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

Performance

CYBE.AS vs. XDEM.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 Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.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 lower than XDEM.DE's 22.76% 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*

XDEM.DE

1D
-0.95%
1M
8.67%
YTD
22.76%
6M
23.73%
1Y
31.52%
3Y*
26.15%
5Y*
14.74%
10Y*
15.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CYBE.AS vs. XDEM.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%1.99%
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C
22.76%8.09%38.24%8.17%-13.85%25.93%

Correlation

The correlation between CYBE.AS and XDEM.DE is -0.08, 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

-0.08

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

0.03

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

0.03

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2021

0.02

The correlation between CYBE.AS and XDEM.DE shifts across timeframes, from -0.08 (1 year) to 0.03 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

CYBE.AS vs. XDEM.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

XDEM.DE
XDEM.DE Risk / Return Rank: 6363
Overall Rank
XDEM.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
XDEM.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
XDEM.DE Omega Ratio Rank: 5656
Omega Ratio Rank
XDEM.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
XDEM.DE Martin Ratio Rank: 7272
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. XDEM.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 Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.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.ASXDEM.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.17

Sortino ratioReturn per unit of downside risk

-1.76

Omega ratioGain probability vs. loss probability

1.14

1.34

-0.21

Calmar ratioReturn relative to maximum drawdown

1.58

3.47

-1.88

Martin ratioReturn relative to average drawdown

3.03

13.27

-10.24

CYBE.AS vs. XDEM.DE - Sharpe Ratio Comparison

The current CYBE.AS Sharpe Ratio is 0.69, which is lower than the XDEM.DE Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of CYBE.AS and XDEM.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.ASXDEM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

1.86

-1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.77

0.84

+0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

1.78

0.90

+0.89

Drawdowns

CYBE.AS vs. XDEM.DE - Drawdown Comparison

The maximum CYBE.AS drawdown since its inception was -1.81%, smaller than the maximum XDEM.DE drawdown of -30.93%. Use the drawdown chart below to compare losses from any high point for CYBE.AS and XDEM.DE.


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Drawdown Indicators


CYBE.ASXDEM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-1.81%

-30.93%

+29.12%

Max Drawdown (1Y)

Largest decline over 1 year

-1.09%

-9.05%

+7.96%

Max Drawdown (3Y)

Largest decline over 3 years

-1.81%

-23.51%

+21.70%

Max Drawdown (5Y)

Largest decline over 5 years

-1.81%

-23.51%

+21.70%

Max Drawdown (10Y)

Largest decline over 10 years

-30.93%

Current Drawdown

Current decline from peak

-0.62%

-0.95%

+0.33%

Average Drawdown

Average peak-to-trough decline

-0.42%

-5.97%

+5.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

2.36%

-1.78%

Volatility

CYBE.AS vs. XDEM.DE - Volatility Comparison

The current volatility for iShares China CNY Bond UCITS ETF EUR Hedged Acc (CYBE.AS) is 1.41%, while Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a volatility of 5.80%. This indicates that CYBE.AS experiences smaller price fluctuations and is considered to be less risky than XDEM.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.ASXDEM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

5.80%

-4.39%

Volatility (6M)

Calculated over the trailing 6-month period

2.16%

14.20%

-12.04%

Volatility (1Y)

Calculated over the trailing 1-year period

2.51%

16.85%

-14.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.22%

17.30%

-15.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.20%

17.85%

-15.65%

CYBE.AS vs. XDEM.DE - Expense Ratio Comparison

CYBE.AS has a 0.40% expense ratio, which is higher than XDEM.DE's 0.25% expense ratio.


Dividends

CYBE.AS vs. XDEM.DE - Dividend Comparison

Neither CYBE.AS nor XDEM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CYBE.AS and XDEM.DE have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDEM.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDEM.DE is cheaper with a 0.25% expense ratio, compared with 0.40% for CYBE.AS.

CYBE.AS is categorized as Emerging Markets Bonds, while XDEM.DE is Momentum. CYBE.AS tracks Bloomberg China Treasury + Policy Bank Index, while XDEM.DE tracks MSCI World Momentum Index. They also come from different issuers: iShares and DWS. Their fees differ too: 0.40% for CYBE.AS and 0.25% for XDEM.DE.

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