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

Performance

CNYB.L vs. UBXX.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 UBS J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF hGBP dis (UBXX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CNYB.L is traded in GBP, while UBXX.L is traded in GBp. To make them comparable, the UBXX.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, CNYB.L achieves a 5.08% return, which is significantly higher than UBXX.L's 2.13% return.


CNYB.L

1D
0.23%
1M
-0.13%
6M
4.82%
YTD
5.08%
1Y
7.11%
3Y*
4.85%
5Y*
3.58%
10Y*

UBXX.L

1D
-0.14%
1M
-0.14%
6M
1.63%
YTD
2.13%
1Y
6.93%
3Y*
7.55%
5Y*
2.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
CNYB.L
iShares China CNY Bond UCITS ETF USD (Dist)
5.08%-2.20%6.65%-4.09%6.21%9.69%-19.80%0.53%
UBXX.L
UBS J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF hGBP dis
2.13%9.71%7.01%7.14%-11.07%-0.10%1.69%-0.14%

Correlation

The correlation between CNYB.L and UBXX.L is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.20

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

-0.23

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

-0.23

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

-0.16

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Return for Risk

CNYB.L vs. UBXX.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: 4444
Overall Rank
CNYB.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
CNYB.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
CNYB.L Omega Ratio Rank: 3636
Omega Ratio Rank
CNYB.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
CNYB.L Martin Ratio Rank: 4646
Martin Ratio Rank

UBXX.L
UBXX.L Risk / Return Rank: 9090
Overall Rank
UBXX.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
UBXX.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
UBXX.L Omega Ratio Rank: 9393
Omega Ratio Rank
UBXX.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
UBXX.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. UBXX.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 UBS J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF hGBP dis (UBXX.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.LUBXX.LDifference
Sharpe ratioReturn per unit of total volatility

-1.28

Sortino ratioReturn per unit of downside risk

-2.16

Omega ratioGain probability vs. loss probability

1.21

1.51

-0.30

Calmar ratioReturn relative to maximum drawdown

2.57

3.57

-1.00

Martin ratioReturn relative to average drawdown

6.13

16.39

-10.26

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

The current CNYB.L Sharpe Ratio is 1.13, which is lower than the UBXX.L Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of CNYB.L and UBXX.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. UBXX.L - Drawdown Comparison

The maximum CNYB.L drawdown since its inception was -25.82%, which is greater than UBXX.L's maximum drawdown of -16.83%. Use the drawdown chart below to compare losses from any high point for CNYB.L and UBXX.L.


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Drawdown Indicators


CNYB.LUBXX.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.82%

-16.83%

-8.99%

Max Drawdown (1Y)

Largest decline over 1 year

-2.75%

-1.93%

-0.82%

Max Drawdown (3Y)

Largest decline over 3 years

-9.03%

-2.59%

-6.44%

Max Drawdown (5Y)

Largest decline over 5 years

-15.44%

-16.83%

+1.39%

Current Drawdown

Current decline from peak

-7.25%

-0.32%

-6.93%

Average Drawdown

Average peak-to-trough decline

-12.53%

-3.67%

-8.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

0.42%

+0.74%

Volatility

CNYB.L vs. UBXX.L - Volatility Comparison

iShares China CNY Bond UCITS ETF USD (Dist) (CNYB.L) has a higher volatility of 1.68% compared to UBS J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF hGBP dis (UBXX.L) at 0.48%. This indicates that CNYB.L's price experiences larger fluctuations and is considered to be riskier than UBXX.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.LUBXX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.68%

0.48%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

4.69%

2.34%

+2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

6.29%

2.87%

+3.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.66%

4.25%

+3.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.48%

4.93%

+6.55%

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

CNYB.L has a 0.35% expense ratio, which is lower than UBXX.L's 0.47% expense ratio.


Dividends

CNYB.L vs. UBXX.L - Dividend Comparison

CNYB.L's dividend yield for the trailing twelve months is around 1.72%, less than UBXX.L's 6.47% 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%
UBXX.L
UBS J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF hGBP dis
6.47%25.71%7.05%4.76%4.40%3.91%4.43%6.18%0.21%

Frequently Asked Questions


CNYB.L and UBXX.L have a correlation of -0.20, 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 0.47% for UBXX.L.

CNYB.L tracks Bloomberg China Treasury + Policy Bank Index, while UBXX.L tracks J.P. Morgan EMBI Global Diversified 1-5 Year Index. They also come from different issuers: iShares and UBS. Their fees differ too: 0.35% for CNYB.L and 0.47% for UBXX.L.

Portfolio Optimizer

Find the right allocation for CNYB.L and UBXX.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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