PortfoliosLab logoPortfoliosLab logo
GASF.DE vs. IS0S.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GASF.DE vs. IS0S.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Goldman Sachs Access China Government Bond UCITS ETF USD Inc (GASF.DE) and iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) (IS0S.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GASF.DE achieves a 7.80% return, which is significantly higher than IS0S.DE's -3.63% return.


GASF.DE

1D
0.00%
1M
1.11%
6M
5.78%
YTD
7.80%
1Y
8.64%
3Y*
5.05%
5Y*
3.49%
10Y*

IS0S.DE

1D
-0.01%
1M
0.42%
6M
-2.57%
YTD
-3.63%
1Y
-5.43%
3Y*
0.01%
5Y*
0.14%
10Y*
0.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GASF.DE vs. IS0S.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GASF.DE
Goldman Sachs Access China Government Bond UCITS ETF USD Inc
7.80%-6.82%10.85%-2.28%0.91%16.54%-0.76%-8.22%
IS0S.DE
iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist)
-3.63%-5.90%7.58%1.14%-1.88%3.53%-0.48%1.43%

Correlation

The correlation between GASF.DE and IS0S.DE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.57

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

0.62

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

0.63

The correlation between GASF.DE and IS0S.DE has been stable across timeframes, ranging from 0.57 to 0.63 - a consistent structural relationship.

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

GASF.DE vs. IS0S.DE — Risk / Return Rank

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

GASF.DE
GASF.DE Risk / Return Rank: 6666
Overall Rank
GASF.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GASF.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
GASF.DE Omega Ratio Rank: 6868
Omega Ratio Rank
GASF.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
GASF.DE Martin Ratio Rank: 5959
Martin Ratio Rank

IS0S.DE
IS0S.DE Risk / Return Rank: 33
Overall Rank
IS0S.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IS0S.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
IS0S.DE Omega Ratio Rank: 33
Omega Ratio Rank
IS0S.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
IS0S.DE Martin Ratio Rank: 33
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.

GASF.DE vs. IS0S.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access China Government Bond UCITS ETF USD Inc (GASF.DE) and iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) (IS0S.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.

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.


GASF.DEIS0S.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.64

Sortino ratioReturn per unit of downside risk

+3.72

Omega ratioGain probability vs. loss probability

1.30

0.85

+0.45

Calmar ratioReturn relative to maximum drawdown

2.53

-0.69

+3.22

Martin ratioReturn relative to average drawdown

7.67

-1.24

+8.91

GASF.DE vs. IS0S.DE - Sharpe Ratio Comparison

The current GASF.DE Sharpe Ratio is 1.64, which is higher than the IS0S.DE Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of GASF.DE and IS0S.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.


Loading charts...

Drawdowns

GASF.DE vs. IS0S.DE - Drawdown Comparison

The maximum GASF.DE drawdown since its inception was -13.75%, smaller than the maximum IS0S.DE drawdown of -30.09%. Use the drawdown chart below to compare losses from any high point for GASF.DE and IS0S.DE.


Loading charts...

Drawdown Indicators


GASF.DEIS0S.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.75%

-30.09%

+16.34%

Max Drawdown (1Y)

Largest decline over 1 year

-3.40%

-7.85%

+4.45%

Max Drawdown (3Y)

Largest decline over 3 years

-11.00%

-12.92%

+1.92%

Max Drawdown (5Y)

Largest decline over 5 years

-13.75%

-12.92%

-0.83%

Max Drawdown (10Y)

Largest decline over 10 years

-16.46%

Current Drawdown

Current decline from peak

-1.66%

-11.28%

+9.62%

Average Drawdown

Average peak-to-trough decline

-6.05%

-9.54%

+3.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

4.36%

-3.24%

Volatility

GASF.DE vs. IS0S.DE - Volatility Comparison

Goldman Sachs Access China Government Bond UCITS ETF USD Inc (GASF.DE) and iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) (IS0S.DE) have volatilities of 1.25% and 1.23%, 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.


Loading charts...

Volatility by Period


GASF.DEIS0S.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

1.23%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

3.44%

4.02%

-0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

5.31%

5.43%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.68%

6.19%

+0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.71%

10.36%

-2.65%

GASF.DE vs. IS0S.DE - Expense Ratio Comparison

GASF.DE has a 0.24% expense ratio, which is lower than IS0S.DE's 0.50% expense ratio.


Dividends

GASF.DE vs. IS0S.DE - Dividend Comparison

GASF.DE's dividend yield for the trailing twelve months is around 1.99%, more than IS0S.DE's 1.78% yield.


PositionTTM20252024202320222021202020192018201720162015
GASF.DE
Goldman Sachs Access China Government Bond UCITS ETF USD Inc
1.99%2.36%2.35%2.63%2.73%2.40%1.99%0.00%0.00%0.00%0.00%0.00%
IS0S.DE
iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist)
1.78%3.49%2.94%2.89%2.96%2.30%3.05%2.44%2.50%2.19%2.90%1.15%

Frequently Asked Questions


GASF.DE and IS0S.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

GASF.DE is cheaper with a 0.24% expense ratio, compared with 0.50% for IS0S.DE.

GASF.DE tracks FTSE Goldman Sachs China Government Bond Index, while IS0S.DE tracks Bloomberg Emerging Markets Asia Local Currency Govt Country Capped Index. They also come from different issuers: Goldman Sachs and iShares. Their fees differ too: 0.24% for GASF.DE and 0.50% for IS0S.DE.

Portfolio Optimizer

Find the right allocation for GASF.DE and IS0S.DE

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