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CYBE.AS vs. 2B7S.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CYBE.AS vs. 2B7S.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares China CNY Bond UCITS ETF EUR Hedged Acc (CYBE.AS) and iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CYBE.AS achieves a 1.79% return, which is significantly higher than 2B7S.DE's -0.08% return.


CYBE.AS

1D
0.07%
1M
0.63%
YTD
1.79%
6M
1.92%
1Y
1.75%
3Y*
5.12%
5Y*
3.85%
10Y*

2B7S.DE

1D
0.09%
1M
-0.02%
YTD
-0.08%
6M
-0.01%
1Y
1.30%
3Y*
2.30%
5Y*
-0.00%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CYBE.AS vs. 2B7S.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CYBE.AS
iShares China CNY Bond UCITS ETF EUR Hedged Acc
1.79%0.34%10.03%5.64%0.42%1.82%
2B7S.DE
iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc
-0.08%2.92%2.36%1.95%-5.70%-1.18%

Correlation

The correlation between CYBE.AS and 2B7S.DE is -0.11, 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

-0.11

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

0.05

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

0.11

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2021

0.11

The correlation between CYBE.AS and 2B7S.DE shifts across timeframes, from -0.11 (1 year) to 0.11 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

CYBE.AS vs. 2B7S.DE — Risk / Return Rank

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

CYBE.AS
CYBE.AS Risk / Return Rank: 2424
Overall Rank
CYBE.AS Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
CYBE.AS Sortino Ratio Rank: 2020
Sortino Ratio Rank
CYBE.AS Omega Ratio Rank: 2121
Omega Ratio Rank
CYBE.AS Calmar Ratio Rank: 3333
Calmar Ratio Rank
CYBE.AS Martin Ratio Rank: 2424
Martin Ratio Rank

2B7S.DE
2B7S.DE Risk / Return Rank: 2929
Overall Rank
2B7S.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
2B7S.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
2B7S.DE Omega Ratio Rank: 2727
Omega Ratio Rank
2B7S.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
2B7S.DE Martin Ratio Rank: 2929
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.

CYBE.AS vs. 2B7S.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares China CNY Bond UCITS ETF EUR Hedged Acc (CYBE.AS) and iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE). 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.


CYBE.AS2B7S.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.46

Omega ratioGain probability vs. loss probability

1.14

1.18

-0.04

Calmar ratioReturn relative to maximum drawdown

1.58

1.51

+0.07

Martin ratioReturn relative to average drawdown

3.03

4.17

-1.14

CYBE.AS vs. 2B7S.DE - Sharpe Ratio Comparison

The current CYBE.AS Sharpe Ratio is 0.69, which is lower than the 2B7S.DE Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of CYBE.AS and 2B7S.DE, 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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Sharpe Ratios by Period


CYBE.AS2B7S.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

1.00

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.77

-0.00

+1.77

Sharpe Ratio (All Time)

Calculated using the full available price history

1.78

-0.00

+1.78

Drawdowns

CYBE.AS vs. 2B7S.DE - Drawdown Comparison

The maximum CYBE.AS drawdown since its inception was -1.81%, smaller than the maximum 2B7S.DE drawdown of -7.76%. Use the drawdown chart below to compare losses from any high point for CYBE.AS and 2B7S.DE.


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Drawdown Indicators


CYBE.AS2B7S.DEDifference

Max Drawdown

Largest peak-to-trough decline

-1.81%

-7.76%

+5.95%

Max Drawdown (1Y)

Largest decline over 1 year

-1.09%

-0.85%

-0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-1.81%

-1.14%

-0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-1.81%

-7.72%

+5.91%

Current Drawdown

Current decline from peak

-0.62%

-0.58%

-0.04%

Average Drawdown

Average peak-to-trough decline

-0.42%

-3.30%

+2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

0.31%

+0.27%

Volatility

CYBE.AS vs. 2B7S.DE - Volatility Comparison

iShares China CNY Bond UCITS ETF EUR Hedged Acc (CYBE.AS) has a higher volatility of 1.41% compared to iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE) at 0.47%. This indicates that CYBE.AS's price experiences larger fluctuations and is considered to be riskier than 2B7S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CYBE.AS2B7S.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

0.47%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

2.16%

0.92%

+1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

2.51%

1.29%

+1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.22%

1.99%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.20%

1.96%

+0.24%

CYBE.AS vs. 2B7S.DE - Expense Ratio Comparison

CYBE.AS has a 0.40% expense ratio, which is higher than 2B7S.DE's 0.10% expense ratio.


Dividends

CYBE.AS vs. 2B7S.DE - Dividend Comparison

Neither CYBE.AS nor 2B7S.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CYBE.AS and 2B7S.DE have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 2B7S.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

2B7S.DE is cheaper with a 0.10% expense ratio, compared with 0.40% for CYBE.AS.

CYBE.AS is categorized as Emerging Markets Bonds, while 2B7S.DE is Government Bonds. CYBE.AS tracks Bloomberg China Treasury + Policy Bank Index, while 2B7S.DE tracks ICE US Treasury 1-3 Year (EUR Hedged) Index. Their fees differ too: 0.40% for CYBE.AS and 0.10% for 2B7S.DE.

Portfolio Optimizer

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