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CBON vs. PHDG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBON vs. PHDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors ChinaAMC China Bond ETF (CBON) and Invesco S&P 500 Downside Hedged ETF (PHDG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CBON achieves a 5.29% return, which is significantly lower than PHDG's 9.47% return. Over the past 10 years, CBON has underperformed PHDG with an annualized return of 3.01%, while PHDG has yielded a comparatively higher 7.14% annualized return.


CBON

1D
-0.25%
1M
0.35%
6M
4.74%
YTD
5.29%
1Y
8.54%
3Y*
4.82%
5Y*
2.11%
10Y*
3.01%
ALL TIME*
2.44%

PHDG

1D
-0.16%
1M
0.44%
6M
8.74%
YTD
9.47%
1Y
14.71%
3Y*
8.21%
5Y*
4.01%
10Y*
7.14%
ALL TIME*
5.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$207.99K$136.05K$172.83K
$1.28M$774.65K$908.35K

CBON vs. PHDG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CBON
VanEck Vectors ChinaAMC China Bond ETF
5.29%5.46%1.85%2.92%-7.99%5.93%12.01%2.67%1.88%6.96%
PHDG
Invesco S&P 500 Downside Hedged ETF
9.47%2.72%10.95%8.18%-14.09%15.67%18.97%8.57%-2.44%15.89%

Correlation

The correlation between CBON and PHDG is 0.16, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.16

Correlation (3Y)
Balances recent behavior with more history.

0.09

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.10

Correlation (10Y)
Provides a long-term view across more market conditions.

0.09

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2014

0.10

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Return for Risk

CBON vs. PHDG — Risk / Return Rank

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

CBON
CBON Risk / Return Rank: 9494
Overall Rank
CBON Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
CBON Sortino Ratio Rank: 9494
Sortino Ratio Rank
CBON Omega Ratio Rank: 9393
Omega Ratio Rank
CBON Calmar Ratio Rank: 9696
Calmar Ratio Rank
CBON Martin Ratio Rank: 9696
Martin Ratio Rank

PHDG
PHDG Risk / Return Rank: 6161
Overall Rank
PHDG Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
PHDG Sortino Ratio Rank: 5555
Sortino Ratio Rank
PHDG Omega Ratio Rank: 6363
Omega Ratio Rank
PHDG Calmar Ratio Rank: 6868
Calmar Ratio Rank
PHDG Martin Ratio Rank: 6262
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.

CBON vs. PHDG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors ChinaAMC China Bond ETF (CBON) and Invesco S&P 500 Downside Hedged ETF (PHDG). 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.


CBONPHDGDifference
Sharpe ratioReturn per unit of total volatility

+1.08

Sortino ratioReturn per unit of downside risk

+1.79

Omega ratioGain probability vs. loss probability

1.47

1.27

+0.20

Calmar ratioReturn relative to maximum drawdown

6.42

2.38

+4.04

Martin ratioReturn relative to average drawdown

24.44

7.41

+17.03

CBON vs. PHDG - Sharpe Ratio Comparison

The current CBON Sharpe Ratio is 2.41, which is higher than the PHDG Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of CBON and PHDG, 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

CBON vs. PHDG - Drawdown Comparison

The maximum CBON drawdown since its inception was -14.13%, smaller than the maximum PHDG drawdown of -17.70%. Use the drawdown chart below to compare losses from any high point for CBON and PHDG.


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Drawdown Indicators


CBONPHDGDifference

Max Drawdown

Largest peak-to-trough decline

-14.13%

-17.70%

+3.57%

Max Drawdown (1Y)

Largest decline over 1 year

-1.34%

-6.36%

+5.02%

Max Drawdown (3Y)

Largest decline over 3 years

-4.56%

-14.78%

+10.22%

Max Drawdown (5Y)

Largest decline over 5 years

-14.13%

-17.06%

+2.93%

Max Drawdown (10Y)

Largest decline over 10 years

-14.13%

-17.06%

+2.93%

Current Drawdown

Current decline from peak

-0.33%

-5.95%

+5.62%

Average Drawdown

Average peak-to-trough decline

-3.95%

-6.23%

+2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

2.04%

-1.69%

Volatility

CBON vs. PHDG - Volatility Comparison

The current volatility for VanEck Vectors ChinaAMC China Bond ETF (CBON) is 1.06%, while Invesco S&P 500 Downside Hedged ETF (PHDG) has a volatility of 2.14%. This indicates that CBON experiences smaller price fluctuations and is considered to be less risky than PHDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBONPHDGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

2.14%

-1.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

9.37%

-6.65%

Volatility (1Y)

Calculated over the trailing 1-year period

3.57%

11.41%

-7.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.90%

11.37%

-6.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.55%

12.10%

-6.55%

CBON vs. PHDG - Expense Ratio Comparison

CBON has a 0.50% expense ratio, which is higher than PHDG's 0.39% expense ratio.


Dividends

CBON vs. PHDG - Dividend Comparison

CBON's dividend yield for the trailing twelve months is around 1.51%, less than PHDG's 1.70% yield.


PositionTTM20252024202320222021202020192018201720162015
CBON
VanEck Vectors ChinaAMC China Bond ETF
1.51%1.66%2.15%3.01%2.70%3.05%2.87%3.87%3.39%3.33%3.25%2.78%
PHDG
Invesco S&P 500 Downside Hedged ETF
1.70%2.10%1.94%1.93%1.35%0.44%0.63%1.80%1.56%1.83%2.29%1.64%

Frequently Asked Questions


CBON and PHDG have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PHDG has higher volatility (2.14%) compared to CBON (1.06%). In terms of maximum drawdown, CBON dropped -14.13% vs PHDG's -17.70%.

On 10-year performance, PHDG leads with 7.14% vs 3.01% for CBON. On fees, PHDG is cheaper at 0.39% per year. On volatility, CBON has been the lower-risk option at 1.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PHDG has performed better with a 7.14% return vs 3.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PHDG is cheaper with a 0.39% expense ratio, compared with 0.50% for CBON.

PHDG has the higher dividend yield at 1.70%, compared with 1.51% for CBON.

CBON is categorized as Emerging Markets Bonds, while PHDG is Equity Hedged. CBON tracks ChinaBond China High Quality Bond Index, while PHDG tracks S&P 500 Dynamic VEQTOR Index. They also come from different issuers: VanEck and Invesco. Their fees differ too: 0.50% for CBON and 0.39% for PHDG.

CBON currently has the higher Sharpe Ratio (2.41 vs 1.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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