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CYGB.L vs. BBTP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CYGB.L vs. BBTP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares China CNY Bond UCITS ETF GBP Hedged (Dist) (CYGB.L) and JPM BetaBuilders US Treasury Bond UCITS ETF - GBP Hedged (acc) (BBTP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CYGB.L achieves a 3.27% return, which is significantly higher than BBTP.L's -0.93% return.


CYGB.L

1D
-0.17%
1M
0.17%
6M
2.73%
YTD
3.27%
1Y
3.85%
3Y*
6.57%
5Y*
5.30%
10Y*
ALL TIME*
5.30%

BBTP.L

1D
0.30%
1M
-1.31%
6M
-0.52%
YTD
-0.93%
1Y
2.43%
3Y*
2.50%
5Y*
-1.49%
10Y*
ALL TIME*
0.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
£49.50K£56.29K£60.62K
£126.15K£474.77K£188.14K

CYGB.L vs. BBTP.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CYGB.L
iShares China CNY Bond UCITS ETF GBP Hedged (Dist)
3.27%2.20%11.38%7.14%2.11%2.84%
BBTP.L
JPM BetaBuilders US Treasury Bond UCITS ETF - GBP Hedged (acc)
-0.93%6.15%0.32%2.77%-13.62%0.21%

Correlation

The correlation between CYGB.L and BBTP.L is 0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.04

Correlation (3Y)
Balances recent behavior with more history.

0.05

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.09

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2021

0.08

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Return for Risk

CYGB.L vs. BBTP.L — Risk / Return Rank

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

CYGB.L
CYGB.L Risk / Return Rank: 7676
Overall Rank
CYGB.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CYGB.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
CYGB.L Omega Ratio Rank: 7272
Omega Ratio Rank
CYGB.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
CYGB.L Martin Ratio Rank: 8787
Martin Ratio Rank

BBTP.L
BBTP.L Risk / Return Rank: 2525
Overall Rank
BBTP.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BBTP.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
BBTP.L Omega Ratio Rank: 2323
Omega Ratio Rank
BBTP.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
BBTP.L Martin Ratio Rank: 2424
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.

CYGB.L vs. BBTP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares China CNY Bond UCITS ETF GBP Hedged (Dist) (CYGB.L) and JPM BetaBuilders US Treasury Bond UCITS ETF - GBP Hedged (acc) (BBTP.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.


CYGB.LBBTP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.80

Sortino ratioReturn per unit of downside risk

+1.21

Omega ratioGain probability vs. loss probability

1.30

1.11

+0.19

Calmar ratioReturn relative to maximum drawdown

5.55

0.73

+4.82

Martin ratioReturn relative to average drawdown

13.03

1.88

+11.15

CYGB.L vs. BBTP.L - Sharpe Ratio Comparison

The current CYGB.L Sharpe Ratio is 1.42, which is higher than the BBTP.L Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of CYGB.L and BBTP.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

CYGB.L vs. BBTP.L - Drawdown Comparison

The maximum CYGB.L drawdown since its inception was -1.56%, smaller than the maximum BBTP.L drawdown of -21.54%. Use the drawdown chart below to compare losses from any high point for CYGB.L and BBTP.L.


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Drawdown Indicators


CYGB.LBBTP.LDifference

Max Drawdown

Largest peak-to-trough decline

-1.56%

-21.54%

+19.98%

Max Drawdown (1Y)

Largest decline over 1 year

-0.69%

-3.17%

+2.48%

Max Drawdown (3Y)

Largest decline over 3 years

-1.56%

-5.29%

+3.73%

Max Drawdown (5Y)

Largest decline over 5 years

-1.56%

-18.82%

+17.26%

Current Drawdown

Current decline from peak

-0.34%

-10.93%

+10.59%

Average Drawdown

Average peak-to-trough decline

-0.24%

-9.98%

+9.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

1.23%

-0.93%

Volatility

CYGB.L vs. BBTP.L - Volatility Comparison

The current volatility for iShares China CNY Bond UCITS ETF GBP Hedged (Dist) (CYGB.L) is 0.63%, while JPM BetaBuilders US Treasury Bond UCITS ETF - GBP Hedged (acc) (BBTP.L) has a volatility of 0.98%. This indicates that CYGB.L experiences smaller price fluctuations and is considered to be less risky than BBTP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CYGB.LBBTP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

0.98%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

2.24%

2.82%

-0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

2.71%

3.74%

-1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.38%

5.87%

-3.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.33%

5.62%

-3.29%

CYGB.L vs. BBTP.L - Expense Ratio Comparison

CYGB.L has a 0.40% expense ratio, which is higher than BBTP.L's 0.10% expense ratio.


Dividends

CYGB.L vs. BBTP.L - Dividend Comparison

CYGB.L's dividend yield for the trailing twelve months is around 1.70%, while BBTP.L has not paid dividends to shareholders.


PositionTTM20252024202320222021
BBTP.L
JPM BetaBuilders US Treasury Bond UCITS ETF - GBP Hedged (acc)
0.00%0.00%0.00%0.00%0.00%0.00%
CYGB.L
iShares China CNY Bond UCITS ETF GBP Hedged (Dist)
1.70%1.84%2.13%2.38%2.68%2.21%

Frequently Asked Questions


CYGB.L and BBTP.L have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

BBTP.L is cheaper with a 0.10% expense ratio, compared with 0.40% for CYGB.L.

CYGB.L is categorized as Emerging Markets Bonds, while BBTP.L is Government Bonds. CYGB.L tracks Bloomberg China Treasury + Policy Bank Index, while BBTP.L tracks J.P. Morgan Government Bond Index United States. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.40% for CYGB.L and 0.10% for BBTP.L.

Portfolio Optimizer

Find the right allocation for CYGB.L and BBTP.L

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