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

Performance

CEB0.DE vs. XQUE.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 Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF EUR Hedged (XQUE.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 1.63% return, which is significantly higher than XQUE.DE's -0.31% return.


CEB0.DE

1D
-0.13%
1M
0.30%
YTD
1.63%
6M
1.79%
1Y
1.59%
3Y*
5Y*
10Y*

XQUE.DE

1D
0.16%
1M
0.38%
YTD
-0.31%
6M
-0.46%
1Y
4.89%
3Y*
2.56%
5Y*
-2.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between CEB0.DE and XQUE.DE is 0.01, 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

0.01

Correlation (All Time)
Calculated using the full available price history since Apr 9, 2024

0.03

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Return for Risk

CEB0.DE vs. XQUE.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: 2727
Overall Rank
CEB0.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CEB0.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
CEB0.DE Omega Ratio Rank: 2828
Omega Ratio Rank
CEB0.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
CEB0.DE Martin Ratio Rank: 2424
Martin Ratio Rank

XQUE.DE
XQUE.DE Risk / Return Rank: 2626
Overall Rank
XQUE.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XQUE.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
XQUE.DE Omega Ratio Rank: 2626
Omega Ratio Rank
XQUE.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
XQUE.DE Martin Ratio Rank: 2626
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. XQUE.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 Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF EUR Hedged (XQUE.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.DEXQUE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.18

1.17

+0.01

Calmar ratioReturn relative to maximum drawdown

1.43

1.10

+0.33

Martin ratioReturn relative to average drawdown

3.02

3.42

-0.40

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

The current CEB0.DE Sharpe Ratio is 0.94, which is comparable to the XQUE.DE Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of CEB0.DE and XQUE.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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Sharpe Ratios by Period


CEB0.DEXQUE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.96

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

2.03

-0.11

+2.14

Drawdowns

CEB0.DE vs. XQUE.DE - Drawdown Comparison

The maximum CEB0.DE drawdown since its inception was -1.83%, smaller than the maximum XQUE.DE drawdown of -29.15%. Use the drawdown chart below to compare losses from any high point for CEB0.DE and XQUE.DE.


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Drawdown Indicators


CEB0.DEXQUE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-1.83%

-29.15%

+27.32%

Max Drawdown (1Y)

Largest decline over 1 year

-1.11%

-4.41%

+3.30%

Max Drawdown (3Y)

Largest decline over 3 years

-8.94%

Max Drawdown (5Y)

Largest decline over 5 years

-28.28%

Current Drawdown

Current decline from peak

-0.34%

-15.48%

+15.14%

Average Drawdown

Average peak-to-trough decline

-0.38%

-11.68%

+11.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.52%

1.43%

-0.91%

Volatility

CEB0.DE vs. XQUE.DE - Volatility Comparison

The current volatility for iShares China CNY Bond UCITS ETF EUR Hedged Dist (CEB0.DE) is 1.02%, while Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF EUR Hedged (XQUE.DE) has a volatility of 1.67%. This indicates that CEB0.DE experiences smaller price fluctuations and is considered to be less risky than XQUE.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.DEXQUE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

1.67%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

1.45%

4.08%

-2.63%

Volatility (1Y)

Calculated over the trailing 1-year period

1.68%

5.07%

-3.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.03%

8.36%

-6.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.03%

9.00%

-6.97%

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

CEB0.DE has a 0.40% expense ratio, which is lower than XQUE.DE's 0.50% expense ratio.


Dividends

CEB0.DE vs. XQUE.DE - Dividend Comparison

CEB0.DE's dividend yield for the trailing twelve months is around 1.81%, less than XQUE.DE's 3.79% yield.


PositionTTM20252024202320222021202020192018
CEB0.DE
iShares China CNY Bond UCITS ETF EUR Hedged Dist
1.81%1.84%1.43%0.00%0.00%0.00%0.00%0.00%0.00%
XQUE.DE
Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF EUR Hedged
3.79%4.16%4.20%3.82%7.06%3.21%9.32%3.88%1.02%

Frequently Asked Questions


CEB0.DE and XQUE.DE have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CEB0.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CEB0.DE is cheaper with a 0.40% expense ratio, compared with 0.50% for XQUE.DE.

CEB0.DE tracks Bloomberg Barclays China Treasury + Policy Bank Index, while XQUE.DE tracks iBoxx® MSCI ESG USD Emerging Markets Sovereigns Quality Weighted (EUR Hedged). They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.40% for CEB0.DE and 0.50% for XQUE.DE.

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