MJMT.DE vs. CYBU.AS
MJMT.DE (Amundi MSCI Europe Momentum Factor UCITS ETF EUR) and CYBU.AS (iShares China CNY Bond UCITS ETF USD Hedged (Dist)) are both exchange-traded funds - MJMT.DE is a Momentum fund tracking the MSCI Europe Momentum Index, while CYBU.AS is a Emerging Markets Bonds fund tracking the Bloomberg China Treasury + Policy Bank Index. Both are passively managed. Over the past 5 years, MJMT.DE returned 11.41%/yr vs 6.65%/yr for CYBU.AS. At a correlation of -0.10, they often move in opposite directions. MJMT.DE charges 0.23%/yr vs 0.40%/yr for CYBU.AS.
Performance
MJMT.DE vs. CYBU.AS - Performance Comparison
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Different Trading Currencies
MJMT.DE 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, MJMT.DE achieves a 8.02% return, which is significantly higher than CYBU.AS's 3.70% return.
MJMT.DE
- 1D
- 0.03%
- 1M
- 1.15%
- YTD
- 8.02%
- 6M
- 12.09%
- 1Y
- 17.13%
- 3Y*
- 20.41%
- 5Y*
- 11.41%
- 10Y*
- —
CYBU.AS
- 1D
- -0.08%
- 1M
- 1.77%
- YTD
- 3.70%
- 6M
- 2.99%
- 1Y
- 2.31%
- 3Y*
- 4.13%
- 5Y*
- 6.65%
- 10Y*
- —
MJMT.DE vs. CYBU.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MJMT.DE Amundi MSCI Europe Momentum Factor UCITS ETF EUR | 8.02% | 27.24% | 19.93% | 13.04% | -15.57% | 22.09% | 10.97% | 4.45% |
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 MJMT.DE and CYBU.AS is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.12 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2019 | -0.10 |
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Return for Risk
MJMT.DE vs. CYBU.AS — Risk / Return Rank
MJMT.DE
CYBU.AS
MJMT.DE vs. CYBU.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe Momentum Factor UCITS ETF EUR (MJMT.DE) 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.
| MJMT.DE | CYBU.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.05 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | 0.44 | +1.07 |
| Martin ratioReturn relative to average drawdown | 5.64 | 1.00 | +4.64 |
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
| MJMT.DE | CYBU.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.29 | +0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.83 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.52 | +0.18 |
Drawdowns
MJMT.DE vs. CYBU.AS - Drawdown Comparison
The maximum MJMT.DE drawdown since its inception was -31.35%, 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 MJMT.DE and CYBU.AS.
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Drawdown Indicators
| MJMT.DE | CYBU.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.35% | -15.50% | -15.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.56% | -4.26% | -7.30% |
Max Drawdown (3Y)Largest decline over 3 years | -15.62% | -12.74% | -2.88% |
Max Drawdown (5Y)Largest decline over 5 years | -23.84% | -12.74% | -11.10% |
Current DrawdownCurrent decline from peak | -1.36% | -7.68% | +6.32% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -6.50% | +1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 1.87% | +1.23% |
Volatility
MJMT.DE vs. CYBU.AS - Volatility Comparison
Amundi MSCI Europe Momentum Factor UCITS ETF EUR (MJMT.DE) has a higher volatility of 4.49% compared to iShares China CNY Bond UCITS ETF USD Hedged (Dist) (CYBU.AS) at 1.41%. This indicates that MJMT.DE'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
| MJMT.DE | CYBU.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 1.41% | +3.08% |
Volatility (6M)Calculated over the trailing 6-month period | 14.45% | 4.60% | +9.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.95% | 6.58% | +10.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.32% | 7.87% | +8.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.24% | 7.79% | +8.45% |
MJMT.DE vs. CYBU.AS - Expense Ratio Comparison
MJMT.DE has a 0.23% expense ratio, which is lower than CYBU.AS's 0.40% expense ratio.
Dividends
MJMT.DE vs. CYBU.AS - Dividend Comparison
MJMT.DE has not paid dividends to shareholders, while CYBU.AS's dividend yield for the trailing twelve months is around 1.84%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
MJMT.DE Amundi MSCI Europe Momentum Factor UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MJMT.DE and CYBU.AS have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MJMT.DE is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MJMT.DE is cheaper with a 0.23% expense ratio, compared with 0.40% for CYBU.AS.
MJMT.DE is categorized as Momentum, while CYBU.AS is Emerging Markets Bonds. MJMT.DE tracks MSCI Europe Momentum Index, while CYBU.AS tracks Bloomberg China Treasury + Policy Bank Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.23% for MJMT.DE and 0.40% for CYBU.AS.
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