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EMBE.L vs. CBND.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMBE.L vs. CBND.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (EMBE.L) and Goldman Sachs Access China Government Bond UCITS ETF USD (Dist) (CBND.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EMBE.L is traded in EUR, while CBND.L is traded in USD. To make them comparable, the CBND.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EMBE.L achieves a 0.46% return, which is significantly lower than CBND.L's 7.91% return.


EMBE.L

1D
-0.19%
1M
-1.04%
6M
1.07%
YTD
0.46%
1Y
6.27%
3Y*
6.43%
5Y*
-0.60%
10Y*
0.56%
ALL TIME*
2.01%

CBND.L

1D
0.31%
1M
0.74%
6M
6.54%
YTD
7.91%
1Y
9.23%
3Y*
4.83%
5Y*
3.37%
10Y*
ALL TIME*
3.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMBE.L vs. CBND.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EMBE.L
iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist)
0.46%10.99%4.00%7.66%-20.86%-3.27%3.35%1.93%
CBND.L
Goldman Sachs Access China Government Bond UCITS ETF USD (Dist)
7.94%-7.42%11.58%-1.76%0.70%15.65%-0.26%2.28%

Correlation

The correlation between EMBE.L and CBND.L is -0.05, 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

-0.05

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

-0.17

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

-0.16

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2019

-0.12

The correlation between EMBE.L and CBND.L shifts across timeframes, from -0.17 (3 years) to -0.05 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EMBE.L vs. CBND.L — Risk / Return Rank

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

EMBE.L
EMBE.L Risk / Return Rank: 4040
Overall Rank
EMBE.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
EMBE.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
EMBE.L Omega Ratio Rank: 4040
Omega Ratio Rank
EMBE.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
EMBE.L Martin Ratio Rank: 4343
Martin Ratio Rank

CBND.L
CBND.L Risk / Return Rank: 9393
Overall Rank
CBND.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CBND.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
CBND.L Omega Ratio Rank: 9191
Omega Ratio Rank
CBND.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
CBND.L Martin Ratio Rank: 9393
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.

EMBE.L vs. CBND.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (EMBE.L) and Goldman Sachs Access China Government Bond UCITS ETF USD (Dist) (CBND.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.


EMBE.LCBND.LDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.21

1.29

-0.08

Calmar ratioReturn relative to maximum drawdown

1.36

2.88

-1.52

Martin ratioReturn relative to average drawdown

5.18

8.13

-2.95

EMBE.L vs. CBND.L - Sharpe Ratio Comparison

The current EMBE.L Sharpe Ratio is 1.07, which is lower than the CBND.L Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of EMBE.L and CBND.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

EMBE.L vs. CBND.L - Drawdown Comparison

The maximum EMBE.L drawdown since its inception was -30.73%, which is greater than CBND.L's maximum drawdown of -13.58%. Use the drawdown chart below to compare losses from any high point for EMBE.L and CBND.L.


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Drawdown Indicators


EMBE.LCBND.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.73%

-13.58%

-17.15%

Max Drawdown (1Y)

Largest decline over 1 year

-4.58%

-3.19%

-1.39%

Max Drawdown (3Y)

Largest decline over 3 years

-7.94%

-11.07%

+3.13%

Max Drawdown (5Y)

Largest decline over 5 years

-30.46%

-13.58%

-16.88%

Max Drawdown (10Y)

Largest decline over 10 years

-30.73%

Current Drawdown

Current decline from peak

-4.43%

-1.18%

-3.25%

Average Drawdown

Average peak-to-trough decline

-7.35%

-5.18%

-2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.21%

1.13%

+0.08%

Volatility

EMBE.L vs. CBND.L - Volatility Comparison

iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (EMBE.L) and Goldman Sachs Access China Government Bond UCITS ETF USD (Dist) (CBND.L) have volatilities of 1.04% and 1.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMBE.LCBND.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.04%

1.09%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

4.92%

4.31%

+0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

5.85%

5.95%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.90%

7.12%

+1.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.46%

7.10%

+2.36%

EMBE.L vs. CBND.L - Expense Ratio Comparison

EMBE.L has a 0.50% expense ratio, which is higher than CBND.L's 0.24% expense ratio.


Dividends

EMBE.L vs. CBND.L - Dividend Comparison

EMBE.L's dividend yield for the trailing twelve months is around 5.67%, more than CBND.L's 2.04% yield.


PositionTTM20252024202320222021202020192018201720162015
CBND.L
Goldman Sachs Access China Government Bond UCITS ETF USD (Dist)
2.04%2.20%2.45%2.54%2.72%2.52%1.87%0.00%0.00%0.00%0.00%0.00%
EMBE.L
iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist)
5.67%5.44%5.64%5.50%5.39%3.92%3.85%4.77%5.75%3.88%5.36%4.72%

Frequently Asked Questions


EMBE.L and CBND.L have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CBND.L is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBND.L is cheaper with a 0.24% expense ratio, compared with 0.50% for EMBE.L.

EMBE.L is categorized as Emerging Markets Bonds, while CBND.L is Government Bonds. EMBE.L tracks JPM EMBI Global Diversified Hedge TR EUR, while CBND.L tracks FTSE Goldman Sachs China Government Bond Index. They also come from different issuers: iShares and Goldman Sachs. Their fees differ too: 0.50% for EMBE.L and 0.24% for CBND.L.

Portfolio Optimizer

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