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BBTP.L vs. CYGB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBTP.L vs. CYGB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPM BetaBuilders US Treasury Bond UCITS ETF - GBP Hedged (acc) (BBTP.L) and iShares China CNY Bond UCITS ETF GBP Hedged (Dist) (CYGB.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBTP.L achieves a -0.46% return, which is significantly lower than CYGB.L's 3.55% return.


BBTP.L

1D
0.03%
1M
-0.23%
6M
-0.43%
YTD
-0.46%
1Y
3.47%
3Y*
2.50%
5Y*
-1.35%
10Y*

CYGB.L

1D
0.10%
1M
0.74%
6M
3.19%
YTD
3.55%
1Y
3.60%
3Y*
6.74%
5Y*
5.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBTP.L vs. CYGB.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BBTP.L
JPM BetaBuilders US Treasury Bond UCITS ETF - GBP Hedged (acc)
-0.46%6.15%0.32%2.77%-13.62%0.21%
CYGB.L
iShares China CNY Bond UCITS ETF GBP Hedged (Dist)
3.55%2.20%11.38%7.14%2.11%2.84%

Correlation

The correlation between BBTP.L and CYGB.L is 0.05, 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

0.05

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

0.06

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

0.09

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2021

0.08

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Return for Risk

BBTP.L vs. CYGB.L — Risk / Return Rank

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

BBTP.L
BBTP.L Risk / Return Rank: 2929
Overall Rank
BBTP.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
BBTP.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
BBTP.L Omega Ratio Rank: 2828
Omega Ratio Rank
BBTP.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
BBTP.L Martin Ratio Rank: 2727
Martin Ratio Rank

CYGB.L
CYGB.L Risk / Return Rank: 6464
Overall Rank
CYGB.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
CYGB.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
CYGB.L Omega Ratio Rank: 5555
Omega Ratio Rank
CYGB.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
CYGB.L Martin Ratio Rank: 7979
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.

BBTP.L vs. CYGB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM BetaBuilders US Treasury Bond UCITS ETF - GBP Hedged (acc) (BBTP.L) and iShares China CNY Bond UCITS ETF GBP Hedged (Dist) (CYGB.L). 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.


BBTP.LCYGB.LDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.17

1.28

-0.11

Calmar ratioReturn relative to maximum drawdown

1.09

5.18

-4.08

Martin ratioReturn relative to average drawdown

2.96

11.91

-8.95

BBTP.L vs. CYGB.L - Sharpe Ratio Comparison

The current BBTP.L Sharpe Ratio is 0.93, which is comparable to the CYGB.L Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of BBTP.L and CYGB.L, 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

BBTP.L vs. CYGB.L - Drawdown Comparison

The maximum BBTP.L drawdown since its inception was -21.54%, which is greater than CYGB.L's maximum drawdown of -1.56%. Use the drawdown chart below to compare losses from any high point for BBTP.L and CYGB.L.


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Drawdown Indicators


BBTP.LCYGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.54%

-1.56%

-19.98%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-0.69%

-2.48%

Max Drawdown (3Y)

Largest decline over 3 years

-5.74%

-1.56%

-4.18%

Max Drawdown (5Y)

Largest decline over 5 years

-18.82%

-1.56%

-17.26%

Current Drawdown

Current decline from peak

-10.51%

0.00%

-10.51%

Average Drawdown

Average peak-to-trough decline

-9.98%

-0.24%

-9.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

0.30%

+0.87%

Volatility

BBTP.L vs. CYGB.L - Volatility Comparison

JPM BetaBuilders US Treasury Bond UCITS ETF - GBP Hedged (acc) (BBTP.L) has a higher volatility of 1.00% compared to iShares China CNY Bond UCITS ETF GBP Hedged (Dist) (CYGB.L) at 0.59%. This indicates that BBTP.L's price experiences larger fluctuations and is considered to be riskier than CYGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBTP.LCYGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

0.59%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

2.22%

+0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

3.74%

2.71%

+1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.88%

2.37%

+3.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.63%

2.33%

+3.30%

BBTP.L vs. CYGB.L - Expense Ratio Comparison

BBTP.L has a 0.10% expense ratio, which is lower than CYGB.L's 0.40% expense ratio.


Dividends

BBTP.L vs. CYGB.L - Dividend Comparison

BBTP.L has not paid dividends to shareholders, while CYGB.L's dividend yield for the trailing twelve months is around 1.70%.


PositionTTM20252024202320222021
BBTP.L
JPM BetaBuilders US Treasury Bond UCITS ETF - GBP Hedged (acc)
0.00%0.00%0.00%0.00%0.00%0.00%
CYGB.L
iShares China CNY Bond UCITS ETF GBP Hedged (Dist)
1.70%1.84%2.13%2.38%2.68%2.21%

Frequently Asked Questions


BBTP.L and CYGB.L have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

BBTP.L is cheaper with a 0.10% expense ratio, compared with 0.40% for CYGB.L.

BBTP.L is categorized as Government Bonds, while CYGB.L is Emerging Markets Bonds. BBTP.L tracks J.P. Morgan Government Bond Index United States, while CYGB.L tracks Bloomberg China Treasury + Policy Bank Index. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.10% for BBTP.L and 0.40% for CYGB.L.

Portfolio Optimizer

Find the right allocation for BBTP.L and CYGB.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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