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CYBU.AS vs. EUNL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CYBU.AS vs. EUNL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares China CNY Bond UCITS ETF USD Hedged (Dist) (CYBU.AS) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CYBU.AS is traded in USD, while EUNL.DE is traded in EUR. To make them comparable, the EUNL.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CYBU.AS achieves a 2.52% return, which is significantly lower than EUNL.DE's 9.58% return.


CYBU.AS

1D
0.05%
1M
0.73%
YTD
2.52%
6M
2.81%
1Y
3.63%
3Y*
6.98%
5Y*
5.67%
10Y*

EUNL.DE

1D
0.14%
1M
4.08%
YTD
9.58%
6M
10.98%
1Y
25.92%
3Y*
20.76%
5Y*
11.85%
10Y*
13.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CYBU.AS vs. EUNL.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CYBU.AS
iShares China CNY Bond UCITS ETF USD Hedged (Dist)
2.52%2.47%11.50%7.81%2.55%2.30%1.05%1.71%
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
9.58%21.81%18.73%23.92%-18.35%22.25%15.79%4.76%

Correlation

The correlation between CYBU.AS and EUNL.DE is 0.00, 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

0.00

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

0.04

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

0.06

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2019

0.02

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Return for Risk

CYBU.AS vs. EUNL.DE — Risk / Return Rank

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

CYBU.AS
CYBU.AS Risk / Return Rank: 5959
Overall Rank
CYBU.AS Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
CYBU.AS Sortino Ratio Rank: 4646
Sortino Ratio Rank
CYBU.AS Omega Ratio Rank: 4646
Omega Ratio Rank
CYBU.AS Calmar Ratio Rank: 8888
Calmar Ratio Rank
CYBU.AS Martin Ratio Rank: 6969
Martin Ratio Rank

EUNL.DE
EUNL.DE Risk / Return Rank: 7070
Overall Rank
EUNL.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EUNL.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
EUNL.DE Omega Ratio Rank: 6868
Omega Ratio Rank
EUNL.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
EUNL.DE Martin Ratio Rank: 7777
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.

CYBU.AS vs. EUNL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares China CNY Bond UCITS ETF USD Hedged (Dist) (CYBU.AS) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.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.


CYBU.ASEUNL.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.63

Sortino ratioReturn per unit of downside risk

-0.96

Omega ratioGain probability vs. loss probability

1.29

1.39

-0.11

Calmar ratioReturn relative to maximum drawdown

4.95

3.05

+1.89

Martin ratioReturn relative to average drawdown

12.65

13.15

-0.50

CYBU.AS vs. EUNL.DE - Sharpe Ratio Comparison

The current CYBU.AS Sharpe Ratio is 1.57, which is comparable to the EUNL.DE Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of CYBU.AS and EUNL.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


CYBU.ASEUNL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

2.20

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.20

0.75

+1.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

1.82

0.68

+1.15

Drawdowns

CYBU.AS vs. EUNL.DE - Drawdown Comparison

The maximum CYBU.AS drawdown since its inception was -4.89%, smaller than the maximum EUNL.DE drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for CYBU.AS and EUNL.DE.


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Drawdown Indicators


CYBU.ASEUNL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-4.89%

-34.11%

+29.22%

Max Drawdown (1Y)

Largest decline over 1 year

-0.72%

-8.45%

+7.73%

Max Drawdown (3Y)

Largest decline over 3 years

-1.84%

-17.98%

+16.14%

Max Drawdown (5Y)

Largest decline over 5 years

-1.84%

-25.82%

+23.98%

Max Drawdown (10Y)

Largest decline over 10 years

-34.11%

Current Drawdown

Current decline from peak

-0.22%

-0.47%

+0.25%

Average Drawdown

Average peak-to-trough decline

-1.12%

-4.69%

+3.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

1.97%

-1.69%

Volatility

CYBU.AS vs. EUNL.DE - Volatility Comparison

The current volatility for iShares China CNY Bond UCITS ETF USD Hedged (Dist) (CYBU.AS) is 0.81%, while iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) has a volatility of 2.95%. This indicates that CYBU.AS experiences smaller price fluctuations and is considered to be less risky than EUNL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CYBU.ASEUNL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

2.95%

-2.14%

Volatility (6M)

Calculated over the trailing 6-month period

1.66%

8.70%

-7.04%

Volatility (1Y)

Calculated over the trailing 1-year period

2.29%

11.76%

-9.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.54%

15.56%

-13.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.59%

15.96%

-13.37%

CYBU.AS vs. EUNL.DE - Expense Ratio Comparison

CYBU.AS has a 0.40% expense ratio, which is higher than EUNL.DE's 0.20% expense ratio.


Dividends

CYBU.AS vs. EUNL.DE - Dividend Comparison

CYBU.AS's dividend yield for the trailing twelve months is around 1.84%, while EUNL.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
CYBU.AS
iShares China CNY Bond UCITS ETF USD Hedged (Dist)
1.84%1.88%2.13%2.45%2.60%2.82%2.66%0.21%
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CYBU.AS and EUNL.DE have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUNL.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUNL.DE is cheaper with a 0.20% expense ratio, compared with 0.40% for CYBU.AS.

CYBU.AS is categorized as Emerging Markets Bonds, while EUNL.DE is Global Equities. CYBU.AS tracks Bloomberg China Treasury + Policy Bank Index, while EUNL.DE tracks MSCI World Index. Their fees differ too: 0.40% for CYBU.AS and 0.20% for EUNL.DE.

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