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IGEA.L vs. CBND.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGEA.L vs. CBND.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) (IGEA.L) and Goldman Sachs Access China Government Bond UCITS ETF USD (Dist) (CBND.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, IGEA.L achieves a -5.98% return, which is significantly lower than CBND.L's 4.87% return.


IGEA.L

1D
-0.23%
1M
-0.62%
6M
-5.73%
YTD
-5.98%
1Y
-6.63%
3Y*
0.73%
5Y*
-0.49%
10Y*
1.01%

CBND.L

1D
0.05%
1M
0.02%
6M
4.64%
YTD
4.87%
1Y
7.44%
3Y*
5.57%
5Y*
2.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGEA.L vs. CBND.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IGEA.L
iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist)
-5.98%5.84%1.57%4.77%-7.79%-4.40%9.11%2.16%
CBND.L
Goldman Sachs Access China Government Bond UCITS ETF USD (Dist)
4.87%5.04%4.67%1.28%-5.17%7.61%8.70%3.08%

Correlation

The correlation between IGEA.L and CBND.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.47

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

0.53

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2019

0.52

The correlation between IGEA.L and CBND.L has been stable across timeframes, ranging from 0.47 to 0.53 - a consistent structural relationship.

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Return for Risk

IGEA.L vs. CBND.L — Risk / Return Rank

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

IGEA.L
IGEA.L Risk / Return Rank: 22
Overall Rank
IGEA.L Sharpe Ratio Rank: 11
Sharpe Ratio Rank
IGEA.L Sortino Ratio Rank: 22
Sortino Ratio Rank
IGEA.L Omega Ratio Rank: 11
Omega Ratio Rank
IGEA.L Calmar Ratio Rank: 33
Calmar Ratio Rank
IGEA.L Martin Ratio Rank: 11
Martin Ratio Rank

CBND.L
CBND.L Risk / Return Rank: 9292
Overall Rank
CBND.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
CBND.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
CBND.L Omega Ratio Rank: 9090
Omega Ratio Rank
CBND.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
CBND.L Martin Ratio Rank: 9393
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.

IGEA.L vs. CBND.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) (IGEA.L) and Goldman Sachs Access China Government Bond UCITS ETF USD (Dist) (CBND.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.


IGEA.LCBND.LDifference
Sharpe ratioReturn per unit of total volatility

-3.48

Sortino ratioReturn per unit of downside risk

-5.03

Omega ratioGain probability vs. loss probability

0.82

1.47

-0.64

Calmar ratioReturn relative to maximum drawdown

-0.77

7.45

-8.22

Martin ratioReturn relative to average drawdown

-1.46

18.48

-19.94

IGEA.L vs. CBND.L - Sharpe Ratio Comparison

The current IGEA.L Sharpe Ratio is -1.09, which is lower than the CBND.L Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of IGEA.L and CBND.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

IGEA.L vs. CBND.L - Drawdown Comparison

The maximum IGEA.L drawdown since its inception was -21.51%, which is greater than CBND.L's maximum drawdown of -11.48%. Use the drawdown chart below to compare losses from any high point for IGEA.L and CBND.L.


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Drawdown Indicators


IGEA.LCBND.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.51%

-11.48%

-10.03%

Max Drawdown (1Y)

Largest decline over 1 year

-8.59%

-0.99%

-7.60%

Max Drawdown (3Y)

Largest decline over 3 years

-8.59%

-3.66%

-4.93%

Max Drawdown (5Y)

Largest decline over 5 years

-18.81%

-11.48%

-7.33%

Max Drawdown (10Y)

Largest decline over 10 years

-21.51%

Current Drawdown

Current decline from peak

-7.77%

-0.21%

-7.56%

Average Drawdown

Average peak-to-trough decline

-5.94%

-2.80%

-3.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

0.40%

+4.13%

Volatility

IGEA.L vs. CBND.L - Volatility Comparison

iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) (IGEA.L) has a higher volatility of 1.16% compared to Goldman Sachs Access China Government Bond UCITS ETF USD (Dist) (CBND.L) at 0.89%. This indicates that IGEA.L's price experiences larger fluctuations and is considered to be riskier than CBND.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGEA.LCBND.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

0.89%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

5.25%

2.58%

+2.67%

Volatility (1Y)

Calculated over the trailing 1-year period

6.06%

3.11%

+2.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.40%

5.02%

+1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.33%

4.94%

+1.39%

IGEA.L vs. CBND.L - Expense Ratio Comparison

IGEA.L has a 0.50% expense ratio, which is higher than CBND.L's 0.24% expense ratio.


Dividends

IGEA.L vs. CBND.L - Dividend Comparison

IGEA.L's dividend yield for the trailing twelve months is around 1.78%, less than CBND.L's 2.04% yield.


PositionTTM20252024202320222021202020192018201720162015
CBND.L
Goldman Sachs Access China Government Bond UCITS ETF USD (Dist)
2.04%2.20%2.45%2.54%2.72%2.52%1.87%0.00%0.00%0.00%0.00%0.00%
IGEA.L
iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist)
1.78%3.24%3.07%2.87%2.96%2.42%2.80%2.46%2.57%2.02%3.01%1.18%

Frequently Asked Questions


IGEA.L and CBND.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CBND.L is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBND.L is cheaper with a 0.24% expense ratio, compared with 0.50% for IGEA.L.

IGEA.L tracks iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist), while CBND.L tracks FTSE Goldman Sachs China Government Bond Index. They also come from different issuers: iShares and Goldman Sachs. Their fees differ too: 0.50% for IGEA.L and 0.24% for CBND.L.

Portfolio Optimizer

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