IS3C.DE vs. CEB0.DE
Compare and contrast key facts about iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (IS3C.DE) and iShares China CNY Bond UCITS ETF EUR Hedged Dist (CEB0.DE).
IS3C.DE and CEB0.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IS3C.DE is a passively managed fund by iShares that tracks the performance of the JP Morgan EMBI Global Core (EUR Hedged). It was launched on Jul 8, 2013. CEB0.DE is a passively managed fund by iShares that tracks the performance of the Bloomberg Barclays China Treasury + Policy Bank Index. It was launched on Apr 4, 2024. Both IS3C.DE and CEB0.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IS3C.DE vs. CEB0.DE - Performance Comparison
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IS3C.DE vs. CEB0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IS3C.DE iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) | -3.16% | 5.32% | -1.14% |
CEB0.DE iShares China CNY Bond UCITS ETF EUR Hedged Dist | 0.57% | 0.43% | 6.89% |
Returns By Period
In the year-to-date period, IS3C.DE achieves a -3.16% return, which is significantly lower than CEB0.DE's 0.57% return.
IS3C.DE
- 1D
- 1.25%
- 1M
- -2.79%
- YTD
- -3.16%
- 6M
- -2.20%
- 1Y
- 1.27%
- 3Y*
- 1.35%
- 5Y*
- -3.10%
- 10Y*
- -0.48%
CEB0.DE
- 1D
- -0.10%
- 1M
- -0.18%
- YTD
- 0.57%
- 6M
- 0.82%
- 1Y
- 1.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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IS3C.DE vs. CEB0.DE - Expense Ratio Comparison
IS3C.DE has a 0.50% expense ratio, which is higher than CEB0.DE's 0.40% expense ratio.
Return for Risk
IS3C.DE vs. CEB0.DE — Risk / Return Rank
IS3C.DE
CEB0.DE
IS3C.DE vs. CEB0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (IS3C.DE) and iShares China CNY Bond UCITS ETF EUR Hedged Dist (CEB0.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.
| IS3C.DE | CEB0.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.18 | 1.06 | -0.88 |
Sortino ratioReturn per unit of downside risk | 0.30 | 1.53 | -1.23 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.21 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.22 | 1.33 | -1.11 |
Martin ratioReturn relative to average drawdown | 0.87 | 2.80 | -1.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IS3C.DE | CEB0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 1.06 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.35 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.05 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 2.00 | -2.01 |
Correlation
The correlation between IS3C.DE and CEB0.DE is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
IS3C.DE vs. CEB0.DE - Dividend Comparison
IS3C.DE has not paid dividends to shareholders, while CEB0.DE's dividend yield for the trailing twelve months is around 1.83%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS3C.DE iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) | 0.00% | 0.00% | 0.00% | 3.58% | 5.39% | 3.93% | 3.85% | 4.77% | 5.76% | 3.88% | 5.34% | 4.72% |
CEB0.DE iShares China CNY Bond UCITS ETF EUR Hedged Dist | 1.83% | 1.84% | 1.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IS3C.DE vs. CEB0.DE - Drawdown Comparison
The maximum IS3C.DE drawdown since its inception was -30.78%, which is greater than CEB0.DE's maximum drawdown of -1.83%. Use the drawdown chart below to compare losses from any high point for IS3C.DE and CEB0.DE.
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Drawdown Indicators
| IS3C.DE | CEB0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.78% | -1.83% | -28.95% |
Max Drawdown (1Y)Largest decline over 1 year | -5.62% | -1.11% | -4.51% |
Max Drawdown (5Y)Largest decline over 5 years | -30.47% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -30.78% | — | — |
Current DrawdownCurrent decline from peak | -19.18% | -0.60% | -18.58% |
Average DrawdownAverage peak-to-trough decline | -9.04% | -0.40% | -8.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 0.52% | +0.90% |
Volatility
IS3C.DE vs. CEB0.DE - Volatility Comparison
iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (IS3C.DE) has a higher volatility of 2.99% compared to iShares China CNY Bond UCITS ETF EUR Hedged Dist (CEB0.DE) at 0.55%. This indicates that IS3C.DE's price experiences larger fluctuations and is considered to be riskier than CEB0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS3C.DE | CEB0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 0.55% | +2.44% |
Volatility (6M)Calculated over the trailing 6-month period | 4.00% | 1.02% | +2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.96% | 1.50% | +5.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.83% | 1.96% | +6.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.25% | 1.96% | +7.29% |