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ICGB.DE vs. ASRD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICGB.DE vs. ASRD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares China CNY Bond UCITS ETF USD (Dist) (ICGB.DE) and BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF EUR Hedged (ASRD.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, ICGB.DE achieves a 7.85% return, which is significantly higher than ASRD.DE's 0.96% return.


ICGB.DE

1D
-0.20%
1M
1.25%
6M
7.38%
YTD
7.85%
1Y
9.80%
3Y*
4.28%
5Y*
3.84%
10Y*

ASRD.DE

1D
0.00%
1M
0.74%
6M
1.40%
YTD
0.96%
1Y
6.57%
3Y*
6.50%
5Y*
-0.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICGB.DE vs. ASRD.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ICGB.DE
iShares China CNY Bond UCITS ETF USD (Dist)
7.85%-7.16%11.36%-2.27%1.10%14.16%
ASRD.DE
BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF EUR Hedged
0.96%11.16%3.52%6.69%-19.97%-1.25%

Correlation

The correlation between ICGB.DE and ASRD.DE is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.19

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

-0.22

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

-0.18

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2021

-0.15

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Return for Risk

ICGB.DE vs. ASRD.DE — Risk / Return Rank

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

ICGB.DE
ICGB.DE Risk / Return Rank: 7070
Overall Rank
ICGB.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ICGB.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
ICGB.DE Omega Ratio Rank: 7070
Omega Ratio Rank
ICGB.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
ICGB.DE Martin Ratio Rank: 6363
Martin Ratio Rank

ASRD.DE
ASRD.DE Risk / Return Rank: 3636
Overall Rank
ASRD.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ASRD.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
ASRD.DE Omega Ratio Rank: 3535
Omega Ratio Rank
ASRD.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
ASRD.DE Martin Ratio Rank: 3838
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.

ICGB.DE vs. ASRD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares China CNY Bond UCITS ETF USD (Dist) (ICGB.DE) and BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF EUR Hedged (ASRD.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.


ICGB.DEASRD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.71

Sortino ratioReturn per unit of downside risk

+0.85

Omega ratioGain probability vs. loss probability

1.34

1.21

+0.13

Calmar ratioReturn relative to maximum drawdown

3.52

1.37

+2.15

Martin ratioReturn relative to average drawdown

9.25

4.97

+4.28

ICGB.DE vs. ASRD.DE - Sharpe Ratio Comparison

The current ICGB.DE Sharpe Ratio is 1.81, which is higher than the ASRD.DE Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of ICGB.DE and ASRD.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

ICGB.DE vs. ASRD.DE - Drawdown Comparison

The maximum ICGB.DE drawdown since its inception was -13.36%, smaller than the maximum ASRD.DE drawdown of -29.54%. Use the drawdown chart below to compare losses from any high point for ICGB.DE and ASRD.DE.


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Drawdown Indicators


ICGB.DEASRD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.36%

-29.54%

+16.18%

Max Drawdown (1Y)

Largest decline over 1 year

-2.77%

-4.77%

+2.00%

Max Drawdown (3Y)

Largest decline over 3 years

-11.17%

-8.03%

-3.14%

Max Drawdown (5Y)

Largest decline over 5 years

-13.36%

-29.54%

+16.18%

Current Drawdown

Current decline from peak

-1.82%

-3.81%

+1.99%

Average Drawdown

Average peak-to-trough decline

-6.42%

-12.84%

+6.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

1.31%

-0.25%

Volatility

ICGB.DE vs. ASRD.DE - Volatility Comparison

iShares China CNY Bond UCITS ETF USD (Dist) (ICGB.DE) has a higher volatility of 1.34% compared to BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF EUR Hedged (ASRD.DE) at 1.20%. This indicates that ICGB.DE's price experiences larger fluctuations and is considered to be riskier than ASRD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICGB.DEASRD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

1.20%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

3.71%

4.97%

-1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

5.38%

5.95%

-0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.64%

9.04%

-2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.91%

8.85%

-0.94%

ICGB.DE vs. ASRD.DE - Expense Ratio Comparison

ICGB.DE has a 0.35% expense ratio, which is higher than ASRD.DE's 0.25% expense ratio.


Dividends

ICGB.DE vs. ASRD.DE - Dividend Comparison

ICGB.DE's dividend yield for the trailing twelve months is around 1.69%, while ASRD.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
ASRD.DE
BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF EUR Hedged
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ICGB.DE
iShares China CNY Bond UCITS ETF USD (Dist)
1.69%1.92%2.22%2.58%2.80%2.71%2.63%0.95%

Frequently Asked Questions


ICGB.DE and ASRD.DE have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ASRD.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ASRD.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for ICGB.DE.

ICGB.DE tracks Bloomberg China Treasury + Policy Bank Index, while ASRD.DE tracks JP Morgan ESG EMBI Global Diversified (EUR Hedged). They also come from different issuers: iShares and BNP Paribas. Their fees differ too: 0.35% for ICGB.DE and 0.25% for ASRD.DE.

Portfolio Optimizer

Find the right allocation for ICGB.DE and ASRD.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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