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

Performance

ICGB.DE vs. CGB.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 Xtrackers II Harvest China Government Bond UCITS ETF (Dist) (CGB.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with ICGB.DE having a 7.85% return and CGB.DE slightly higher at 8.00%.


ICGB.DE

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

CGB.DE

1D
0.40%
1M
1.32%
6M
7.77%
YTD
8.00%
1Y
11.41%
3Y*
3.87%
5Y*
3.23%
10Y*
2.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
ICGB.DE
iShares China CNY Bond UCITS ETF USD (Dist)
7.85%-7.16%11.36%-2.27%1.10%17.31%0.08%-10.15%
CGB.DE
Xtrackers II Harvest China Government Bond UCITS ETF (Dist)
8.00%-6.58%9.93%-2.82%-0.10%15.85%-0.38%-0.26%

Correlation

The correlation between ICGB.DE and CGB.DE is 0.86, 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

0.86

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

0.86

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

0.85

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

0.80

The correlation between ICGB.DE and CGB.DE has been stable across timeframes, ranging from 0.80 to 0.86 - a consistent structural relationship.

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Return for Risk

ICGB.DE vs. CGB.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

CGB.DE
CGB.DE Risk / Return Rank: 7878
Overall Rank
CGB.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
CGB.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
CGB.DE Omega Ratio Rank: 7171
Omega Ratio Rank
CGB.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
CGB.DE Martin Ratio Rank: 7777
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. CGB.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 Xtrackers II Harvest China Government Bond UCITS ETF (Dist) (CGB.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.DECGB.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.34

1.34

0.00

Calmar ratioReturn relative to maximum drawdown

3.52

4.02

-0.50

Martin ratioReturn relative to average drawdown

9.25

11.91

-2.67

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

The current ICGB.DE Sharpe Ratio is 1.81, which is comparable to the CGB.DE Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of ICGB.DE and CGB.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. CGB.DE - Drawdown Comparison

The maximum ICGB.DE drawdown since its inception was -13.36%, smaller than the maximum CGB.DE drawdown of -20.06%. Use the drawdown chart below to compare losses from any high point for ICGB.DE and CGB.DE.


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Drawdown Indicators


ICGB.DECGB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.36%

-20.06%

+6.70%

Max Drawdown (1Y)

Largest decline over 1 year

-2.77%

-2.83%

+0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-11.17%

-11.08%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-13.36%

-13.94%

+0.58%

Max Drawdown (10Y)

Largest decline over 10 years

-14.64%

Current Drawdown

Current decline from peak

-1.82%

-0.94%

-0.88%

Average Drawdown

Average peak-to-trough decline

-6.42%

-9.28%

+2.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

0.96%

+0.10%

Volatility

ICGB.DE vs. CGB.DE - Volatility Comparison

The current volatility for iShares China CNY Bond UCITS ETF USD (Dist) (ICGB.DE) is 1.34%, while Xtrackers II Harvest China Government Bond UCITS ETF (Dist) (CGB.DE) has a volatility of 1.70%. This indicates that ICGB.DE experiences smaller price fluctuations and is considered to be less risky than CGB.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.DECGB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

1.70%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

3.71%

4.01%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

5.38%

5.81%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.64%

6.74%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.91%

11.06%

-3.15%

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

ICGB.DE has a 0.35% expense ratio, which is higher than CGB.DE's 0.20% expense ratio.


Dividends

ICGB.DE vs. CGB.DE - Dividend Comparison

ICGB.DE's dividend yield for the trailing twelve months is around 1.69%, less than CGB.DE's 2.00% yield.


PositionTTM2025202420232022202120202019201820172016
CGB.DE
Xtrackers II Harvest China Government Bond UCITS ETF (Dist)
2.00%2.40%2.37%2.97%4.40%2.17%2.15%2.56%0.72%2.64%0.38%
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%0.00%0.00%0.00%

Frequently Asked Questions


ICGB.DE and CGB.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CGB.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CGB.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for ICGB.DE.

ICGB.DE tracks Bloomberg China Treasury + Policy Bank Index, while CGB.DE tracks FTSE Chinese Government and Policy Bank Bond 1-10 Years Capped Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.35% for ICGB.DE and 0.20% for CGB.DE.

Portfolio Optimizer

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