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ICGB.DE vs. IS0Q.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICGB.DE vs. IS0Q.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 $ EM Corp Bond UCITS ETF USD (Dist) (IS0Q.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 8.51% return, which is significantly higher than IS0Q.DE's 4.46% return.


ICGB.DE

1D
0.20%
1M
1.66%
6M
7.11%
YTD
8.51%
1Y
9.27%
3Y*
5.17%
5Y*
3.74%
10Y*

IS0Q.DE

1D
0.03%
1M
1.14%
6M
3.15%
YTD
4.46%
1Y
7.53%
3Y*
6.23%
5Y*
2.56%
10Y*
3.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICGB.DE vs. IS0Q.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ICGB.DE
iShares China CNY Bond UCITS ETF USD (Dist)
8.51%-7.16%11.36%-2.27%1.10%17.31%0.08%-10.15%
IS0Q.DE
iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist)
4.46%-3.70%12.34%4.23%-6.55%7.84%-2.78%3.26%

Correlation

The correlation between ICGB.DE and IS0Q.DE is 0.77, 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

0.77

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

0.67

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

0.65

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

0.61

The correlation between ICGB.DE and IS0Q.DE shifts across timeframes, from 0.61 (all time) to 0.77 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ICGB.DE vs. IS0Q.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: 6868
Overall Rank
ICGB.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ICGB.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
ICGB.DE Omega Ratio Rank: 6666
Omega Ratio Rank
ICGB.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
ICGB.DE Martin Ratio Rank: 6161
Martin Ratio Rank

IS0Q.DE
IS0Q.DE Risk / Return Rank: 5151
Overall Rank
IS0Q.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
IS0Q.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
IS0Q.DE Omega Ratio Rank: 4646
Omega Ratio Rank
IS0Q.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
IS0Q.DE Martin Ratio Rank: 5151
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. IS0Q.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 $ EM Corp Bond UCITS ETF USD (Dist) (IS0Q.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.DEIS0Q.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.32

1.25

+0.07

Calmar ratioReturn relative to maximum drawdown

3.33

2.50

+0.82

Martin ratioReturn relative to average drawdown

8.75

7.13

+1.61

ICGB.DE vs. IS0Q.DE - Sharpe Ratio Comparison

The current ICGB.DE Sharpe Ratio is 1.72, which is comparable to the IS0Q.DE Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of ICGB.DE and IS0Q.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. IS0Q.DE - Drawdown Comparison

The maximum ICGB.DE drawdown since its inception was -13.36%, smaller than the maximum IS0Q.DE drawdown of -26.03%. Use the drawdown chart below to compare losses from any high point for ICGB.DE and IS0Q.DE.


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Drawdown Indicators


ICGB.DEIS0Q.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.36%

-26.03%

+12.67%

Max Drawdown (1Y)

Largest decline over 1 year

-2.77%

-2.99%

+0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-11.17%

-11.02%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-13.36%

-11.02%

-2.34%

Max Drawdown (10Y)

Largest decline over 10 years

-23.18%

Current Drawdown

Current decline from peak

-1.22%

-2.24%

+1.02%

Average Drawdown

Average peak-to-trough decline

-6.40%

-7.55%

+1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

1.05%

+0.01%

Volatility

ICGB.DE vs. IS0Q.DE - Volatility Comparison

The current volatility for iShares China CNY Bond UCITS ETF USD (Dist) (ICGB.DE) is 1.31%, while iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist) (IS0Q.DE) has a volatility of 1.51%. This indicates that ICGB.DE experiences smaller price fluctuations and is considered to be less risky than IS0Q.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.DEIS0Q.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

1.51%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

3.60%

3.60%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

5.40%

5.49%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.63%

7.04%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.90%

8.77%

-0.87%

ICGB.DE vs. IS0Q.DE - Expense Ratio Comparison

ICGB.DE has a 0.35% expense ratio, which is lower than IS0Q.DE's 0.50% expense ratio.


Dividends

ICGB.DE vs. IS0Q.DE - Dividend Comparison

ICGB.DE's dividend yield for the trailing twelve months is around 1.68%, less than IS0Q.DE's 5.51% yield.


PositionTTM20252024202320222021202020192018201720162015
ICGB.DE
iShares China CNY Bond UCITS ETF USD (Dist)
1.68%1.92%2.22%2.58%2.80%2.71%2.63%0.95%0.00%0.00%0.00%0.00%
IS0Q.DE
iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist)
5.51%5.61%5.36%5.07%4.31%3.54%4.14%4.58%4.69%4.55%4.51%5.13%

Frequently Asked Questions


ICGB.DE and IS0Q.DE have a correlation of 0.77, 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 0.50% for IS0Q.DE.

ICGB.DE tracks Bloomberg China Treasury + Policy Bank Index, while IS0Q.DE tracks J.P. Morgan CEMBI Broad Diversified Core Index. Their fees differ too: 0.35% for ICGB.DE and 0.50% for IS0Q.DE.

Portfolio Optimizer

Find the right allocation for ICGB.DE and IS0Q.DE

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