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LEMB.L vs. CNYB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LEMB.L vs. CNYB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist (LEMB.L) and iShares China CNY Bond UCITS ETF USD (Dist) (CNYB.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LEMB.L is traded in USD, while CNYB.L is traded in GBP. To make them comparable, the CNYB.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, LEMB.L achieves a 1.66% return, which is significantly lower than CNYB.L's 5.45% return.


LEMB.L

1D
-0.02%
1M
-0.83%
6M
2.03%
YTD
1.66%
1Y
9.59%
3Y*
6.68%
5Y*
0.79%
10Y*
1.69%

CNYB.L

1D
0.00%
1M
0.55%
6M
5.32%
YTD
5.45%
1Y
8.10%
3Y*
5.98%
5Y*
3.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LEMB.L vs. CNYB.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LEMB.L
Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist
1.66%12.47%0.66%9.26%-16.61%-2.22%4.28%1.24%
CNYB.L
iShares China CNY Bond UCITS ETF USD (Dist)
5.45%5.18%4.87%0.97%-5.14%8.69%-17.34%6.70%

Correlation

The correlation between LEMB.L and CNYB.L is 0.06, 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

0.06

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

0.05

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

0.10

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

0.11

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Return for Risk

LEMB.L vs. CNYB.L — Risk / Return Rank

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

LEMB.L
LEMB.L Risk / Return Rank: 7272
Overall Rank
LEMB.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
LEMB.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
LEMB.L Omega Ratio Rank: 7676
Omega Ratio Rank
LEMB.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
LEMB.L Martin Ratio Rank: 7171
Martin Ratio Rank

CNYB.L
CNYB.L Risk / Return Rank: 4444
Overall Rank
CNYB.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
CNYB.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
CNYB.L Omega Ratio Rank: 3636
Omega Ratio Rank
CNYB.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
CNYB.L Martin Ratio Rank: 4646
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.

LEMB.L vs. CNYB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist (LEMB.L) and iShares China CNY Bond UCITS ETF USD (Dist) (CNYB.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.


LEMB.LCNYB.LDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.36

1.27

+0.09

Calmar ratioReturn relative to maximum drawdown

2.55

5.94

-3.39

Martin ratioReturn relative to average drawdown

10.33

16.99

-6.67

LEMB.L vs. CNYB.L - Sharpe Ratio Comparison

The current LEMB.L Sharpe Ratio is 1.85, which is comparable to the CNYB.L Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of LEMB.L and CNYB.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

LEMB.L vs. CNYB.L - Drawdown Comparison

The maximum LEMB.L drawdown since its inception was -27.40%, which is greater than CNYB.L's maximum drawdown of -24.43%. Use the drawdown chart below to compare losses from any high point for LEMB.L and CNYB.L.


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Drawdown Indicators


LEMB.LCNYB.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.40%

-24.43%

-2.97%

Max Drawdown (1Y)

Largest decline over 1 year

-3.74%

-1.30%

-2.44%

Max Drawdown (3Y)

Largest decline over 3 years

-8.59%

-3.73%

-4.86%

Max Drawdown (5Y)

Largest decline over 5 years

-26.85%

-11.92%

-14.93%

Max Drawdown (10Y)

Largest decline over 10 years

-27.40%

Current Drawdown

Current decline from peak

-0.83%

-4.70%

+3.87%

Average Drawdown

Average peak-to-trough decline

-5.85%

-13.92%

+8.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.46%

+0.47%

Volatility

LEMB.L vs. CNYB.L - Volatility Comparison

The current volatility for Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist (LEMB.L) is 0.97%, while iShares China CNY Bond UCITS ETF USD (Dist) (CNYB.L) has a volatility of 1.22%. This indicates that LEMB.L experiences smaller price fluctuations and is considered to be less risky than CNYB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEMB.LCNYB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

1.22%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

4.27%

4.24%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

5.17%

5.15%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.87%

6.79%

+2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.14%

12.07%

-1.93%

LEMB.L vs. CNYB.L - Expense Ratio Comparison

LEMB.L has a 0.30% expense ratio, which is lower than CNYB.L's 0.35% expense ratio.


Dividends

LEMB.L vs. CNYB.L - Dividend Comparison

LEMB.L's dividend yield for the trailing twelve months is around 5.21%, more than CNYB.L's 1.72% yield.


PositionTTM20252024202320222021202020192018201720162015
CNYB.L
iShares China CNY Bond UCITS ETF USD (Dist)
1.72%1.89%2.24%2.55%2.72%2.74%2.65%0.72%0.00%0.00%0.00%0.00%
LEMB.L
Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist
5.21%5.29%3.59%5.91%5.72%4.49%4.12%5.12%5.18%5.14%5.41%6.69%

Frequently Asked Questions


LEMB.L and CNYB.L have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LEMB.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LEMB.L is cheaper with a 0.30% expense ratio, compared with 0.35% for CNYB.L.

LEMB.L tracks JPM EMBI Global Diversified TR USD, while CNYB.L tracks Bloomberg China Treasury + Policy Bank Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for LEMB.L and 0.35% for CNYB.L.

Portfolio Optimizer

Find the right allocation for LEMB.L and CNYB.L

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