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3SUD.DE vs. CGB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3SUD.DE vs. CGB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SUD.DE) and Xtrackers II Harvest China Government Bond UCITS ETF (Dist) (CGB.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 3SUD.DE achieves a 0.76% return, which is significantly lower than CGB.DE's 8.27% return.


3SUD.DE

1D
0.00%
1M
-0.75%
6M
0.76%
YTD
0.76%
1Y
7.52%
3Y*
6.66%
5Y*
-0.52%
10Y*

CGB.DE

1D
0.10%
1M
1.67%
6M
6.51%
YTD
8.27%
1Y
10.90%
3Y*
4.88%
5Y*
3.11%
10Y*
2.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

3SUD.DE vs. CGB.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
3SUD.DE
iShares J.P. Morgan USD EM Bond UCITS ETF Acc
0.76%11.46%3.74%7.58%-20.68%-3.62%3.56%6.39%
CGB.DE
Xtrackers II Harvest China Government Bond UCITS ETF (Dist)
8.27%-6.58%9.93%-2.82%-0.10%15.85%-0.38%-0.36%

Correlation

The correlation between 3SUD.DE and CGB.DE is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.13

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

-0.26

Correlation (5Y)
Calculated over the trailing 5-year period

-0.22

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2019

-0.16

The correlation between 3SUD.DE and CGB.DE shifts across timeframes, from -0.26 (3 years) to -0.13 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

3SUD.DE vs. CGB.DE — Risk / Return Rank

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

3SUD.DE
3SUD.DE Risk / Return Rank: 4242
Overall Rank
3SUD.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
3SUD.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
3SUD.DE Omega Ratio Rank: 4545
Omega Ratio Rank
3SUD.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
3SUD.DE Martin Ratio Rank: 4848
Martin Ratio Rank

CGB.DE
CGB.DE Risk / Return Rank: 7777
Overall Rank
CGB.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CGB.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
CGB.DE Omega Ratio Rank: 6969
Omega Ratio Rank
CGB.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
CGB.DE Martin Ratio Rank: 7777
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.

3SUD.DE vs. CGB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SUD.DE) and Xtrackers II Harvest China Government Bond UCITS ETF (Dist) (CGB.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.

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.


3SUD.DECGB.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.71

Sortino ratioReturn per unit of downside risk

-1.07

Omega ratioGain probability vs. loss probability

1.24

1.33

-0.08

Calmar ratioReturn relative to maximum drawdown

1.54

3.84

-2.30

Martin ratioReturn relative to average drawdown

6.43

11.37

-4.94

3SUD.DE vs. CGB.DE - Sharpe Ratio Comparison

The current 3SUD.DE Sharpe Ratio is 1.17, which is lower than the CGB.DE Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of 3SUD.DE and CGB.DE, 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

3SUD.DE vs. CGB.DE - Drawdown Comparison

The maximum 3SUD.DE drawdown since its inception was -30.80%, which is greater than CGB.DE's maximum drawdown of -20.06%. Use the drawdown chart below to compare losses from any high point for 3SUD.DE and CGB.DE.


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Drawdown Indicators


3SUD.DECGB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.80%

-20.06%

-10.74%

Max Drawdown (1Y)

Largest decline over 1 year

-4.88%

-2.83%

-2.05%

Max Drawdown (3Y)

Largest decline over 3 years

-7.73%

-11.08%

+3.35%

Max Drawdown (5Y)

Largest decline over 5 years

-30.55%

-13.94%

-16.61%

Max Drawdown (10Y)

Largest decline over 10 years

-14.64%

Current Drawdown

Current decline from peak

-4.17%

-0.69%

-3.48%

Average Drawdown

Average peak-to-trough decline

-11.05%

-9.25%

-1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

0.95%

+0.22%

Volatility

3SUD.DE vs. CGB.DE - Volatility Comparison

The current volatility for iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SUD.DE) is 1.24%, while Xtrackers II Harvest China Government Bond UCITS ETF (Dist) (CGB.DE) has a volatility of 1.77%. This indicates that 3SUD.DE experiences smaller price fluctuations and is considered to be less risky than CGB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


3SUD.DECGB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

1.77%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

5.68%

4.01%

+1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

6.39%

5.81%

+0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.03%

6.74%

+2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.56%

11.06%

-0.50%

3SUD.DE vs. CGB.DE - Expense Ratio Comparison

3SUD.DE has a 0.50% expense ratio, which is higher than CGB.DE's 0.20% expense ratio.


Dividends

3SUD.DE vs. CGB.DE - Dividend Comparison

3SUD.DE has not paid dividends to shareholders, while CGB.DE's dividend yield for the trailing twelve months is around 1.99%.


PositionTTM2025202420232022202120202019201820172016
3SUD.DE
iShares J.P. Morgan USD EM Bond UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CGB.DE
Xtrackers II Harvest China Government Bond UCITS ETF (Dist)
1.99%2.40%2.37%2.97%4.40%2.17%2.15%2.56%0.72%2.64%0.38%

Frequently Asked Questions


3SUD.DE and CGB.DE have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CGB.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CGB.DE is cheaper with a 0.20% expense ratio, compared with 0.50% for 3SUD.DE.

3SUD.DE tracks JP Morgan EMBI Global Core (EUR Hedged), while CGB.DE tracks FTSE Chinese Government and Policy Bank Bond 1-10 Years Capped Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.50% for 3SUD.DE and 0.20% for CGB.DE.

Portfolio Optimizer

Find the right allocation for 3SUD.DE and CGB.DE

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