UIFS.L vs. CEMU.AS
UIFS.L (iShares S&P 500 Financials Sector UCITS ETF USD (Acc)) and CEMU.AS (iShares Core MSCI EMU UCITS ETF EUR (Acc)) are both exchange-traded funds - UIFS.L is a Financials Equities fund tracking the S&P 500 Capped 35/20 Financials Index, while CEMU.AS is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, UIFS.L returned 13.26%/yr vs 11.10%/yr for CEMU.AS. A 0.57 correlation means they provide meaningful diversification when combined. UIFS.L charges 0.15%/yr vs 0.12%/yr for CEMU.AS.
Performance
UIFS.L vs. CEMU.AS - Performance Comparison
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Different Trading Currencies
UIFS.L is traded in GBp, while CEMU.AS is traded in EUR. To make them comparable, the CEMU.AS values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, UIFS.L achieves a -4.03% return, which is significantly lower than CEMU.AS's 7.84% return. Over the past 10 years, UIFS.L has outperformed CEMU.AS with an annualized return of 13.26%, while CEMU.AS has yielded a comparatively lower 11.10% annualized return.
UIFS.L
- 1D
- 0.04%
- 1M
- 4.01%
- YTD
- -4.03%
- 6M
- -1.70%
- 1Y
- 4.81%
- 3Y*
- 15.69%
- 5Y*
- 9.38%
- 10Y*
- 13.26%
CEMU.AS
- 1D
- 0.68%
- 1M
- 3.86%
- YTD
- 7.84%
- 6M
- 9.43%
- 1Y
- 20.62%
- 3Y*
- 16.27%
- 5Y*
- 10.76%
- 10Y*
- 11.10%
UIFS.L vs. CEMU.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UIFS.L iShares S&P 500 Financials Sector UCITS ETF USD (Acc) | -4.03% | 7.07% | 32.24% | 6.12% | -0.45% | 38.07% | -6.59% | 27.05% | -9.40% | 12.02% |
CEMU.AS iShares Core MSCI EMU UCITS ETF EUR (Acc) | 7.84% | 31.08% | 5.07% | 16.28% | -7.15% | 15.81% | 5.09% | 17.99% | -10.95% | 17.47% |
Correlation
The correlation between UIFS.L and CEMU.AS is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2015 | 0.57 |
The correlation between UIFS.L and CEMU.AS shifts across timeframes, from 0.41 (3 years) to 0.57 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UIFS.L vs. CEMU.AS — Risk / Return Rank
UIFS.L
CEMU.AS
UIFS.L vs. CEMU.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.L) 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.
| UIFS.L | CEMU.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.27 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.37 | 1.92 | -1.55 |
| Martin ratioReturn relative to average drawdown | 0.86 | 6.87 | -6.00 |
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
| UIFS.L | CEMU.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 1.46 | -1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.65 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.64 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.56 | -0.23 |
Drawdowns
UIFS.L vs. CEMU.AS - Drawdown Comparison
The maximum UIFS.L drawdown since its inception was -44.49%, which is greater than CEMU.AS's maximum drawdown of -30.69%. Use the drawdown chart below to compare losses from any high point for UIFS.L and CEMU.AS.
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Drawdown Indicators
| UIFS.L | CEMU.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.49% | -30.69% | -13.80% |
Max Drawdown (1Y)Largest decline over 1 year | -12.90% | -10.87% | -2.03% |
Max Drawdown (3Y)Largest decline over 3 years | -20.12% | -13.91% | -6.21% |
Max Drawdown (5Y)Largest decline over 5 years | -20.12% | -22.06% | +1.94% |
Max Drawdown (10Y)Largest decline over 10 years | -35.31% | -30.69% | -4.62% |
Current DrawdownCurrent decline from peak | -5.98% | -0.24% | -5.74% |
Average DrawdownAverage peak-to-trough decline | -9.20% | -5.15% | -4.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.56% | 3.05% | +2.51% |
Volatility
UIFS.L vs. CEMU.AS - Volatility Comparison
iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.L) and iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEMU.AS) have volatilities of 4.40% and 4.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UIFS.L | CEMU.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 4.42% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 11.93% | -1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.98% | 14.23% | -0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.49% | 16.30% | +6.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.43% | 16.99% | +5.44% |
UIFS.L vs. CEMU.AS - Expense Ratio Comparison
UIFS.L has a 0.15% expense ratio, which is higher than CEMU.AS's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
UIFS.L vs. CEMU.AS - Dividend Comparison
Neither UIFS.L nor CEMU.AS has paid dividends to shareholders.
Frequently Asked Questions
UIFS.L and CEMU.AS have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.15% for UIFS.L.
UIFS.L is categorized as Financials Equities, while CEMU.AS is Europe Equities. UIFS.L tracks S&P 500 Capped 35/20 Financials Index, while CEMU.AS tracks MSCI EMU NR EUR. Their fees differ too: 0.15% for UIFS.L and 0.12% for CEMU.AS.
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