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CEB0.DE vs. EMIG.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CEB0.DE vs. EMIG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares China CNY Bond UCITS ETF EUR Hedged Dist (CEB0.DE) and UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (USD) A-acc (EMIG.DE). The values are adjusted to include any dividend payments, if applicable.

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CEB0.DE vs. EMIG.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, CEB0.DE achieves a 0.57% return, which is significantly higher than EMIG.DE's 0.24% return.


CEB0.DE

1D
-0.10%
1M
-0.18%
YTD
0.57%
6M
0.82%
1Y
1.60%
3Y*
5Y*
10Y*

EMIG.DE

1D
-0.35%
1M
-1.21%
YTD
0.24%
6M
0.89%
1Y
-2.36%
3Y*
2.06%
5Y*
0.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CEB0.DE vs. EMIG.DE - Expense Ratio Comparison

CEB0.DE has a 0.40% expense ratio, which is lower than EMIG.DE's 0.45% expense ratio.


Return for Risk

CEB0.DE vs. EMIG.DE — Risk / Return Rank

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

CEB0.DE
CEB0.DE Risk / Return Rank: 4646
Overall Rank
CEB0.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
CEB0.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
CEB0.DE Omega Ratio Rank: 5151
Omega Ratio Rank
CEB0.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
CEB0.DE Martin Ratio Rank: 2828
Martin Ratio Rank

EMIG.DE
EMIG.DE Risk / Return Rank: 1010
Overall Rank
EMIG.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
EMIG.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
EMIG.DE Omega Ratio Rank: 99
Omega Ratio Rank
EMIG.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
EMIG.DE Martin Ratio Rank: 1010
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.

CEB0.DE vs. EMIG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares China CNY Bond UCITS ETF EUR Hedged Dist (CEB0.DE) and UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (USD) A-acc (EMIG.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.


CEB0.DEEMIG.DEDifference

Sharpe ratio

Return per unit of total volatility

1.06

-0.10

+1.17

Sortino ratio

Return per unit of downside risk

1.53

0.01

+1.52

Omega ratio

Gain probability vs. loss probability

1.21

1.00

+0.21

Calmar ratio

Return relative to maximum drawdown

1.33

-0.12

+1.45

Martin ratio

Return relative to average drawdown

2.80

-0.21

+3.00

CEB0.DE vs. EMIG.DE - Sharpe Ratio Comparison

The current CEB0.DE Sharpe Ratio is 1.06, which is higher than the EMIG.DE Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of CEB0.DE and EMIG.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CEB0.DEEMIG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

-0.10

+1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

2.00

0.02

+1.97

Correlation

The correlation between CEB0.DE and EMIG.DE is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CEB0.DE vs. EMIG.DE - Dividend Comparison

CEB0.DE's dividend yield for the trailing twelve months is around 1.83%, while EMIG.DE has not paid dividends to shareholders.


Drawdowns

CEB0.DE vs. EMIG.DE - Drawdown Comparison

The maximum CEB0.DE drawdown since its inception was -1.83%, smaller than the maximum EMIG.DE drawdown of -16.46%. Use the drawdown chart below to compare losses from any high point for CEB0.DE and EMIG.DE.


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Drawdown Indicators


CEB0.DEEMIG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-1.83%

-16.46%

+14.63%

Max Drawdown (1Y)

Largest decline over 1 year

-1.11%

-16.16%

+15.05%

Max Drawdown (5Y)

Largest decline over 5 years

-16.16%

Current Drawdown

Current decline from peak

-0.60%

-14.44%

+13.84%

Average Drawdown

Average peak-to-trough decline

-0.40%

-8.07%

+7.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.52%

9.69%

-9.17%

Volatility

CEB0.DE vs. EMIG.DE - Volatility Comparison

The current volatility for iShares China CNY Bond UCITS ETF EUR Hedged Dist (CEB0.DE) is 0.55%, while UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (USD) A-acc (EMIG.DE) has a volatility of 1.66%. This indicates that CEB0.DE experiences smaller price fluctuations and is considered to be less risky than EMIG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEB0.DEEMIG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.55%

1.66%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

1.02%

21.53%

-20.51%

Volatility (1Y)

Calculated over the trailing 1-year period

1.50%

22.63%

-21.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.96%

12.52%

-10.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.96%

12.35%

-10.39%