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IBTS.L vs. CNYB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTS.L vs. CNYB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.L) and iShares China CNY Bond UCITS ETF USD (Dist) (CNYB.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBTS.L achieves a 0.82% return, which is significantly lower than CNYB.L's 5.09% return.


IBTS.L

1D
0.28%
1M
-0.22%
6M
0.40%
YTD
0.82%
1Y
3.02%
3Y*
3.29%
5Y*
2.45%
10Y*
1.53%

CNYB.L

1D
0.24%
1M
-0.35%
6M
4.32%
YTD
5.09%
1Y
7.12%
3Y*
4.85%
5Y*
3.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTS.L vs. CNYB.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IBTS.L
iShares $ Treasury Bond 1-3yr UCITS ETF
0.82%-1.91%5.79%-1.41%7.61%0.64%-0.34%-4.60%
CNYB.L
iShares China CNY Bond UCITS ETF USD (Dist)
5.09%-2.20%6.65%-4.09%6.21%9.69%-19.80%0.53%

Correlation

The correlation between IBTS.L and CNYB.L is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

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

0.79

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

0.78

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2019

0.64

The correlation between IBTS.L and CNYB.L shifts across timeframes, from 0.64 (all time) to 0.82 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IBTS.L vs. CNYB.L — Risk / Return Rank

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

IBTS.L
IBTS.L Risk / Return Rank: 1818
Overall Rank
IBTS.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IBTS.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
IBTS.L Omega Ratio Rank: 1717
Omega Ratio Rank
IBTS.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
IBTS.L Martin Ratio Rank: 2020
Martin Ratio Rank

CNYB.L
CNYB.L Risk / Return Rank: 4848
Overall Rank
CNYB.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
CNYB.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
CNYB.L Omega Ratio Rank: 4141
Omega Ratio Rank
CNYB.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
CNYB.L Martin Ratio Rank: 4949
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.

IBTS.L vs. CNYB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.L) and iShares China CNY Bond UCITS ETF USD (Dist) (CNYB.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.


IBTS.LCNYB.LDifference
Sharpe ratioReturn per unit of total volatility

-0.63

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.09

1.21

-0.12

Calmar ratioReturn relative to maximum drawdown

0.67

2.58

-1.91

Martin ratioReturn relative to average drawdown

1.67

6.11

-4.44

IBTS.L vs. CNYB.L - Sharpe Ratio Comparison

The current IBTS.L Sharpe Ratio is 0.50, which is lower than the CNYB.L Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of IBTS.L and CNYB.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

IBTS.L vs. CNYB.L - Drawdown Comparison

The maximum IBTS.L drawdown since its inception was -23.85%, smaller than the maximum CNYB.L drawdown of -25.82%. Use the drawdown chart below to compare losses from any high point for IBTS.L and CNYB.L.


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Drawdown Indicators


IBTS.LCNYB.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.85%

-25.82%

+1.97%

Max Drawdown (1Y)

Largest decline over 1 year

-4.51%

-2.75%

-1.76%

Max Drawdown (3Y)

Largest decline over 3 years

-8.89%

-9.03%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-16.29%

-15.44%

-0.85%

Max Drawdown (10Y)

Largest decline over 10 years

-19.02%

Current Drawdown

Current decline from peak

-7.36%

-7.24%

-0.12%

Average Drawdown

Average peak-to-trough decline

-11.15%

-12.52%

+1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

1.16%

+0.65%

Volatility

IBTS.L vs. CNYB.L - Volatility Comparison

iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.L) and iShares China CNY Bond UCITS ETF USD (Dist) (CNYB.L) have volatilities of 1.25% and 1.24%, 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


IBTS.LCNYB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

1.24%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

4.49%

4.69%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

6.05%

6.29%

-0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.08%

7.65%

+0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.59%

11.47%

-2.88%

IBTS.L vs. CNYB.L - Expense Ratio Comparison

IBTS.L has a 0.07% expense ratio, which is lower than CNYB.L's 0.35% expense ratio.


Dividends

IBTS.L vs. CNYB.L - Dividend Comparison

IBTS.L's dividend yield for the trailing twelve months is around 3.99%, more than CNYB.L's 1.72% yield.


PositionTTM20252024202320222021202020192018201720162015
CNYB.L
iShares China CNY Bond UCITS ETF USD (Dist)
1.72%1.89%2.24%2.55%2.72%2.74%2.65%0.72%0.00%0.00%0.00%0.00%
IBTS.L
iShares $ Treasury Bond 1-3yr UCITS ETF
3.99%4.22%4.12%3.08%0.75%0.61%1.84%2.39%1.49%1.01%0.67%0.49%

Frequently Asked Questions


IBTS.L and CNYB.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBTS.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBTS.L is cheaper with a 0.07% expense ratio, compared with 0.35% for CNYB.L.

IBTS.L is categorized as Government Bonds, while CNYB.L is Emerging Markets Bonds. IBTS.L tracks ICE U.S. Treasury 1-3 Year Bond Index, while CNYB.L tracks Bloomberg China Treasury + Policy Bank Index. Their fees differ too: 0.07% for IBTS.L and 0.35% for CNYB.L.

Portfolio Optimizer

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