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IUSQ.DE vs. CYBE.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSQ.DE vs. CYBE.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and iShares China CNY Bond UCITS ETF EUR Hedged Acc (CYBE.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUSQ.DE achieves a 11.73% return, which is significantly higher than CYBE.AS's 1.67% return.


IUSQ.DE

1D
1.86%
1M
2.20%
YTD
11.73%
6M
13.44%
1Y
25.86%
3Y*
17.12%
5Y*
12.02%
10Y*
12.55%

CYBE.AS

1D
0.28%
1M
0.16%
YTD
1.67%
6M
1.84%
1Y
1.50%
3Y*
4.94%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSQ.DE vs. CYBE.AS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)
11.73%9.02%24.53%18.57%-13.58%7.38%
CYBE.AS
iShares China CNY Bond UCITS ETF EUR Hedged Acc
1.67%0.17%10.33%5.57%0.42%0.25%

Correlation

The correlation between IUSQ.DE and CYBE.AS is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

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

0.05

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2021

0.04

The correlation between IUSQ.DE and CYBE.AS shifts across timeframes, from -0.07 (1 year) to 0.05 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IUSQ.DE vs. CYBE.AS — Risk / Return Rank

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

IUSQ.DE
IUSQ.DE Risk / Return Rank: 8282
Overall Rank
IUSQ.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IUSQ.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
IUSQ.DE Omega Ratio Rank: 8080
Omega Ratio Rank
IUSQ.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
IUSQ.DE Martin Ratio Rank: 8787
Martin Ratio Rank

CYBE.AS
CYBE.AS Risk / Return Rank: 2020
Overall Rank
CYBE.AS Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CYBE.AS Sortino Ratio Rank: 1515
Sortino Ratio Rank
CYBE.AS Omega Ratio Rank: 1515
Omega Ratio Rank
CYBE.AS Calmar Ratio Rank: 2929
Calmar Ratio Rank
CYBE.AS Martin Ratio Rank: 2222
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.

IUSQ.DE vs. CYBE.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and iShares China CNY Bond UCITS ETF EUR Hedged Acc (CYBE.AS). 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.


IUSQ.DECYBE.ASDifference
Sharpe ratioReturn per unit of total volatility

+1.76

Sortino ratioReturn per unit of downside risk

+2.41

Omega ratioGain probability vs. loss probability

1.41

1.08

+0.33

Calmar ratioReturn relative to maximum drawdown

3.97

1.28

+2.70

Martin ratioReturn relative to average drawdown

16.29

2.52

+13.77

IUSQ.DE vs. CYBE.AS - Sharpe Ratio Comparison

The current IUSQ.DE Sharpe Ratio is 2.21, which is higher than the CYBE.AS Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of IUSQ.DE and CYBE.AS, 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

IUSQ.DE vs. CYBE.AS - Drawdown Comparison

The maximum IUSQ.DE drawdown since its inception was -33.60%, which is greater than CYBE.AS's maximum drawdown of -1.83%. Use the drawdown chart below to compare losses from any high point for IUSQ.DE and CYBE.AS.


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Drawdown Indicators


IUSQ.DECYBE.ASDifference

Max Drawdown

Largest peak-to-trough decline

-33.60%

-1.83%

-31.77%

Max Drawdown (1Y)

Largest decline over 1 year

-6.48%

-1.16%

-5.32%

Max Drawdown (3Y)

Largest decline over 3 years

-21.25%

-1.83%

-19.42%

Max Drawdown (5Y)

Largest decline over 5 years

-21.25%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

Current Drawdown

Current decline from peak

-1.37%

-0.70%

-0.67%

Average Drawdown

Average peak-to-trough decline

-4.18%

-0.44%

-3.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

0.59%

+0.99%

Volatility

IUSQ.DE vs. CYBE.AS - Volatility Comparison

iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a higher volatility of 3.41% compared to iShares China CNY Bond UCITS ETF EUR Hedged Acc (CYBE.AS) at 1.42%. This indicates that IUSQ.DE's price experiences larger fluctuations and is considered to be riskier than CYBE.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSQ.DECYBE.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

1.42%

+1.99%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

2.75%

+5.78%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

3.31%

+8.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.97%

2.71%

+11.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.03%

2.71%

+12.32%

IUSQ.DE vs. CYBE.AS - Expense Ratio Comparison

IUSQ.DE has a 0.20% expense ratio, which is lower than CYBE.AS's 0.40% expense ratio.


Dividends

IUSQ.DE vs. CYBE.AS - Dividend Comparison

Neither IUSQ.DE nor CYBE.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IUSQ.DE and CYBE.AS have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IUSQ.DE is cheaper with a 0.20% expense ratio, compared with 0.40% for CYBE.AS.

IUSQ.DE is categorized as Global Equities, while CYBE.AS is Emerging Markets Bonds. IUSQ.DE tracks MSCI All Country World (ACWI), while CYBE.AS tracks Bloomberg China Treasury + Policy Bank Index. Their fees differ too: 0.20% for IUSQ.DE and 0.40% for CYBE.AS.

Portfolio Optimizer

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