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2B7S.DE vs. CYBE.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

2B7S.DE vs. CYBE.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE) and iShares China CNY Bond UCITS ETF EUR Hedged Acc (CYBE.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 2B7S.DE achieves a -0.20% return, which is significantly lower than CYBE.AS's 1.67% return.


2B7S.DE

1D
0.20%
1M
0.20%
YTD
-0.20%
6M
0.00%
1Y
1.20%
3Y*
2.41%
5Y*
0.00%
10Y*

CYBE.AS

1D
0.28%
1M
0.16%
YTD
1.67%
6M
1.84%
1Y
1.50%
3Y*
4.94%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

2B7S.DE vs. CYBE.AS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
2B7S.DE
iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc
-0.20%3.04%2.49%1.90%-5.78%-0.99%
CYBE.AS
iShares China CNY Bond UCITS ETF EUR Hedged Acc
1.67%0.17%10.33%5.57%0.42%0.25%

Correlation

The correlation between 2B7S.DE and CYBE.AS is -0.02, 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 (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2021

0.10

The correlation between 2B7S.DE and CYBE.AS shifts across timeframes, from -0.02 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

2B7S.DE vs. CYBE.AS — Risk / Return Rank

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

2B7S.DE
2B7S.DE Risk / Return Rank: 2121
Overall Rank
2B7S.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
2B7S.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
2B7S.DE Omega Ratio Rank: 1818
Omega Ratio Rank
2B7S.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
2B7S.DE Martin Ratio Rank: 2727
Martin Ratio Rank

CYBE.AS
CYBE.AS Risk / Return Rank: 2020
Overall Rank
CYBE.AS Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CYBE.AS Sortino Ratio Rank: 1515
Sortino Ratio Rank
CYBE.AS Omega Ratio Rank: 1515
Omega Ratio Rank
CYBE.AS Calmar Ratio Rank: 2929
Calmar Ratio Rank
CYBE.AS Martin Ratio Rank: 2222
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.

2B7S.DE vs. CYBE.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE) and iShares China CNY Bond UCITS ETF EUR Hedged Acc (CYBE.AS). 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.

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.


2B7S.DECYBE.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.11

1.08

+0.02

Calmar ratioReturn relative to maximum drawdown

1.22

1.28

-0.06

Martin ratioReturn relative to average drawdown

3.28

2.52

+0.76

2B7S.DE vs. CYBE.AS - Sharpe Ratio Comparison

The current 2B7S.DE Sharpe Ratio is 0.48, which is comparable to the CYBE.AS Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of 2B7S.DE and CYBE.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

2B7S.DE vs. CYBE.AS - Drawdown Comparison

The maximum 2B7S.DE drawdown since its inception was -7.68%, which is greater than CYBE.AS's maximum drawdown of -1.83%. Use the drawdown chart below to compare losses from any high point for 2B7S.DE and CYBE.AS.


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Drawdown Indicators


2B7S.DECYBE.ASDifference

Max Drawdown

Largest peak-to-trough decline

-7.68%

-1.83%

-5.85%

Max Drawdown (1Y)

Largest decline over 1 year

-0.98%

-1.16%

+0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-1.03%

-1.83%

+0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-7.68%

Current Drawdown

Current decline from peak

-0.59%

-0.70%

+0.11%

Average Drawdown

Average peak-to-trough decline

-3.28%

-0.44%

-2.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

0.59%

-0.23%

Volatility

2B7S.DE vs. CYBE.AS - Volatility Comparison

The current volatility for iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE) is 0.81%, while iShares China CNY Bond UCITS ETF EUR Hedged Acc (CYBE.AS) has a volatility of 1.42%. This indicates that 2B7S.DE experiences smaller price fluctuations and is considered to be less risky than CYBE.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


2B7S.DECYBE.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

1.42%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

2.01%

2.75%

-0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

2.50%

3.31%

-0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.50%

2.71%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.45%

2.71%

-0.26%

2B7S.DE vs. CYBE.AS - Expense Ratio Comparison

2B7S.DE has a 0.10% expense ratio, which is lower than CYBE.AS's 0.40% expense ratio.


Dividends

2B7S.DE vs. CYBE.AS - Dividend Comparison

Neither 2B7S.DE nor CYBE.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


2B7S.DE and CYBE.AS have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 2B7S.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

2B7S.DE is cheaper with a 0.10% expense ratio, compared with 0.40% for CYBE.AS.

2B7S.DE is categorized as Government Bonds, while CYBE.AS is Emerging Markets Bonds. 2B7S.DE tracks ICE US Treasury 1-3 Year (EUR Hedged) Index, while CYBE.AS tracks Bloomberg China Treasury + Policy Bank Index. Their fees differ too: 0.10% for 2B7S.DE and 0.40% for CYBE.AS.

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