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CNYA vs. IGLB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNYA vs. IGLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI China A ETF (CNYA) and iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CNYA achieves a 4.11% return, which is significantly higher than IGLB's 0.07% return.


CNYA

1D
-0.99%
1M
-4.23%
YTD
4.11%
6M
6.49%
1Y
30.18%
3Y*
9.91%
5Y*
-1.67%
10Y*

IGLB

1D
-0.28%
1M
-0.68%
YTD
0.07%
6M
-0.21%
1Y
6.90%
3Y*
4.37%
5Y*
-2.01%
10Y*
2.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNYA vs. IGLB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNYA
iShares MSCI China A ETF
4.11%26.48%10.78%-13.76%-26.51%3.53%41.54%35.95%-26.56%30.99%
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
0.07%7.53%-1.50%11.03%-25.38%-1.68%13.30%23.19%-6.90%12.15%

Correlation

The correlation between CNYA and IGLB 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 (3Y)
Calculated over the trailing 3-year period

0.11

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

0.09

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2016

0.08

The correlation between CNYA and IGLB shifts across timeframes, from 0.08 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CNYA vs. IGLB — Risk / Return Rank

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

CNYA
CNYA Risk / Return Rank: 6464
Overall Rank
CNYA Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
CNYA Sortino Ratio Rank: 5555
Sortino Ratio Rank
CNYA Omega Ratio Rank: 5656
Omega Ratio Rank
CNYA Calmar Ratio Rank: 8282
Calmar Ratio Rank
CNYA Martin Ratio Rank: 6969
Martin Ratio Rank

IGLB
IGLB Risk / Return Rank: 2727
Overall Rank
IGLB Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IGLB Sortino Ratio Rank: 2626
Sortino Ratio Rank
IGLB Omega Ratio Rank: 2525
Omega Ratio Rank
IGLB Calmar Ratio Rank: 3030
Calmar Ratio Rank
IGLB Martin Ratio Rank: 2727
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.

CNYA vs. IGLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A ETF (CNYA) and iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB). 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.


CNYAIGLBDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+1.08

Omega ratioGain probability vs. loss probability

1.31

1.16

+0.16

Calmar ratioReturn relative to maximum drawdown

3.99

1.34

+2.66

Martin ratioReturn relative to average drawdown

11.48

3.33

+8.14

CNYA vs. IGLB - Sharpe Ratio Comparison

The current CNYA Sharpe Ratio is 1.71, which is higher than the IGLB Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of CNYA and IGLB, 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


CNYAIGLBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

0.89

+0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

-0.16

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.37

-0.12

Drawdowns

CNYA vs. IGLB - Drawdown Comparison

The maximum CNYA drawdown since its inception was -49.49%, which is greater than IGLB's maximum drawdown of -34.12%. Use the drawdown chart below to compare losses from any high point for CNYA and IGLB.


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Drawdown Indicators


CNYAIGLBDifference

Max Drawdown

Largest peak-to-trough decline

-49.49%

-34.12%

-15.37%

Max Drawdown (1Y)

Largest decline over 1 year

-7.59%

-5.19%

-2.40%

Max Drawdown (3Y)

Largest decline over 3 years

-33.35%

-12.87%

-20.48%

Max Drawdown (5Y)

Largest decline over 5 years

-44.65%

-34.12%

-10.53%

Max Drawdown (10Y)

Largest decline over 10 years

-34.12%

Current Drawdown

Current decline from peak

-17.53%

-14.36%

-3.17%

Average Drawdown

Average peak-to-trough decline

-20.68%

-8.11%

-12.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.08%

+0.56%

Volatility

CNYA vs. IGLB - Volatility Comparison

iShares MSCI China A ETF (CNYA) has a higher volatility of 6.87% compared to iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) at 2.26%. This indicates that CNYA's price experiences larger fluctuations and is considered to be riskier than IGLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNYAIGLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.87%

2.26%

+4.61%

Volatility (6M)

Calculated over the trailing 6-month period

12.79%

5.75%

+7.04%

Volatility (1Y)

Calculated over the trailing 1-year period

17.73%

7.79%

+9.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.85%

12.39%

+11.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.57%

12.54%

+11.03%

CNYA vs. IGLB - Expense Ratio Comparison

CNYA has a 0.60% expense ratio, which is higher than IGLB's 0.06% expense ratio.


Dividends

CNYA vs. IGLB - Dividend Comparison

CNYA's dividend yield for the trailing twelve months is around 1.84%, less than IGLB's 5.30% yield.


PositionTTM20252024202320222021202020192018201720162015
CNYA
iShares MSCI China A ETF
1.84%1.92%2.51%4.23%2.69%1.11%1.06%1.21%3.92%0.97%1.38%0.00%
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
5.30%5.14%5.10%4.59%4.56%3.16%3.22%3.73%4.56%3.94%4.21%4.58%

Frequently Asked Questions


CNYA and IGLB 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.

CNYA has higher volatility (6.87%) compared to IGLB (2.26%). In terms of maximum drawdown, CNYA dropped -49.49% vs IGLB's -34.12%.

On 5-year performance, CNYA leads with -1.67% vs -2.01% for IGLB. On fees, IGLB is cheaper at 0.06% per year. On volatility, IGLB has been the lower-risk option at 2.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, CNYA has performed better with a -1.67% return vs -2.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGLB is cheaper with a 0.06% expense ratio, compared with 0.60% for CNYA.

IGLB has the higher dividend yield at 5.30%, compared with 1.84% for CNYA.

CNYA is categorized as China Equities, while IGLB is Corporate Bonds. CNYA tracks MSCI China A Inclusion Index, while IGLB tracks ICE BofAML10+ Year US Corporate Index. Their fees differ too: 0.60% for CNYA and 0.06% for IGLB.

CNYA currently has the higher Sharpe Ratio (1.71 vs 0.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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