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

Performance

CEB0.DE vs. GASF.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 Goldman Sachs Access China Government Bond UCITS ETF USD Inc (GASF.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, CEB0.DE achieves a 2.14% return, which is significantly lower than GASF.DE's 7.80% return.


CEB0.DE

1D
0.00%
1M
0.37%
6M
1.99%
YTD
2.14%
1Y
1.57%
3Y*
5Y*
10Y*

GASF.DE

1D
0.00%
1M
1.11%
6M
5.78%
YTD
7.80%
1Y
8.64%
3Y*
5.05%
5Y*
3.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between CEB0.DE and GASF.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2024

0.21

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Return for Risk

CEB0.DE vs. GASF.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: 3333
Overall Rank
CEB0.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
CEB0.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
CEB0.DE Omega Ratio Rank: 3131
Omega Ratio Rank
CEB0.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
CEB0.DE Martin Ratio Rank: 3232
Martin Ratio Rank

GASF.DE
GASF.DE Risk / Return Rank: 6666
Overall Rank
GASF.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GASF.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
GASF.DE Omega Ratio Rank: 6868
Omega Ratio Rank
GASF.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
GASF.DE Martin Ratio Rank: 5959
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. GASF.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 Goldman Sachs Access China Government Bond UCITS ETF USD Inc (GASF.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.


CEB0.DEGASF.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-1.09

Omega ratioGain probability vs. loss probability

1.17

1.30

-0.13

Calmar ratioReturn relative to maximum drawdown

1.65

2.53

-0.88

Martin ratioReturn relative to average drawdown

3.67

7.67

-4.00

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

The current CEB0.DE Sharpe Ratio is 0.89, which is lower than the GASF.DE Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of CEB0.DE and GASF.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

CEB0.DE vs. GASF.DE - Drawdown Comparison

The maximum CEB0.DE drawdown since its inception was -1.83%, smaller than the maximum GASF.DE drawdown of -13.75%. Use the drawdown chart below to compare losses from any high point for CEB0.DE and GASF.DE.


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Drawdown Indicators


CEB0.DEGASF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-1.83%

-13.75%

+11.92%

Max Drawdown (1Y)

Largest decline over 1 year

-0.95%

-3.40%

+2.45%

Max Drawdown (3Y)

Largest decline over 3 years

-11.00%

Max Drawdown (5Y)

Largest decline over 5 years

-13.75%

Current Drawdown

Current decline from peak

-0.03%

-1.66%

+1.63%

Average Drawdown

Average peak-to-trough decline

-0.37%

-6.05%

+5.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

1.12%

-0.72%

Volatility

CEB0.DE vs. GASF.DE - Volatility Comparison

The current volatility for iShares China CNY Bond UCITS ETF EUR Hedged Dist (CEB0.DE) is 0.43%, while Goldman Sachs Access China Government Bond UCITS ETF USD Inc (GASF.DE) has a volatility of 1.25%. This indicates that CEB0.DE experiences smaller price fluctuations and is considered to be less risky than GASF.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.DEGASF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.43%

1.25%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

1.46%

3.44%

-1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

1.75%

5.31%

-3.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.01%

6.68%

-4.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.01%

7.71%

-5.70%

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

CEB0.DE has a 0.40% expense ratio, which is higher than GASF.DE's 0.24% expense ratio.


Dividends

CEB0.DE vs. GASF.DE - Dividend Comparison

CEB0.DE's dividend yield for the trailing twelve months is around 1.71%, less than GASF.DE's 1.99% yield.


PositionTTM202520242023202220212020
CEB0.DE
iShares China CNY Bond UCITS ETF EUR Hedged Dist
1.71%1.84%1.43%0.00%0.00%0.00%0.00%
GASF.DE
Goldman Sachs Access China Government Bond UCITS ETF USD Inc
1.99%2.36%2.35%2.63%2.73%2.40%1.99%

Frequently Asked Questions


CEB0.DE and GASF.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GASF.DE is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GASF.DE is cheaper with a 0.24% expense ratio, compared with 0.40% for CEB0.DE.

CEB0.DE tracks Bloomberg Barclays China Treasury + Policy Bank Index, while GASF.DE tracks FTSE Goldman Sachs China Government Bond Index. They also come from different issuers: iShares and Goldman Sachs. Their fees differ too: 0.40% for CEB0.DE and 0.24% for GASF.DE.

Portfolio Optimizer

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