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

Performance

CEB0.DE vs. ICGB.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 iShares China CNY Bond UCITS ETF USD (Dist) (ICGB.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 1.97% return, which is significantly lower than ICGB.DE's 7.85% return.


CEB0.DE

1D
0.00%
1M
0.20%
6M
1.89%
YTD
1.97%
1Y
1.29%
3Y*
5Y*
10Y*

ICGB.DE

1D
-0.20%
1M
1.25%
6M
7.38%
YTD
7.85%
1Y
9.80%
3Y*
4.28%
5Y*
3.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
CEB0.DE
iShares China CNY Bond UCITS ETF EUR Hedged Dist
1.97%0.43%6.85%
ICGB.DE
iShares China CNY Bond UCITS ETF USD (Dist)
7.85%-7.16%8.55%

Correlation

The correlation between CEB0.DE and ICGB.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

0.23

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Return for Risk

CEB0.DE vs. ICGB.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: 2323
Overall Rank
CEB0.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
CEB0.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
CEB0.DE Omega Ratio Rank: 2222
Omega Ratio Rank
CEB0.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
CEB0.DE Martin Ratio Rank: 2222
Martin Ratio Rank

ICGB.DE
ICGB.DE Risk / Return Rank: 7070
Overall Rank
ICGB.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ICGB.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
ICGB.DE Omega Ratio Rank: 7070
Omega Ratio Rank
ICGB.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
ICGB.DE Martin Ratio Rank: 6363
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. ICGB.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 iShares China CNY Bond UCITS ETF USD (Dist) (ICGB.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.DEICGB.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.08

Sortino ratioReturn per unit of downside risk

-1.56

Omega ratioGain probability vs. loss probability

1.14

1.34

-0.20

Calmar ratioReturn relative to maximum drawdown

1.16

3.52

-2.36

Martin ratioReturn relative to average drawdown

2.44

9.25

-6.81

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

The current CEB0.DE Sharpe Ratio is 0.74, which is lower than the ICGB.DE Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of CEB0.DE and ICGB.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. ICGB.DE - Drawdown Comparison

The maximum CEB0.DE drawdown since its inception was -1.83%, smaller than the maximum ICGB.DE drawdown of -13.36%. Use the drawdown chart below to compare losses from any high point for CEB0.DE and ICGB.DE.


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Drawdown Indicators


CEB0.DEICGB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-1.83%

-13.36%

+11.53%

Max Drawdown (1Y)

Largest decline over 1 year

-1.11%

-2.77%

+1.66%

Max Drawdown (3Y)

Largest decline over 3 years

-11.17%

Max Drawdown (5Y)

Largest decline over 5 years

-13.36%

Current Drawdown

Current decline from peak

-0.06%

-1.82%

+1.76%

Average Drawdown

Average peak-to-trough decline

-0.37%

-6.42%

+6.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

1.06%

-0.58%

Volatility

CEB0.DE vs. ICGB.DE - Volatility Comparison

The current volatility for iShares China CNY Bond UCITS ETF EUR Hedged Dist (CEB0.DE) is 0.57%, while iShares China CNY Bond UCITS ETF USD (Dist) (ICGB.DE) has a volatility of 1.34%. This indicates that CEB0.DE experiences smaller price fluctuations and is considered to be less risky than ICGB.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.DEICGB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

1.34%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

1.48%

3.71%

-2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

1.75%

5.38%

-3.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.02%

6.64%

-4.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.02%

7.91%

-5.89%

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

CEB0.DE has a 0.40% expense ratio, which is higher than ICGB.DE's 0.35% expense ratio.


Dividends

CEB0.DE vs. ICGB.DE - Dividend Comparison

CEB0.DE's dividend yield for the trailing twelve months is around 1.71%, more than ICGB.DE's 1.69% yield.


PositionTTM2025202420232022202120202019
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%0.00%
ICGB.DE
iShares China CNY Bond UCITS ETF USD (Dist)
1.69%1.92%2.22%2.58%2.80%2.71%2.63%0.95%

Frequently Asked Questions


CEB0.DE and ICGB.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, ICGB.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ICGB.DE is cheaper with a 0.35% expense ratio, compared with 0.40% for CEB0.DE.

CEB0.DE tracks Bloomberg Barclays China Treasury + Policy Bank Index, while ICGB.DE tracks Bloomberg China Treasury + Policy Bank Index. Their fees differ too: 0.40% for CEB0.DE and 0.35% for ICGB.DE.

Portfolio Optimizer

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