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CGB.DE vs. UEFS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGB.DE vs. UEFS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II Harvest China Government Bond UCITS ETF (Dist) (CGB.DE) and UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist (UEFS.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, CGB.DE achieves a 8.00% return, which is significantly higher than UEFS.DE's 5.99% return. Over the past 10 years, CGB.DE has underperformed UEFS.DE with an annualized return of 2.48%, while UEFS.DE has yielded a comparatively higher 3.22% annualized return.


CGB.DE

1D
0.40%
1M
1.32%
6M
7.77%
YTD
8.00%
1Y
11.41%
3Y*
3.87%
5Y*
3.23%
10Y*
2.48%

UEFS.DE

1D
0.12%
1M
2.05%
6M
5.48%
YTD
5.99%
1Y
14.42%
3Y*
9.07%
5Y*
3.20%
10Y*
3.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGB.DE vs. UEFS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CGB.DE
Xtrackers II Harvest China Government Bond UCITS ETF (Dist)
8.00%-6.58%9.93%-2.82%-0.10%15.85%-0.38%4.86%4.94%-7.90%
UEFS.DE
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist
5.99%2.26%13.85%8.27%-14.71%5.65%-4.63%17.08%0.30%-3.07%

Correlation

The correlation between CGB.DE and UEFS.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Feb 9, 2016

0.38

The correlation between CGB.DE and UEFS.DE shifts across timeframes, from 0.36 (10 years) to 0.47 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CGB.DE vs. UEFS.DE — Risk / Return Rank

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

CGB.DE
CGB.DE Risk / Return Rank: 7878
Overall Rank
CGB.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
CGB.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
CGB.DE Omega Ratio Rank: 7171
Omega Ratio Rank
CGB.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
CGB.DE Martin Ratio Rank: 7777
Martin Ratio Rank

UEFS.DE
UEFS.DE Risk / Return Rank: 8989
Overall Rank
UEFS.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
UEFS.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
UEFS.DE Omega Ratio Rank: 8888
Omega Ratio Rank
UEFS.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
UEFS.DE Martin Ratio Rank: 8787
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.

CGB.DE vs. UEFS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Harvest China Government Bond UCITS ETF (Dist) (CGB.DE) and UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist (UEFS.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.


CGB.DEUEFS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.34

1.45

-0.10

Calmar ratioReturn relative to maximum drawdown

4.02

4.91

-0.89

Martin ratioReturn relative to average drawdown

11.91

15.11

-3.20

CGB.DE vs. UEFS.DE - Sharpe Ratio Comparison

The current CGB.DE Sharpe Ratio is 1.96, which is comparable to the UEFS.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of CGB.DE and UEFS.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

CGB.DE vs. UEFS.DE - Drawdown Comparison

The maximum CGB.DE drawdown since its inception was -20.06%, smaller than the maximum UEFS.DE drawdown of -24.33%. Use the drawdown chart below to compare losses from any high point for CGB.DE and UEFS.DE.


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Drawdown Indicators


CGB.DEUEFS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.06%

-24.33%

+4.27%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-2.92%

+0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-11.08%

-13.71%

+2.63%

Max Drawdown (5Y)

Largest decline over 5 years

-13.94%

-17.81%

+3.87%

Max Drawdown (10Y)

Largest decline over 10 years

-14.64%

-24.33%

+9.69%

Current Drawdown

Current decline from peak

-0.94%

-0.70%

-0.24%

Average Drawdown

Average peak-to-trough decline

-9.28%

-9.00%

-0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.95%

+0.01%

Volatility

CGB.DE vs. UEFS.DE - Volatility Comparison

Xtrackers II Harvest China Government Bond UCITS ETF (Dist) (CGB.DE) has a higher volatility of 1.70% compared to UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist (UEFS.DE) at 1.52%. This indicates that CGB.DE's price experiences larger fluctuations and is considered to be riskier than UEFS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGB.DEUEFS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.70%

1.52%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

4.01%

4.09%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

5.81%

6.23%

-0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.74%

8.74%

-2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.06%

12.92%

-1.86%

CGB.DE vs. UEFS.DE - Expense Ratio Comparison

CGB.DE has a 0.20% expense ratio, which is lower than UEFS.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CGB.DE vs. UEFS.DE - Dividend Comparison

CGB.DE's dividend yield for the trailing twelve months is around 2.00%, less than UEFS.DE's 6.37% yield.


PositionTTM2025202420232022202120202019201820172016
CGB.DE
Xtrackers II Harvest China Government Bond UCITS ETF (Dist)
2.00%2.40%2.37%2.97%4.40%2.17%2.15%2.56%0.72%2.64%0.38%
UEFS.DE
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist
6.37%7.97%6.14%6.46%6.08%4.22%5.09%4.60%4.53%4.90%2.30%

Frequently Asked Questions


CGB.DE and UEFS.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CGB.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CGB.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for UEFS.DE.

CGB.DE tracks FTSE Chinese Government and Policy Bank Bond 1-10 Years Capped Index, while UEFS.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped. They also come from different issuers: Xtrackers and UBS. Their fees differ too: 0.20% for CGB.DE and 0.25% for UEFS.DE.

Portfolio Optimizer

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