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CNYB.L vs. IBTG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNYB.L vs. IBTG.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 iShares $ Treasury Bond 1-3yr UCITS ETF GBP Hedged (Dist) (IBTG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CNYB.L achieves a 5.09% return, which is significantly higher than IBTG.L's 0.83% 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*

IBTG.L

1D
0.00%
1M
0.21%
6M
1.04%
YTD
0.83%
1Y
3.25%
3Y*
4.10%
5Y*
1.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNYB.L vs. IBTG.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%
IBTG.L
iShares $ Treasury Bond 1-3yr UCITS ETF GBP Hedged (Dist)
0.83%5.08%3.75%3.65%-4.56%-0.82%2.70%0.42%

Correlation

The correlation between CNYB.L and IBTG.L is -0.03, 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

-0.03

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

-0.08

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

-0.08

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

-0.06

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Return for Risk

CNYB.L vs. IBTG.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

IBTG.L
IBTG.L Risk / Return Rank: 8888
Overall Rank
IBTG.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
IBTG.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
IBTG.L Omega Ratio Rank: 9595
Omega Ratio Rank
IBTG.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
IBTG.L Martin Ratio Rank: 9090
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. IBTG.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 iShares $ Treasury Bond 1-3yr UCITS ETF GBP Hedged (Dist) (IBTG.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.LIBTG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-1.32

Omega ratioGain probability vs. loss probability

1.21

1.60

-0.39

Calmar ratioReturn relative to maximum drawdown

2.58

4.84

-2.26

Martin ratioReturn relative to average drawdown

6.11

15.08

-8.96

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

The current CNYB.L Sharpe Ratio is 1.13, which is lower than the IBTG.L Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of CNYB.L and IBTG.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.


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Drawdowns

CNYB.L vs. IBTG.L - Drawdown Comparison

The maximum CNYB.L drawdown since its inception was -25.82%, which is greater than IBTG.L's maximum drawdown of -6.15%. Use the drawdown chart below to compare losses from any high point for CNYB.L and IBTG.L.


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Drawdown Indicators


CNYB.LIBTG.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.82%

-6.15%

-19.67%

Max Drawdown (1Y)

Largest decline over 1 year

-2.75%

-0.67%

-2.08%

Max Drawdown (3Y)

Largest decline over 3 years

-9.03%

-0.85%

-8.18%

Max Drawdown (5Y)

Largest decline over 5 years

-15.44%

-6.13%

-9.31%

Current Drawdown

Current decline from peak

-7.24%

0.00%

-7.24%

Average Drawdown

Average peak-to-trough decline

-12.52%

-1.25%

-11.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

0.22%

+0.94%

Volatility

CNYB.L vs. IBTG.L - Volatility Comparison

iShares China CNY Bond UCITS ETF USD (Dist) (CNYB.L) has a higher volatility of 1.24% compared to iShares $ Treasury Bond 1-3yr UCITS ETF GBP Hedged (Dist) (IBTG.L) at 0.43%. This indicates that CNYB.L's price experiences larger fluctuations and is considered to be riskier than IBTG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNYB.LIBTG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

0.43%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

4.69%

1.16%

+3.53%

Volatility (1Y)

Calculated over the trailing 1-year period

6.29%

1.74%

+4.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.65%

2.43%

+5.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.47%

2.07%

+9.40%

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

CNYB.L has a 0.35% expense ratio, which is higher than IBTG.L's 0.10% expense ratio.


Dividends

CNYB.L vs. IBTG.L - Dividend Comparison

CNYB.L's dividend yield for the trailing twelve months is around 1.72%, less than IBTG.L's 3.86% yield.


PositionTTM20252024202320222021202020192018
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%0.00%
IBTG.L
iShares $ Treasury Bond 1-3yr UCITS ETF GBP Hedged (Dist)
3.86%4.08%4.12%2.92%0.76%0.59%1.66%2.35%0.78%

Frequently Asked Questions


CNYB.L and IBTG.L have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBTG.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBTG.L is cheaper with a 0.10% expense ratio, compared with 0.35% for CNYB.L.

CNYB.L is categorized as Emerging Markets Bonds, while IBTG.L is Short-Term Bond. CNYB.L tracks Bloomberg China Treasury + Policy Bank Index, while IBTG.L tracks ICE U.S. Treasury 1-3 Year Bond Index. Their fees differ too: 0.35% for CNYB.L and 0.10% for IBTG.L.

Portfolio Optimizer

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

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

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