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CYGB.L vs. T3GB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CYGB.L vs. T3GB.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 Invesco US Treasury Bond 1-3 Year UCITS ETF GBP Hedged (Dist) (T3GB.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CYGB.L is traded in GBP, while T3GB.L is traded in GBp. To make them comparable, the T3GB.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, CYGB.L achieves a 3.27% return, which is significantly higher than T3GB.L's 0.56% 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%

T3GB.L

1D
0.08%
1M
-0.12%
6M
0.61%
YTD
0.56%
1Y
2.79%
3Y*
4.02%
5Y*
1.40%
10Y*
ALL TIME*
1.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
£126.15K£474.77K£188.14K
£514.38£492.85£638.56

CYGB.L vs. T3GB.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%
T3GB.L
Invesco US Treasury Bond 1-3 Year UCITS ETF GBP Hedged (Dist)
0.56%4.94%3.79%3.35%-4.53%-0.87%

Correlation

The correlation between CYGB.L and T3GB.L is 0.10, 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.

0.10

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

0.08

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

0.11

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

0.11

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Return for Risk

CYGB.L vs. T3GB.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

T3GB.L
T3GB.L Risk / Return Rank: 9292
Overall Rank
T3GB.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
T3GB.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
T3GB.L Omega Ratio Rank: 9393
Omega Ratio Rank
T3GB.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
T3GB.L Martin Ratio Rank: 9090
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. T3GB.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 Invesco US Treasury Bond 1-3 Year UCITS ETF GBP Hedged (Dist) (T3GB.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.LT3GB.LDifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-1.60

Omega ratioGain probability vs. loss probability

1.30

1.47

-0.17

Calmar ratioReturn relative to maximum drawdown

5.55

3.92

+1.63

Martin ratioReturn relative to average drawdown

13.03

14.51

-1.48

CYGB.L vs. T3GB.L - Sharpe Ratio Comparison

The current CYGB.L Sharpe Ratio is 1.42, which is lower than the T3GB.L Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of CYGB.L and T3GB.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. T3GB.L - Drawdown Comparison

The maximum CYGB.L drawdown since its inception was -1.56%, smaller than the maximum T3GB.L drawdown of -6.48%. Use the drawdown chart below to compare losses from any high point for CYGB.L and T3GB.L.


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Drawdown Indicators


CYGB.LT3GB.LDifference

Max Drawdown

Largest peak-to-trough decline

-1.56%

-6.48%

+4.92%

Max Drawdown (1Y)

Largest decline over 1 year

-0.69%

-0.72%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-1.56%

-0.91%

-0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-1.56%

-6.38%

+4.82%

Current Drawdown

Current decline from peak

-0.34%

-0.22%

-0.12%

Average Drawdown

Average peak-to-trough decline

-0.24%

-1.52%

+1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

0.19%

+0.11%

Volatility

CYGB.L vs. T3GB.L - Volatility Comparison

iShares China CNY Bond UCITS ETF GBP Hedged (Dist) (CYGB.L) has a higher volatility of 0.63% compared to Invesco US Treasury Bond 1-3 Year UCITS ETF GBP Hedged (Dist) (T3GB.L) at 0.33%. This indicates that CYGB.L's price experiences larger fluctuations and is considered to be riskier than T3GB.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.LT3GB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

0.33%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

2.24%

0.88%

+1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

2.71%

1.20%

+1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.38%

2.03%

+0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.33%

1.80%

+0.53%

CYGB.L vs. T3GB.L - Expense Ratio Comparison

CYGB.L has a 0.40% expense ratio, which is higher than T3GB.L's 0.10% expense ratio.


Dividends

CYGB.L vs. T3GB.L - Dividend Comparison

CYGB.L's dividend yield for the trailing twelve months is around 1.70%, less than T3GB.L's 3.85% yield.


PositionTTM2025202420232022202120202019
CYGB.L
iShares China CNY Bond UCITS ETF GBP Hedged (Dist)
1.70%1.84%2.13%2.38%2.68%2.21%0.00%0.00%
T3GB.L
Invesco US Treasury Bond 1-3 Year UCITS ETF GBP Hedged (Dist)
3.85%3.95%4.36%4.05%1.98%0.28%1.15%0.81%

Frequently Asked Questions


CYGB.L and T3GB.L have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, T3GB.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

T3GB.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 T3GB.L is Short-Term Bond. CYGB.L tracks Bloomberg China Treasury + Policy Bank Index, while T3GB.L tracks Bloomberg US Treasury 1-3 Year Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.40% for CYGB.L and 0.10% for T3GB.L.

Portfolio Optimizer

Find the right allocation for CYGB.L and T3GB.L

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

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