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WRLD.DE vs. CEMR.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WRLD.DE vs. CEMR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Rize Environmental Impact 100 UCITS ETF (WRLD.DE) and iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE). The values are adjusted to include any dividend payments, if applicable.

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WRLD.DE vs. CEMR.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WRLD.DE
Rize Environmental Impact 100 UCITS ETF
6.23%11.71%1.59%11.63%-16.39%8.00%
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF
1.92%27.17%20.01%12.79%-15.33%7.00%

Returns By Period

In the year-to-date period, WRLD.DE achieves a 6.23% return, which is significantly higher than CEMR.DE's 1.92% return.


WRLD.DE

1D
2.65%
1M
-4.84%
YTD
6.23%
6M
7.70%
1Y
20.88%
3Y*
6.57%
5Y*
10Y*

CEMR.DE

1D
4.34%
1M
-3.55%
YTD
1.92%
6M
6.55%
1Y
18.58%
3Y*
18.61%
5Y*
11.24%
10Y*
11.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WRLD.DE vs. CEMR.DE - Expense Ratio Comparison

WRLD.DE has a 0.55% expense ratio, which is higher than CEMR.DE's 0.25% expense ratio.


Return for Risk

WRLD.DE vs. CEMR.DE — Risk / Return Rank

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

WRLD.DE
WRLD.DE Risk / Return Rank: 6666
Overall Rank
WRLD.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
WRLD.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
WRLD.DE Omega Ratio Rank: 5858
Omega Ratio Rank
WRLD.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
WRLD.DE Martin Ratio Rank: 6969
Martin Ratio Rank

CEMR.DE
CEMR.DE Risk / Return Rank: 5454
Overall Rank
CEMR.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
CEMR.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
CEMR.DE Omega Ratio Rank: 5050
Omega Ratio Rank
CEMR.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
CEMR.DE Martin Ratio Rank: 5858
Martin Ratio Rank
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.

WRLD.DE vs. CEMR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rize Environmental Impact 100 UCITS ETF (WRLD.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.


WRLD.DECEMR.DEDifference

Sharpe ratio

Return per unit of total volatility

1.20

0.97

+0.23

Sortino ratio

Return per unit of downside risk

1.67

1.41

+0.27

Omega ratio

Gain probability vs. loss probability

1.23

1.20

+0.03

Calmar ratio

Return relative to maximum drawdown

2.41

1.62

+0.79

Martin ratio

Return relative to average drawdown

8.09

6.01

+2.07

WRLD.DE vs. CEMR.DE - Sharpe Ratio Comparison

The current WRLD.DE Sharpe Ratio is 1.20, which is comparable to the CEMR.DE Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of WRLD.DE and CEMR.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WRLD.DECEMR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

0.97

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.59

-0.34

Correlation

The correlation between WRLD.DE and CEMR.DE is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WRLD.DE vs. CEMR.DE - Dividend Comparison

Neither WRLD.DE nor CEMR.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WRLD.DE vs. CEMR.DE - Drawdown Comparison

The maximum WRLD.DE drawdown since its inception was -23.55%, smaller than the maximum CEMR.DE drawdown of -31.78%. Use the drawdown chart below to compare losses from any high point for WRLD.DE and CEMR.DE.


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Drawdown Indicators


WRLD.DECEMR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.55%

-31.78%

+8.23%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-12.36%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-23.73%

Max Drawdown (10Y)

Largest decline over 10 years

-31.78%

Current Drawdown

Current decline from peak

-4.84%

-6.19%

+1.35%

Average Drawdown

Average peak-to-trough decline

-9.81%

-6.08%

-3.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

3.16%

-0.53%

Volatility

WRLD.DE vs. CEMR.DE - Volatility Comparison

The current volatility for Rize Environmental Impact 100 UCITS ETF (WRLD.DE) is 6.13%, while iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) has a volatility of 8.81%. This indicates that WRLD.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


WRLD.DECEMR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.13%

8.81%

-2.68%

Volatility (6M)

Calculated over the trailing 6-month period

11.20%

13.34%

-2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

17.35%

19.14%

-1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.00%

16.23%

+0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.00%

16.33%

+0.67%