PortfoliosLab logoPortfoliosLab logo
CNYB.L vs. HYGB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNYB.L vs. HYGB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares China CNY Bond UCITS ETF USD (Dist) (CNYB.L) and VanEck Emerging Markets High Yield Bond UCITS ETF USD (Acc) (HYGB.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CNYB.L achieves a 5.09% return, which is significantly higher than HYGB.L's 3.73% return.


CNYB.L

1D
0.24%
1M
-0.35%
6M
4.32%
YTD
5.09%
1Y
7.12%
3Y*
4.85%
5Y*
3.58%
10Y*

HYGB.L

1D
0.36%
1M
-0.41%
6M
2.50%
YTD
3.73%
1Y
7.76%
3Y*
8.68%
5Y*
3.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNYB.L vs. HYGB.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CNYB.L
iShares China CNY Bond UCITS ETF USD (Dist)
5.09%-2.20%6.65%-4.09%6.21%9.69%-19.80%0.53%
HYGB.L
VanEck Emerging Markets High Yield Bond UCITS ETF USD (Acc)
3.73%1.56%13.72%1.66%-2.52%0.59%1.90%-1.42%

Correlation

The correlation between CNYB.L and HYGB.L is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

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

0.69

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

0.64

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2019

0.53

Over the past year, CNYB.L and HYGB.L have become more correlated (0.75) than their long-term average of 0.53, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CNYB.L vs. HYGB.L — Risk / Return Rank

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

CNYB.L
CNYB.L Risk / Return Rank: 4848
Overall Rank
CNYB.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
CNYB.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
CNYB.L Omega Ratio Rank: 4141
Omega Ratio Rank
CNYB.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
CNYB.L Martin Ratio Rank: 4949
Martin Ratio Rank

HYGB.L
HYGB.L Risk / Return Rank: 4848
Overall Rank
HYGB.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
HYGB.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
HYGB.L Omega Ratio Rank: 4242
Omega Ratio Rank
HYGB.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
HYGB.L Martin Ratio Rank: 4747
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.

CNYB.L vs. HYGB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares China CNY Bond UCITS ETF USD (Dist) (CNYB.L) and VanEck Emerging Markets High Yield Bond UCITS ETF USD (Acc) (HYGB.L). 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.


CNYB.LHYGB.LDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.21

1.21

-0.01

Calmar ratioReturn relative to maximum drawdown

2.58

2.33

+0.24

Martin ratioReturn relative to average drawdown

6.11

5.93

+0.18

CNYB.L vs. HYGB.L - Sharpe Ratio Comparison

The current CNYB.L Sharpe Ratio is 1.13, which is comparable to the HYGB.L Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of CNYB.L and HYGB.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CNYB.L vs. HYGB.L - Drawdown Comparison

The maximum CNYB.L drawdown since its inception was -25.82%, roughly equal to the maximum HYGB.L drawdown of -26.72%. Use the drawdown chart below to compare losses from any high point for CNYB.L and HYGB.L.


Loading charts...

Drawdown Indicators


CNYB.LHYGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.82%

-26.72%

+0.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.75%

-3.31%

+0.56%

Max Drawdown (3Y)

Largest decline over 3 years

-9.03%

-8.96%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-15.44%

-23.02%

+7.58%

Current Drawdown

Current decline from peak

-7.24%

-1.93%

-5.31%

Average Drawdown

Average peak-to-trough decline

-12.52%

-14.28%

+1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

1.30%

-0.14%

Volatility

CNYB.L vs. HYGB.L - Volatility Comparison

The current volatility for iShares China CNY Bond UCITS ETF USD (Dist) (CNYB.L) is 1.24%, while VanEck Emerging Markets High Yield Bond UCITS ETF USD (Acc) (HYGB.L) has a volatility of 1.48%. This indicates that CNYB.L experiences smaller price fluctuations and is considered to be less risky than HYGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CNYB.LHYGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

1.48%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

4.69%

4.96%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

6.29%

6.52%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.65%

18.18%

-10.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.47%

17.40%

-5.93%

CNYB.L vs. HYGB.L - Expense Ratio Comparison

CNYB.L has a 0.35% expense ratio, which is lower than HYGB.L's 0.40% expense ratio.


Dividends

CNYB.L vs. HYGB.L - Dividend Comparison

CNYB.L's dividend yield for the trailing twelve months is around 1.72%, while HYGB.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
CNYB.L
iShares China CNY Bond UCITS ETF USD (Dist)
1.72%1.89%2.24%2.55%2.72%2.74%2.65%0.72%
HYGB.L
VanEck Emerging Markets High Yield Bond UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CNYB.L and HYGB.L have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CNYB.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CNYB.L is cheaper with a 0.35% expense ratio, compared with 0.40% for HYGB.L.

CNYB.L tracks Bloomberg China Treasury + Policy Bank Index, while HYGB.L tracks ICE BofAML Diversified High Yield US Emerging Markets Corporate Plus Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.35% for CNYB.L and 0.40% for HYGB.L.

Portfolio Optimizer

Find the right allocation for CNYB.L and HYGB.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer