and CEMR.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2015 | 0.68 |
The correlation between SXR1.DE and CEMR.DE has been stable across timeframes, ranging from 0.66 to 0.68 - a consistent structural relationship.
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Return for Risk
SXR1.DE vs. CEMR.DE — Risk / Return Rank
SXR1.DE
CEMR.DE
SXR1.DE vs. CEMR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SXR1.DE | CEMR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 1.76 | +0.67 |
| Martin ratioReturn relative to average drawdown | 7.10 | 6.68 | +0.42 |
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Drawdowns
SXR1.DE vs. CEMR.DE - Drawdown Comparison
The maximum SXR1.DE drawdown since its inception was -38.62%, which is greater than CEMR.DE's maximum drawdown of -31.80%. Use the drawdown chart below to compare losses from any high point for SXR1.DE and CEMR.DE.
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Drawdown Indicators
| SXR1.DE | CEMR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.62% | -31.80% | -6.82% |
Max Drawdown (1Y)Largest decline over 1 year | -6.21% | -11.75% | +5.54% |
Max Drawdown (3Y)Largest decline over 3 years | -20.28% | -15.72% | -4.56% |
Max Drawdown (5Y)Largest decline over 5 years | -20.28% | -23.77% | +3.49% |
Max Drawdown (10Y)Largest decline over 10 years | -36.91% | -31.80% | -5.11% |
Current DrawdownCurrent decline from peak | -1.74% | -0.31% | -1.43% |
Average DrawdownAverage peak-to-trough decline | -9.86% | -6.02% | -3.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 3.11% | -0.98% |
Volatility
SXR1.DE vs. CEMR.DE - Volatility Comparison
The current volatility for iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) is 4.02%, while iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) has a volatility of 4.79%. This indicates that SXR1.DE experiences smaller price fluctuations and is considered to be less risky 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
| SXR1.DE | CEMR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.02% | 4.79% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 9.46% | 14.87% | -5.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.05% | 17.46% | -5.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.78% | 16.43% | -1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.58% | 16.48% | +0.10% |
SXR1.DE vs. CEMR.DE - Expense Ratio Comparison
SXR1.DE has a 0.20% 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%.
Dividends
SXR1.DE vs. CEMR.DE - Dividend Comparison
Neither SXR1.DE nor CEMR.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR1.DE and CEMR.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR1.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR1.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for CEMR.DE.
SXR1.DE is categorized as Asia Pacific Equities, while CEMR.DE is Momentum. SXR1.DE tracks MSCI Pacific ex Japan, while CEMR.DE tracks MSCI Europe Momentum Index. Their fees differ too: 0.20% for SXR1.DE and 0.25% for CEMR.DE.
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