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ISIN
IE00BYPC1H27
Issuer
iShares
Inception Date
Jul 24, 2019
Region
Asia (China)
Leveraged
1x (No leverage)
Index Tracked
Bloomberg China Treasury + Policy Bank Index
Domicile
Ireland
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

CNYB.L Performance Chart

iShares China CNY Bond UCITS ETF USD (Dist) (CNYB.L) is up 5.1% since the beginning of the year. CNYB.L is currently trading at £4 per share. Investors who bought £1,000 worth of CNYB.L shares 5 years ago would now be looking at an investment worth £1,192.


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S&P 500 Index

Returns By Period

iShares China CNY Bond UCITS ETF USD (Dist) (CNYB.L) has returned 5.08% so far this year and 7.11% over the past 12 months.


iShares China CNY Bond UCITS ETF USD (Dist)

1D
0.23%
1M
-0.13%
6M
4.82%
YTD
5.08%
1Y
7.11%
3Y*
4.85%
5Y*
3.58%
10Y*

Benchmark (S&P 500 Index)

1D
-0.66%
1M
-0.64%
6M
8.66%
YTD
10.17%
1Y
19.99%
3Y*
17.60%
5Y*
12.23%
10Y*
13.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNYB.L Monthly Returns History

Based on dividend-adjusted daily data since Jul 24, 2019, CNYB.L's average daily return is 0.00%, while the average monthly return is +0.03%. At this rate, an investment would double in approximately 192.6 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2021 with a return of +4.9%, while the worst month was Oct 2020 at -21.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, CNYB.L closed higher 38% of trading days. The best single day was Nov 3, 2022 with a return of +2.3%, while the worst single day was Oct 26, 2020 at -23.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.24%3.77%1.94%-2.14%2.67%1.08%-0.96%5.08%
20251.67%-2.11%-2.63%-1.97%-0.25%-0.78%2.81%-1.24%0.25%3.02%-0.49%-0.31%-2.20%
20240.25%1.24%-0.49%1.23%-1.21%1.47%-0.25%-0.49%-0.74%2.99%0.24%2.32%6.65%
2023-0.00%-0.70%-0.70%-1.65%-0.72%-4.06%1.02%0.25%3.02%0.24%-1.46%0.75%-4.09%
20221.20%0.47%1.65%0.46%-0.46%3.31%0.00%3.19%0.88%-5.03%-1.61%2.27%6.21%
20211.02%-2.03%0.52%1.80%-0.76%1.44%0.76%1.52%2.49%-1.46%4.93%-0.75%9.69%

Benchmark Metrics

iShares China CNY Bond UCITS ETF USD (Dist) has an annualized alpha of 0.54%, beta of 0.06, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since July 24, 2019.

  • This ETF participated in 20.54% of S&P 500 Index downside but only 10.43% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.06 may look defensive, but with R2 of 0.01 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.01 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
0.54%
Beta
0.06
0.01
Upside Capture
10.43%
Downside Capture
20.54%

Expense Ratio

CNYB.L has an expense ratio of 0.35%, placing it in the medium range.


Return for Risk

Risk / Return Rank

CNYB.L ranks 44 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


CNYB.L Risk / Return Rank: 4444
Overall Rank
CNYB.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
CNYB.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
CNYB.L Omega Ratio Rank: 3636
Omega Ratio Rank
CNYB.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
CNYB.L Martin Ratio Rank: 4646
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares China CNY Bond UCITS ETF USD (Dist) (CNYB.L) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CNYB.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.21

1.31

-0.10

Calmar ratioReturn relative to maximum drawdown

2.57

2.50

+0.07

Martin ratioReturn relative to average drawdown

6.13

9.11

-2.98

Dividends

Dividend History

iShares China CNY Bond UCITS ETF USD (Dist) provided a 1.72% dividend yield over the last twelve months, with an annual payout of £0.07 per share.


1.00%1.50%2.00%2.50%£0.00£0.02£0.04£0.06£0.08£0.10£0.122019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend£0.07£0.08£0.09£0.10£0.12£0.11£0.10£0.04

Dividend yield

1.72%1.89%2.24%2.55%2.72%2.74%2.65%0.72%

Monthly Dividends

The table displays the monthly dividend distributions for iShares China CNY Bond UCITS ETF USD (Dist). The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026£0.00£0.00£0.00£0.00£0.00£0.04£0.00£0.04
2025£0.00£0.00£0.00£0.00£0.00£0.04£0.00£0.00£0.00£0.00£0.00£0.04£0.08
2024£0.00£0.00£0.00£0.00£0.00£0.05£0.00£0.00£0.00£0.00£0.00£0.05£0.09
2023£0.00£0.00£0.00£0.00£0.00£0.05£0.00£0.00£0.00£0.00£0.00£0.05£0.10
2022£0.00£0.00£0.00£0.00£0.00£0.06£0.00£0.00£0.00£0.00£0.00£0.05£0.12
2021£0.00£0.00£0.00£0.00£0.00£0.06£0.00£0.00£0.00£0.00£0.00£0.06£0.11

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares China CNY Bond UCITS ETF USD (Dist). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares China CNY Bond UCITS ETF USD (Dist) was 25.82%, occurring on Feb 25, 2021. The portfolio has not yet recovered.

The current iShares China CNY Bond UCITS ETF USD (Dist) drawdown is 7.25%.


Drawdown

Fall

Recovery

Underwater

Related event

-25.82%Feb 2021
4mo 2d
5y 8moOct 2020 - now
-3.44%Jul 2020
2mo 9d2mo 3d
4mo 12dMay 2020 - Sep 2020
-3.40%Sep 2019
1mo 2d3mo 26d
4mo 28dAug 2019 - Dec 2019
-2.90%Mar 2020
13d1mo 7d
1mo 20dMar 2020 - Apr 2020
COVID crash2020
-1.18%Jan 2020
10d28d
1mo 8dJan 2020 - Feb 2020

Drawdown Indicators


CNYB.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-25.82%

-37.07%

+11.25%

Max Drawdown (1Y)

Largest decline over 1 year

-2.75%

-8.03%

+5.28%

Max Drawdown (3Y)

Largest decline over 3 years

-9.03%

-22.15%

+13.12%

Max Drawdown (5Y)

Largest decline over 5 years

-15.44%

-22.15%

+6.71%

Max Drawdown (10Y)

Largest decline over 10 years

-26.01%

Current Drawdown

Current decline from peak

-7.25%

-1.42%

-5.83%

Average Drawdown

Average peak-to-trough decline

-12.53%

-5.29%

-7.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

2.20%

-1.04%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with CNYB.L

Add iShares China CNY Bond UCITS ETF USD (Dist) to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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