PortfoliosLab logoPortfoliosLab logo
CYBU.AS vs. VWRA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CYBU.AS vs. VWRA.L - 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 Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CYBU.AS achieves a 2.52% return, which is significantly lower than VWRA.L's 11.59% 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*

VWRA.L

1D
-0.08%
1M
4.27%
YTD
11.59%
6M
13.04%
1Y
28.67%
3Y*
21.09%
5Y*
11.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CYBU.AS vs. VWRA.L - 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%
VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating
11.59%22.45%17.65%22.28%-18.11%18.46%16.19%4.22%

Correlation

The correlation between CYBU.AS and VWRA.L is -0.01, 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

-0.01

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

0.03

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

0.05

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

0.02

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CYBU.AS vs. VWRA.L — 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

VWRA.L
VWRA.L Risk / Return Rank: 7272
Overall Rank
VWRA.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VWRA.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
VWRA.L Omega Ratio Rank: 7272
Omega Ratio Rank
VWRA.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
VWRA.L Martin Ratio Rank: 7474
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. VWRA.L - 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 Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.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.


CYBU.ASVWRA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-1.15

Omega ratioGain probability vs. loss probability

1.29

1.43

-0.14

Calmar ratioReturn relative to maximum drawdown

4.95

3.25

+1.70

Martin ratioReturn relative to average drawdown

12.65

13.63

-0.98

CYBU.AS vs. VWRA.L - Sharpe Ratio Comparison

The current CYBU.AS Sharpe Ratio is 1.57, which is lower than the VWRA.L Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of CYBU.AS and VWRA.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.


Loading charts...

Sharpe Ratios by Period


CYBU.ASVWRA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

2.31

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.20

0.73

+1.47

Sharpe Ratio (All Time)

Calculated using the full available price history

1.82

0.78

+1.04

Drawdowns

CYBU.AS vs. VWRA.L - Drawdown Comparison

The maximum CYBU.AS drawdown since its inception was -4.89%, smaller than the maximum VWRA.L drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for CYBU.AS and VWRA.L.


Loading charts...

Drawdown Indicators


CYBU.ASVWRA.LDifference

Max Drawdown

Largest peak-to-trough decline

-4.89%

-33.62%

+28.73%

Max Drawdown (1Y)

Largest decline over 1 year

-0.72%

-8.78%

+8.06%

Max Drawdown (3Y)

Largest decline over 3 years

-1.84%

-16.26%

+14.42%

Max Drawdown (5Y)

Largest decline over 5 years

-1.84%

-26.06%

+24.22%

Current Drawdown

Current decline from peak

-0.22%

-0.75%

+0.53%

Average Drawdown

Average peak-to-trough decline

-1.12%

-5.39%

+4.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

2.10%

-1.82%

Volatility

CYBU.AS vs. VWRA.L - Volatility Comparison

The current volatility for iShares China CNY Bond UCITS ETF USD Hedged (Dist) (CYBU.AS) is 0.81%, while Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) has a volatility of 3.87%. This indicates that CYBU.AS experiences smaller price fluctuations and is considered to be less risky than VWRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CYBU.ASVWRA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

3.87%

-3.06%

Volatility (6M)

Calculated over the trailing 6-month period

1.66%

9.78%

-8.12%

Volatility (1Y)

Calculated over the trailing 1-year period

2.29%

12.36%

-10.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.54%

15.36%

-12.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.59%

17.28%

-14.69%

CYBU.AS vs. VWRA.L - Expense Ratio Comparison

CYBU.AS has a 0.40% expense ratio, which is higher than VWRA.L's 0.22% expense ratio.


Dividends

CYBU.AS vs. VWRA.L - Dividend Comparison

CYBU.AS's dividend yield for the trailing twelve months is around 1.84%, while VWRA.L 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%
VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CYBU.AS and VWRA.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VWRA.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VWRA.L is cheaper with a 0.22% expense ratio, compared with 0.40% for CYBU.AS.

CYBU.AS is categorized as Emerging Markets Bonds, while VWRA.L is Global Equities. CYBU.AS tracks Bloomberg China Treasury + Policy Bank Index, while VWRA.L tracks FTSE All-World Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.40% for CYBU.AS and 0.22% for VWRA.L.

Portfolio Optimizer

Find the right allocation for CYBU.AS and VWRA.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer