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IWDA.AS vs. CYBU.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWDA.AS vs. CYBU.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) and iShares China CNY Bond UCITS ETF USD Hedged (Dist) (CYBU.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IWDA.AS is traded in EUR, while CYBU.AS is traded in USD. To make them comparable, the CYBU.AS values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IWDA.AS achieves a 11.10% return, which is significantly higher than CYBU.AS's 3.70% return.


IWDA.AS

1D
-0.31%
1M
5.58%
YTD
11.10%
6M
11.60%
1Y
23.84%
3Y*
17.67%
5Y*
12.89%
10Y*
12.88%

CYBU.AS

1D
0.18%
1M
1.28%
YTD
3.70%
6M
3.08%
1Y
1.71%
3Y*
4.13%
5Y*
6.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWDA.AS vs. CYBU.AS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
11.10%7.08%27.23%19.89%-13.54%32.54%6.20%3.22%
CYBU.AS
iShares China CNY Bond UCITS ETF USD Hedged (Dist)
3.70%-9.69%18.86%4.58%8.91%9.95%-7.28%0.97%

Correlation

The correlation between IWDA.AS and CYBU.AS is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.19

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

0.09

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2019

0.09

The correlation between IWDA.AS and CYBU.AS shifts across timeframes, from 0.09 (all time) to 0.19 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IWDA.AS vs. CYBU.AS — Risk / Return Rank

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

IWDA.AS
IWDA.AS Risk / Return Rank: 6868
Overall Rank
IWDA.AS Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IWDA.AS Sortino Ratio Rank: 6464
Sortino Ratio Rank
IWDA.AS Omega Ratio Rank: 6666
Omega Ratio Rank
IWDA.AS Calmar Ratio Rank: 7272
Calmar Ratio Rank
IWDA.AS Martin Ratio Rank: 7575
Martin Ratio Rank

CYBU.AS
CYBU.AS Risk / Return Rank: 6161
Overall Rank
CYBU.AS Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
CYBU.AS Sortino Ratio Rank: 4848
Sortino Ratio Rank
CYBU.AS Omega Ratio Rank: 4848
Omega Ratio Rank
CYBU.AS Calmar Ratio Rank: 8888
Calmar Ratio Rank
CYBU.AS Martin Ratio Rank: 7171
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.

IWDA.AS vs. CYBU.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) and iShares China CNY Bond UCITS ETF USD Hedged (Dist) (CYBU.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.


IWDA.ASCYBU.ASDifference
Sharpe ratioReturn per unit of total volatility

+1.90

Sortino ratioReturn per unit of downside risk

+2.63

Omega ratioGain probability vs. loss probability

1.41

1.05

+0.36

Calmar ratioReturn relative to maximum drawdown

3.65

0.40

+3.25

Martin ratioReturn relative to average drawdown

14.56

0.90

+13.66

IWDA.AS vs. CYBU.AS - Sharpe Ratio Comparison

The current IWDA.AS Sharpe Ratio is 2.16, which is higher than the CYBU.AS Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of IWDA.AS and CYBU.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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Sharpe Ratios by Period


IWDA.ASCYBU.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

0.26

+1.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.83

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.52

+0.30

Drawdowns

IWDA.AS vs. CYBU.AS - Drawdown Comparison

The maximum IWDA.AS drawdown since its inception was -33.63%, which is greater than CYBU.AS's maximum drawdown of -15.50%. Use the drawdown chart below to compare losses from any high point for IWDA.AS and CYBU.AS.


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Drawdown Indicators


IWDA.ASCYBU.ASDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-15.50%

-18.13%

Max Drawdown (1Y)

Largest decline over 1 year

-6.45%

-4.26%

-2.19%

Max Drawdown (3Y)

Largest decline over 3 years

-21.59%

-12.74%

-8.85%

Max Drawdown (5Y)

Largest decline over 5 years

-21.59%

-12.74%

-8.85%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

Current Drawdown

Current decline from peak

-0.31%

-7.69%

+7.38%

Average Drawdown

Average peak-to-trough decline

-4.25%

-6.50%

+2.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

1.87%

-0.24%

Volatility

IWDA.AS vs. CYBU.AS - Volatility Comparison

iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) has a higher volatility of 2.79% compared to iShares China CNY Bond UCITS ETF USD Hedged (Dist) (CYBU.AS) at 1.47%. This indicates that IWDA.AS's price experiences larger fluctuations and is considered to be riskier than CYBU.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWDA.ASCYBU.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.79%

1.47%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

4.61%

+3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

10.96%

6.59%

+4.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.08%

7.88%

+6.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.00%

7.80%

+7.20%

IWDA.AS vs. CYBU.AS - Expense Ratio Comparison

IWDA.AS has a 0.20% expense ratio, which is lower than CYBU.AS's 0.40% expense ratio.


Dividends

IWDA.AS vs. CYBU.AS - Dividend Comparison

IWDA.AS has not paid dividends to shareholders, while CYBU.AS's dividend yield for the trailing twelve months is around 1.84%.


PositionTTM2025202420232022202120202019
CYBU.AS
iShares China CNY Bond UCITS ETF USD Hedged (Dist)
1.84%1.88%2.13%2.45%2.60%2.82%2.66%0.21%
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IWDA.AS and CYBU.AS have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IWDA.AS is cheaper with a 0.20% expense ratio, compared with 0.40% for CYBU.AS.

IWDA.AS is categorized as Global Equities, while CYBU.AS is Emerging Markets Bonds. IWDA.AS tracks MSCI ACWI NR USD, while CYBU.AS tracks Bloomberg China Treasury + Policy Bank Index. Their fees differ too: 0.20% for IWDA.AS and 0.40% for CYBU.AS.

Portfolio Optimizer

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