YCSH.DE vs. CEMF.DE
YCSH.DE (iShares € Cash UCITS ETF EUR Acc) and CEMF.DE (iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc) are both exchange-traded funds - YCSH.DE is a Money Market fund actively managed by iShares, while CEMF.DE is a Government Bonds fund tracking the ICE US Treasury 7-10 Year (EUR Hedged) Index. YCSH.DE is actively managed, while CEMF.DE is passively managed. At a correlation of -0.06, they often move in opposite directions. Both charge a 0.10% expense ratio.
Performance
YCSH.DE vs. CEMF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, YCSH.DE achieves a 0.84% return, which is significantly higher than CEMF.DE's -1.42% return.
YCSH.DE
- 1D
- 0.01%
- 1M
- 0.17%
- YTD
- 0.84%
- 6M
- 0.99%
- 1Y
- 1.97%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CEMF.DE
- 1D
- 0.28%
- 1M
- -0.59%
- YTD
- -1.42%
- 6M
- -1.29%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YCSH.DE vs. CEMF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YCSH.DE iShares € Cash UCITS ETF EUR Acc | 0.84% | 0.84% |
CEMF.DE iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc | -1.42% | 2.59% |
Correlation
The correlation between YCSH.DE and CEMF.DE is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025 | -0.06 |
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Return for Risk
YCSH.DE vs. CEMF.DE — Risk / Return Rank
YCSH.DE
CEMF.DE
YCSH.DE vs. CEMF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Cash UCITS ETF EUR Acc (YCSH.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.
| YCSH.DE | CEMF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 13.76 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 87.60 | — | — |
| Martin ratioReturn relative to average drawdown | 771.43 | — | — |
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
| YCSH.DE | CEMF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 17.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 11.33 | 0.29 | +11.04 |
Drawdowns
YCSH.DE vs. CEMF.DE - Drawdown Comparison
The maximum YCSH.DE drawdown since its inception was -0.07%, smaller than the maximum CEMF.DE drawdown of -4.45%. Use the drawdown chart below to compare losses from any high point for YCSH.DE and CEMF.DE.
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Drawdown Indicators
| YCSH.DE | CEMF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.07% | -4.45% | +4.38% |
Max Drawdown (1Y)Largest decline over 1 year | -0.02% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.97% | +2.97% |
Average DrawdownAverage peak-to-trough decline | -0.00% | -1.20% | +1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | — | — |
Volatility
YCSH.DE vs. CEMF.DE - Volatility Comparison
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Volatility by Period
| YCSH.DE | CEMF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.04% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 0.09% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 0.11% | 4.62% | -4.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.20% | 4.62% | -4.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.20% | 4.62% | -4.42% |
YCSH.DE vs. CEMF.DE - Expense Ratio Comparison
Both YCSH.DE and CEMF.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
YCSH.DE vs. CEMF.DE - Dividend Comparison
Neither YCSH.DE nor CEMF.DE has paid dividends to shareholders.
Frequently Asked Questions
YCSH.DE and CEMF.DE have a correlation of -0.06, 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 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
YCSH.DE and CEMF.DE have the same expense ratio: 0.10% per year.
YCSH.DE is categorized as Money Market, while CEMF.DE is Government Bonds.
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