VUKE.DE vs. CEMR.DE
Compare and contrast key facts about Vanguard FTSE 100 UCITS ETF Distributing (VUKE.DE) and iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE).
VUKE.DE 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. VUKE.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE AllSh TR GBP. It was launched on May 22, 2012. 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 VUKE.DE 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUKE.DE or CEMR.DE.
Key characteristics
| VUKE.DE | CEMR.DE | |
|---|---|---|
| YTD Return | 8.59% | 19.11% |
| 1Y Return | 12.74% | 24.68% |
| 3Y Return (Ann) | 5.11% | 3.94% |
| 5Y Return (Ann) | 4.56% | 9.65% |
| Sharpe Ratio | 1.15 | 1.85 |
| Sortino Ratio | 1.61 | 2.45 |
| Omega Ratio | 1.21 | 1.34 |
| Calmar Ratio | 1.88 | 2.40 |
| Martin Ratio | 6.75 | 10.71 |
| Ulcer Index | 1.82% | 2.18% |
| Daily Std Dev | 10.71% | 12.57% |
| Max Drawdown | -40.16% | -31.78% |
| Current Drawdown | -3.89% | -1.81% |
Correlation
The correlation between VUKE.DE and CEMR.DE is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VUKE.DE vs. CEMR.DE - Performance Comparison
In the year-to-date period, VUKE.DE achieves a 8.59% return, which is significantly lower than CEMR.DE's 19.11% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VUKE.DE vs. CEMR.DE - Expense Ratio Comparison
VUKE.DE has a 0.09% 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%.
Risk-Adjusted Performance
VUKE.DE vs. CEMR.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE 100 UCITS ETF Distributing (VUKE.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.
Dividends
VUKE.DE vs. CEMR.DE - Dividend Comparison
Neither VUKE.DE nor CEMR.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
VUKE.DE Vanguard FTSE 100 UCITS ETF Distributing | 0.00% | 0.00% | 4.08% | 3.81% | 2.95% | 4.49% | 4.74% | 0.65% |
CEMR.DE iShares Edge MSCI Europe Momentum Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VUKE.DE vs. CEMR.DE - Drawdown Comparison
The maximum VUKE.DE drawdown since its inception was -40.16%, which is greater than CEMR.DE's maximum drawdown of -31.78%. Use the drawdown chart below to compare losses from any high point for VUKE.DE and CEMR.DE. For additional features, visit the drawdowns tool.
Volatility
VUKE.DE vs. CEMR.DE - Volatility Comparison
The current volatility for Vanguard FTSE 100 UCITS ETF Distributing (VUKE.DE) is 4.03%, while iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) has a volatility of 4.69%. This indicates that VUKE.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.