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EM1C.DE vs. CEB0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EM1C.DE vs. CEB0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EM1C.DE) and iShares China CNY Bond UCITS ETF EUR Hedged Dist (CEB0.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, EM1C.DE achieves a 2.30% return, which is significantly higher than CEB0.DE's 1.63% return.


EM1C.DE

1D
-0.08%
1M
1.38%
YTD
2.30%
6M
2.32%
1Y
7.02%
3Y*
4.00%
5Y*
2.23%
10Y*

CEB0.DE

1D
-0.13%
1M
0.30%
YTD
1.63%
6M
1.79%
1Y
1.59%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EM1C.DE vs. CEB0.DE - Yearly Performance Comparison


Correlation

The correlation between EM1C.DE and CEB0.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Apr 9, 2024

0.10

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Return for Risk

EM1C.DE vs. CEB0.DE — Risk / Return Rank

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

EM1C.DE
EM1C.DE Risk / Return Rank: 4141
Overall Rank
EM1C.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EM1C.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
EM1C.DE Omega Ratio Rank: 4040
Omega Ratio Rank
EM1C.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
EM1C.DE Martin Ratio Rank: 4343
Martin Ratio Rank

CEB0.DE
CEB0.DE Risk / Return Rank: 2727
Overall Rank
CEB0.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CEB0.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
CEB0.DE Omega Ratio Rank: 2828
Omega Ratio Rank
CEB0.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
CEB0.DE 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.

EM1C.DE vs. CEB0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EM1C.DE) and iShares China CNY Bond UCITS ETF EUR Hedged Dist (CEB0.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.


EM1C.DECEB0.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.26

1.18

+0.07

Calmar ratioReturn relative to maximum drawdown

2.04

1.43

+0.61

Martin ratioReturn relative to average drawdown

6.75

3.02

+3.73

EM1C.DE vs. CEB0.DE - Sharpe Ratio Comparison

The current EM1C.DE Sharpe Ratio is 1.39, which is higher than the CEB0.DE Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of EM1C.DE and CEB0.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


EM1C.DECEB0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

0.94

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

2.03

-1.94

Drawdowns

EM1C.DE vs. CEB0.DE - Drawdown Comparison

The maximum EM1C.DE drawdown since its inception was -18.83%, which is greater than CEB0.DE's maximum drawdown of -1.83%. Use the drawdown chart below to compare losses from any high point for EM1C.DE and CEB0.DE.


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Drawdown Indicators


EM1C.DECEB0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.83%

-1.83%

-17.00%

Max Drawdown (1Y)

Largest decline over 1 year

-3.42%

-1.11%

-2.31%

Max Drawdown (3Y)

Largest decline over 3 years

-7.20%

Max Drawdown (5Y)

Largest decline over 5 years

-8.53%

Current Drawdown

Current decline from peak

-0.85%

-0.34%

-0.51%

Average Drawdown

Average peak-to-trough decline

-8.00%

-0.38%

-7.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

0.52%

+0.52%

Volatility

EM1C.DE vs. CEB0.DE - Volatility Comparison

VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EM1C.DE) has a higher volatility of 1.55% compared to iShares China CNY Bond UCITS ETF EUR Hedged Dist (CEB0.DE) at 1.02%. This indicates that EM1C.DE's price experiences larger fluctuations and is considered to be riskier than CEB0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EM1C.DECEB0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

1.02%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

4.15%

1.45%

+2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

5.03%

1.68%

+3.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.03%

2.03%

+5.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.06%

2.03%

+6.03%

EM1C.DE vs. CEB0.DE - Expense Ratio Comparison

EM1C.DE has a 0.30% expense ratio, which is lower than CEB0.DE's 0.40% expense ratio.


Dividends

EM1C.DE vs. CEB0.DE - Dividend Comparison

EM1C.DE has not paid dividends to shareholders, while CEB0.DE's dividend yield for the trailing twelve months is around 1.81%.


PositionTTM2025202420232022
CEB0.DE
iShares China CNY Bond UCITS ETF EUR Hedged Dist
1.81%1.84%1.43%0.00%0.00%
EM1C.DE
VanEck J.P. Morgan EM Local Currency Bond UCITS ETF
0.00%0.00%0.00%0.00%0.19%

Frequently Asked Questions


EM1C.DE and CEB0.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EM1C.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EM1C.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for CEB0.DE.

EM1C.DE tracks JP Morgan GBI-Emerging Markets Global Core, while CEB0.DE tracks Bloomberg Barclays China Treasury + Policy Bank Index. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.30% for EM1C.DE and 0.40% for CEB0.DE.

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