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

Performance

SXRM.DE vs. CEMF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.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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Different Trading Currencies

SXRM.DE is traded in USD, while CEMF.DE is traded in EUR. To make them comparable, the CEMF.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SXRM.DE achieves a -0.65% return, which is significantly higher than CEMF.DE's -2.56% return.


SXRM.DE

1D
0.24%
1M
-0.48%
YTD
-0.65%
6M
-0.41%
1Y
3.87%
3Y*
2.71%
5Y*
-0.94%
10Y*
0.77%

CEMF.DE

1D
0.40%
1M
-0.88%
YTD
-2.56%
6M
-1.78%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between SXRM.DE and CEMF.DE is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 30, 2025

0.73

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Return for Risk

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

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

SXRM.DE
SXRM.DE Risk / Return Rank: 2323
Overall Rank
SXRM.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SXRM.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
SXRM.DE Omega Ratio Rank: 2222
Omega Ratio Rank
SXRM.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
SXRM.DE Martin Ratio Rank: 2323
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.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.


SXRM.DECEMF.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.14

Calmar ratioReturn relative to maximum drawdown

0.94

Martin ratioReturn relative to average drawdown

2.93

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


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Sharpe Ratios by Period


SXRM.DECEMF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.23

+0.02

Drawdowns

SXRM.DE vs. CEMF.DE - Drawdown Comparison

The maximum SXRM.DE drawdown since its inception was -23.31%, which is greater than CEMF.DE's maximum drawdown of -6.15%. Use the drawdown chart below to compare losses from any high point for SXRM.DE and CEMF.DE.


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Drawdown Indicators


SXRM.DECEMF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.31%

-6.15%

-17.16%

Max Drawdown (1Y)

Largest decline over 1 year

-4.02%

Max Drawdown (3Y)

Largest decline over 3 years

-7.24%

Max Drawdown (5Y)

Largest decline over 5 years

-20.90%

Max Drawdown (10Y)

Largest decline over 10 years

-23.31%

Current Drawdown

Current decline from peak

-10.40%

-4.65%

-5.75%

Average Drawdown

Average peak-to-trough decline

-6.91%

-2.20%

-4.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

Volatility

SXRM.DE vs. CEMF.DE - Volatility Comparison


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Volatility by Period


SXRM.DECEMF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

Volatility (6M)

Calculated over the trailing 6-month period

3.40%

Volatility (1Y)

Calculated over the trailing 1-year period

4.64%

8.94%

-4.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.37%

8.94%

-1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.30%

8.94%

-2.64%

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

SXRM.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%.


Dividends

SXRM.DE vs. CEMF.DE - Dividend Comparison

Neither SXRM.DE nor CEMF.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SXRM.DE and CEMF.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXRM.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXRM.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for CEMF.DE.

SXRM.DE tracks ICE US Treasury 7-10 Year, while CEMF.DE tracks ICE US Treasury 7-10 Year (EUR Hedged) Index. Their fees differ too: 0.07% for SXRM.DE and 0.10% for CEMF.DE.

Portfolio Optimizer

Find the right allocation for SXRM.DE and CEMF.DE

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