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HY3M.DE vs. CEB0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HY3M.DE vs. CEB0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Emerging Markets High Yield Bond UCITS ETF (HY3M.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, HY3M.DE achieves a 6.33% return, which is significantly higher than CEB0.DE's 2.17% return.


HY3M.DE

1D
-0.75%
1M
0.99%
6M
4.72%
YTD
6.33%
1Y
9.36%
3Y*
9.22%
5Y*
3.37%
10Y*

CEB0.DE

1D
0.00%
1M
0.73%
6M
2.20%
YTD
2.17%
1Y
1.66%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HY3M.DE vs. CEB0.DE - Yearly Performance Comparison


Correlation

The correlation between HY3M.DE and CEB0.DE is 0.06, 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

0.06

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2024

0.03

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Return for Risk

HY3M.DE vs. CEB0.DE — Risk / Return Rank

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

HY3M.DE
HY3M.DE Risk / Return Rank: 6464
Overall Rank
HY3M.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HY3M.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
HY3M.DE Omega Ratio Rank: 5555
Omega Ratio Rank
HY3M.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
HY3M.DE Martin Ratio Rank: 6969
Martin Ratio Rank

CEB0.DE
CEB0.DE Risk / Return Rank: 3232
Overall Rank
CEB0.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
CEB0.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
CEB0.DE Omega Ratio Rank: 3131
Omega Ratio Rank
CEB0.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
CEB0.DE Martin Ratio Rank: 3131
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.

HY3M.DE vs. CEB0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Emerging Markets High Yield Bond UCITS ETF (HY3M.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.

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.


HY3M.DECEB0.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+0.95

Omega ratioGain probability vs. loss probability

1.28

1.18

+0.10

Calmar ratioReturn relative to maximum drawdown

3.41

1.67

+1.74

Martin ratioReturn relative to average drawdown

10.01

3.64

+6.36

HY3M.DE vs. CEB0.DE - Sharpe Ratio Comparison

The current HY3M.DE Sharpe Ratio is 1.55, which is higher than the CEB0.DE Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of HY3M.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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Drawdowns

HY3M.DE vs. CEB0.DE - Drawdown Comparison

The maximum HY3M.DE drawdown since its inception was -21.08%, 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 HY3M.DE and CEB0.DE.


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Drawdown Indicators


HY3M.DECEB0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.08%

-1.83%

-19.25%

Max Drawdown (1Y)

Largest decline over 1 year

-3.08%

-0.99%

-2.09%

Max Drawdown (3Y)

Largest decline over 3 years

-12.09%

Max Drawdown (5Y)

Largest decline over 5 years

-13.58%

Current Drawdown

Current decline from peak

-1.17%

0.00%

-1.17%

Average Drawdown

Average peak-to-trough decline

-7.04%

-0.37%

-6.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

0.46%

+0.59%

Volatility

HY3M.DE vs. CEB0.DE - Volatility Comparison

VanEck Emerging Markets High Yield Bond UCITS ETF (HY3M.DE) has a higher volatility of 1.97% compared to iShares China CNY Bond UCITS ETF EUR Hedged Dist (CEB0.DE) at 0.44%. This indicates that HY3M.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


HY3M.DECEB0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

0.44%

+1.53%

Volatility (6M)

Calculated over the trailing 6-month period

5.14%

1.47%

+3.67%

Volatility (1Y)

Calculated over the trailing 1-year period

6.85%

1.75%

+5.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.61%

2.01%

+6.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.20%

2.01%

+11.19%

HY3M.DE vs. CEB0.DE - Expense Ratio Comparison

Both HY3M.DE and CEB0.DE have an expense ratio of 0.40%.


Dividends

HY3M.DE vs. CEB0.DE - Dividend Comparison

HY3M.DE has not paid dividends to shareholders, while CEB0.DE's dividend yield for the trailing twelve months is around 1.71%.


Frequently Asked Questions


HY3M.DE and CEB0.DE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

HY3M.DE and CEB0.DE have the same expense ratio: 0.40% per year.

HY3M.DE tracks ICE BofAML Diversified High Yield US Emerging Markets Corporate Plus Index, while CEB0.DE tracks Bloomberg Barclays China Treasury + Policy Bank Index. They also come from different issuers: VanEck and iShares.

Portfolio Optimizer

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