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

Performance

CNYB.L vs. VDEA.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 Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation (VDEA.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 VDEA.L is traded in USD. To make them comparable, the VDEA.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 VDEA.L's 1.00% 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*

VDEA.L

1D
-1.07%
1M
-1.39%
6M
1.02%
YTD
1.00%
1Y
7.36%
3Y*
6.88%
5Y*
2.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNYB.L vs. VDEA.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%
VDEA.L
Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation
1.00%3.51%8.21%4.23%-5.20%-0.81%2.99%-4.05%

Correlation

The correlation between CNYB.L and VDEA.L 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

0.36

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

0.37

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

0.34

The correlation between CNYB.L and VDEA.L shifts across timeframes, from 0.34 (all time) to 0.47 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CNYB.L vs. VDEA.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

VDEA.L
VDEA.L Risk / Return Rank: 6363
Overall Rank
VDEA.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VDEA.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
VDEA.L Omega Ratio Rank: 6262
Omega Ratio Rank
VDEA.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
VDEA.L Martin Ratio Rank: 6363
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. VDEA.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 Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation (VDEA.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.LVDEA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.21

1.18

+0.03

Calmar ratioReturn relative to maximum drawdown

2.57

1.51

+1.06

Martin ratioReturn relative to average drawdown

6.13

4.10

+2.03

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

The current CNYB.L Sharpe Ratio is 1.13, which is comparable to the VDEA.L Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of CNYB.L and VDEA.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. VDEA.L - Drawdown Comparison

The maximum CNYB.L drawdown since its inception was -25.82%, which is greater than VDEA.L's maximum drawdown of -15.13%. Use the drawdown chart below to compare losses from any high point for CNYB.L and VDEA.L.


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Drawdown Indicators


CNYB.LVDEA.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.82%

-15.13%

-10.69%

Max Drawdown (1Y)

Largest decline over 1 year

-2.75%

-4.84%

+2.09%

Max Drawdown (3Y)

Largest decline over 3 years

-9.03%

-8.43%

-0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-15.44%

-11.74%

-3.70%

Current Drawdown

Current decline from peak

-7.25%

-3.19%

-4.06%

Average Drawdown

Average peak-to-trough decline

-12.53%

-6.47%

-6.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

1.79%

-0.63%

Volatility

CNYB.L vs. VDEA.L - Volatility Comparison

The current volatility for iShares China CNY Bond UCITS ETF USD (Dist) (CNYB.L) is 1.68%, while Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation (VDEA.L) has a volatility of 2.33%. This indicates that CNYB.L experiences smaller price fluctuations and is considered to be less risky than VDEA.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.LVDEA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.68%

2.33%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

4.69%

5.68%

-0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

6.29%

7.10%

-0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.66%

8.75%

-1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.48%

9.75%

+1.73%

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

CNYB.L has a 0.35% expense ratio, which is higher than VDEA.L's 0.23% expense ratio.


Dividends

CNYB.L vs. VDEA.L - Dividend Comparison

CNYB.L's dividend yield for the trailing twelve months is around 1.72%, while VDEA.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%
VDEA.L
Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CNYB.L and VDEA.L 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, VDEA.L is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VDEA.L is cheaper with a 0.23% expense ratio, compared with 0.35% for CNYB.L.

CNYB.L tracks Bloomberg China Treasury + Policy Bank Index, while VDEA.L tracks Bloomberg EM USD Sovereign + Quasi-Sov Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.35% for CNYB.L and 0.23% for VDEA.L.

Portfolio Optimizer

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