XWEM.DE vs. CEMR.DE
XWEM.DE (Xtrackers MSCI World Momentum ESG UCITS ETF 1C) and CEMR.DE (iShares Edge MSCI Europe Momentum Factor UCITS ETF) are both Momentum funds - XWEM.DE tracks the MSCI World Momentum Low Carbon SRI Screened Select Index while CEMR.DE tracks the MSCI Europe Momentum Index. Both are passively managed. Over the past year, XWEM.DE returned 31.14% vs 17.51% for CEMR.DE. A 0.73 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
XWEM.DE vs. CEMR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XWEM.DE achieves a 19.94% return, which is significantly higher than CEMR.DE's 7.91% return.
XWEM.DE
- 1D
- -0.96%
- 1M
- 6.34%
- YTD
- 19.94%
- 6M
- 21.16%
- 1Y
- 31.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CEMR.DE
- 1D
- -0.11%
- 1M
- 2.92%
- YTD
- 7.91%
- 6M
- 11.43%
- 1Y
- 17.51%
- 3Y*
- 20.23%
- 5Y*
- 11.35%
- 10Y*
- 11.36%
XWEM.DE vs. CEMR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XWEM.DE Xtrackers MSCI World Momentum ESG UCITS ETF 1C | 19.94% | 8.67% | 36.15% | -1.01% |
CEMR.DE iShares Edge MSCI Europe Momentum Factor UCITS ETF | 7.91% | 27.17% | 20.01% | 5.39% |
Correlation
The correlation between XWEM.DE and CEMR.DE is 0.77, 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 | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2023 | 0.73 |
The correlation between XWEM.DE and CEMR.DE has been stable across timeframes, ranging from 0.73 to 0.77 - a consistent structural relationship.
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Return for Risk
XWEM.DE vs. CEMR.DE — Risk / Return Rank
XWEM.DE
CEMR.DE
XWEM.DE vs. CEMR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Momentum ESG UCITS ETF 1C (XWEM.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.
| XWEM.DE | CEMR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.19 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 1.49 | +0.45 |
| Martin ratioReturn relative to average drawdown | 3.88 | 5.53 | -1.64 |
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
| XWEM.DE | CEMR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 1.01 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.69 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 0.61 | +0.36 |
Drawdowns
XWEM.DE vs. CEMR.DE - Drawdown Comparison
The maximum XWEM.DE drawdown since its inception was -22.80%, smaller than the maximum CEMR.DE drawdown of -31.78%. Use the drawdown chart below to compare losses from any high point for XWEM.DE and CEMR.DE.
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Drawdown Indicators
| XWEM.DE | CEMR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.80% | -31.78% | +8.98% |
Max Drawdown (1Y)Largest decline over 1 year | -15.98% | -11.73% | -4.25% |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.75% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.73% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.78% | — |
Current DrawdownCurrent decline from peak | -0.96% | -1.48% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -5.51% | -6.03% | +0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.00% | 3.16% | +4.84% |
Volatility
XWEM.DE vs. CEMR.DE - Volatility Comparison
Xtrackers MSCI World Momentum ESG UCITS ETF 1C (XWEM.DE) has a higher volatility of 4.83% compared to iShares Edge MSCI Europe Momentum Factor UCITS ETF (CEMR.DE) at 4.42%. This indicates that XWEM.DE's price experiences larger fluctuations and is considered to be riskier 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
| XWEM.DE | CEMR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 4.42% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 12.62% | 14.63% | -2.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.61% | 17.29% | +9.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.80% | 16.37% | +5.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.80% | 16.48% | +5.32% |
XWEM.DE vs. CEMR.DE - Expense Ratio Comparison
Both XWEM.DE and CEMR.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XWEM.DE vs. CEMR.DE - Dividend Comparison
Neither XWEM.DE nor CEMR.DE has paid dividends to shareholders.
Frequently Asked Questions
XWEM.DE and CEMR.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XWEM.DE and CEMR.DE have the same expense ratio: 0.25% per year.
XWEM.DE tracks MSCI World Momentum Low Carbon SRI Screened Select Index, while CEMR.DE tracks MSCI Europe Momentum Index. They also come from different issuers: Xtrackers and iShares.
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