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CU31.L vs. CNYB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CU31.L vs. CNYB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (CU31.L) and iShares China CNY Bond UCITS ETF USD (Dist) (CNYB.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CU31.L is traded in GBp, while CNYB.L is traded in GBP. To make them comparable, the CNYB.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CU31.L achieves a 0.82% return, which is significantly lower than CNYB.L's 5.09% return.


CU31.L

1D
0.27%
1M
-0.21%
6M
0.40%
YTD
0.82%
1Y
2.96%
3Y*
3.27%
5Y*
2.41%
10Y*
1.49%

CNYB.L

1D
0.24%
1M
-0.35%
6M
4.32%
YTD
5.09%
1Y
7.12%
3Y*
4.85%
5Y*
3.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CU31.L vs. CNYB.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CU31.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
0.82%-1.98%5.81%-1.58%7.69%0.60%-0.40%-4.60%
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%

Correlation

The correlation between CU31.L and CNYB.L is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

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

0.78

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

0.78

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

0.64

The correlation between CU31.L and CNYB.L shifts across timeframes, from 0.64 (all time) to 0.82 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CU31.L vs. CNYB.L — Risk / Return Rank

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

CU31.L
CU31.L Risk / Return Rank: 1919
Overall Rank
CU31.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
CU31.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
CU31.L Omega Ratio Rank: 1717
Omega Ratio Rank
CU31.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
CU31.L Martin Ratio Rank: 2020
Martin Ratio Rank

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
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.

CU31.L vs. CNYB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (CU31.L) and iShares China CNY Bond UCITS ETF USD (Dist) (CNYB.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.


CU31.LCNYB.LDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

1.09

1.21

-0.12

Calmar ratioReturn relative to maximum drawdown

0.65

2.58

-1.92

Martin ratioReturn relative to average drawdown

1.63

6.11

-4.48

CU31.L vs. CNYB.L - Sharpe Ratio Comparison

The current CU31.L Sharpe Ratio is 0.49, which is lower than the CNYB.L Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of CU31.L and CNYB.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

CU31.L vs. CNYB.L - Drawdown Comparison

The maximum CU31.L drawdown since its inception was -21.14%, smaller than the maximum CNYB.L drawdown of -25.82%. Use the drawdown chart below to compare losses from any high point for CU31.L and CNYB.L.


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Drawdown Indicators


CU31.LCNYB.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.14%

-25.82%

+4.68%

Max Drawdown (1Y)

Largest decline over 1 year

-4.51%

-2.75%

-1.76%

Max Drawdown (3Y)

Largest decline over 3 years

-21.14%

-9.03%

-12.11%

Max Drawdown (5Y)

Largest decline over 5 years

-21.14%

-15.44%

-5.70%

Max Drawdown (10Y)

Largest decline over 10 years

-21.14%

Current Drawdown

Current decline from peak

-16.72%

-7.24%

-9.48%

Average Drawdown

Average peak-to-trough decline

-8.21%

-12.52%

+4.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

1.16%

+0.65%

Volatility

CU31.L vs. CNYB.L - Volatility Comparison

iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (CU31.L) and iShares China CNY Bond UCITS ETF USD (Dist) (CNYB.L) have volatilities of 1.27% and 1.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CU31.LCNYB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.24%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

4.46%

4.69%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

6.05%

6.29%

-0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.19%

7.65%

+8.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.09%

11.47%

+1.62%

CU31.L vs. CNYB.L - Expense Ratio Comparison

CU31.L has a 0.07% expense ratio, which is lower than CNYB.L's 0.35% expense ratio.


Dividends

CU31.L vs. CNYB.L - Dividend Comparison

CU31.L has not paid dividends to shareholders, while CNYB.L's dividend yield for the trailing twelve months is around 1.72%.


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%
CU31.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CU31.L and CNYB.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CU31.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CU31.L is cheaper with a 0.07% expense ratio, compared with 0.35% for CNYB.L.

CU31.L is categorized as Government Bonds, while CNYB.L is Emerging Markets Bonds. CU31.L tracks ICE US Treasury 1-3 Year Index, while CNYB.L tracks Bloomberg China Treasury + Policy Bank Index. Their fees differ too: 0.07% for CU31.L and 0.35% for CNYB.L.

Portfolio Optimizer

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