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ICGB.DE vs. IS02.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICGB.DE vs. IS02.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 iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.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 IS02.DE's 5.08% 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*

IS02.DE

1D
0.00%
1M
2.16%
6M
5.03%
YTD
5.08%
1Y
12.38%
3Y*
7.43%
5Y*
2.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICGB.DE vs. IS02.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ICGB.DE
iShares China CNY Bond UCITS ETF USD (Dist)
7.85%-7.16%11.36%-2.27%1.10%17.31%3.19%
IS02.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)
5.08%1.10%11.83%6.71%-13.12%5.72%-0.46%

Correlation

The correlation between ICGB.DE and IS02.DE is 0.56, 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

0.56

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

0.41

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

0.40

Correlation (All Time)
Calculated using the full available price history since Aug 14, 2020

0.42

The correlation between ICGB.DE and IS02.DE shifts across timeframes, from 0.40 (5 years) to 0.56 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ICGB.DE vs. IS02.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

IS02.DE
IS02.DE Risk / Return Rank: 8282
Overall Rank
IS02.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IS02.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
IS02.DE Omega Ratio Rank: 8282
Omega Ratio Rank
IS02.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
IS02.DE Martin Ratio Rank: 7979
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. IS02.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 iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.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.DEIS02.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.34

1.39

-0.06

Calmar ratioReturn relative to maximum drawdown

3.52

4.14

-0.62

Martin ratioReturn relative to average drawdown

9.25

12.25

-3.00

ICGB.DE vs. IS02.DE - Sharpe Ratio Comparison

The current ICGB.DE Sharpe Ratio is 1.81, which is comparable to the IS02.DE Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of ICGB.DE and IS02.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. IS02.DE - Drawdown Comparison

The maximum ICGB.DE drawdown since its inception was -13.36%, smaller than the maximum IS02.DE drawdown of -16.21%. Use the drawdown chart below to compare losses from any high point for ICGB.DE and IS02.DE.


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Drawdown Indicators


ICGB.DEIS02.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.36%

-16.21%

+2.85%

Max Drawdown (1Y)

Largest decline over 1 year

-2.77%

-3.00%

+0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-11.17%

-12.85%

+1.68%

Max Drawdown (5Y)

Largest decline over 5 years

-13.36%

-16.21%

+2.85%

Current Drawdown

Current decline from peak

-1.82%

-0.84%

-0.98%

Average Drawdown

Average peak-to-trough decline

-6.42%

-5.85%

-0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

1.01%

+0.05%

Volatility

ICGB.DE vs. IS02.DE - Volatility Comparison

The current volatility for iShares China CNY Bond UCITS ETF USD (Dist) (ICGB.DE) is 1.34%, while iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.DE) has a volatility of 1.66%. This indicates that ICGB.DE experiences smaller price fluctuations and is considered to be less risky than IS02.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.DEIS02.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

1.66%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

3.71%

4.18%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

5.38%

6.14%

-0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.64%

8.54%

-1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.91%

8.37%

-0.46%

ICGB.DE vs. IS02.DE - Expense Ratio Comparison

ICGB.DE has a 0.35% expense ratio, which is lower than IS02.DE's 0.45% expense ratio.


Dividends

ICGB.DE vs. IS02.DE - Dividend Comparison

ICGB.DE's dividend yield for the trailing twelve months is around 1.69%, while IS02.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
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%
IS02.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ICGB.DE and IS02.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ICGB.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ICGB.DE is cheaper with a 0.35% expense ratio, compared with 0.45% for IS02.DE.

ICGB.DE tracks Bloomberg China Treasury + Policy Bank Index, while IS02.DE tracks JP Morgan EMBI Global Core. Their fees differ too: 0.35% for ICGB.DE and 0.45% for IS02.DE.

Portfolio Optimizer

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