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SEMB.L vs. CYGB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEMB.L vs. CYGB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (SEMB.L) and iShares China CNY Bond UCITS ETF GBP Hedged (Dist) (CYGB.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SEMB.L is traded in GBp, while CYGB.L is traded in GBP. To make them comparable, the CYGB.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SEMB.L achieves a 1.75% return, which is significantly lower than CYGB.L's 3.44% return.


SEMB.L

1D
0.31%
1M
-0.95%
6M
1.37%
YTD
1.75%
1Y
9.37%
3Y*
7.59%
5Y*
2.24%
10Y*
2.68%

CYGB.L

1D
-0.17%
1M
0.46%
6M
3.08%
YTD
3.44%
1Y
3.67%
3Y*
6.63%
5Y*
5.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEMB.L vs. CYGB.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SEMB.L
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
1.75%5.97%7.45%4.49%-8.67%6.19%
CYGB.L
iShares China CNY Bond UCITS ETF GBP Hedged (Dist)
3.44%2.20%11.38%7.14%2.11%2.84%

Correlation

The correlation between SEMB.L and CYGB.L 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

-0.00

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

0.04

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2021

0.02

The correlation between SEMB.L and CYGB.L shifts across timeframes, from -0.07 (1 year) to 0.04 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SEMB.L vs. CYGB.L — Risk / Return Rank

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

SEMB.L
SEMB.L Risk / Return Rank: 5757
Overall Rank
SEMB.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SEMB.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
SEMB.L Omega Ratio Rank: 5555
Omega Ratio Rank
SEMB.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
SEMB.L Martin Ratio Rank: 4949
Martin Ratio Rank

CYGB.L
CYGB.L Risk / Return Rank: 6969
Overall Rank
CYGB.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
CYGB.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
CYGB.L Omega Ratio Rank: 6363
Omega Ratio Rank
CYGB.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
CYGB.L Martin Ratio Rank: 8383
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.

SEMB.L vs. CYGB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (SEMB.L) and iShares China CNY Bond UCITS ETF GBP Hedged (Dist) (CYGB.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.


SEMB.LCYGB.LDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.27

1.28

-0.02

Calmar ratioReturn relative to maximum drawdown

2.28

5.28

-3.00

Martin ratioReturn relative to average drawdown

6.46

12.15

-5.69

SEMB.L vs. CYGB.L - Sharpe Ratio Comparison

The current SEMB.L Sharpe Ratio is 1.54, which is comparable to the CYGB.L Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of SEMB.L and CYGB.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

SEMB.L vs. CYGB.L - Drawdown Comparison

The maximum SEMB.L drawdown since its inception was -22.69%, which is greater than CYGB.L's maximum drawdown of -1.56%. Use the drawdown chart below to compare losses from any high point for SEMB.L and CYGB.L.


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Drawdown Indicators


SEMB.LCYGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.69%

-1.56%

-21.13%

Max Drawdown (1Y)

Largest decline over 1 year

-4.08%

-0.69%

-3.39%

Max Drawdown (3Y)

Largest decline over 3 years

-8.96%

-1.56%

-7.40%

Max Drawdown (5Y)

Largest decline over 5 years

-14.43%

-1.56%

-12.87%

Max Drawdown (10Y)

Largest decline over 10 years

-21.06%

Current Drawdown

Current decline from peak

-2.60%

-0.17%

-2.43%

Average Drawdown

Average peak-to-trough decline

-6.01%

-0.24%

-5.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

0.29%

+1.16%

Volatility

SEMB.L vs. CYGB.L - Volatility Comparison

iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (SEMB.L) has a higher volatility of 1.54% compared to iShares China CNY Bond UCITS ETF GBP Hedged (Dist) (CYGB.L) at 0.59%. This indicates that SEMB.L's price experiences larger fluctuations and is considered to be riskier than CYGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEMB.LCYGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

0.59%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

4.56%

2.24%

+2.32%

Volatility (1Y)

Calculated over the trailing 1-year period

6.09%

2.72%

+3.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.71%

2.38%

+6.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.22%

2.33%

+7.89%

SEMB.L vs. CYGB.L - Expense Ratio Comparison

SEMB.L has a 0.45% expense ratio, which is higher than CYGB.L's 0.40% expense ratio.


Dividends

SEMB.L vs. CYGB.L - Dividend Comparison

SEMB.L's dividend yield for the trailing twelve months is around 5.81%, more than CYGB.L's 1.70% yield.


PositionTTM20252024202320222021202020192018201720162015
CYGB.L
iShares China CNY Bond UCITS ETF GBP Hedged (Dist)
1.70%1.84%2.13%2.38%2.68%2.21%0.00%0.00%0.00%0.00%0.00%0.00%
SEMB.L
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
5.81%5.97%5.70%5.78%5.41%3.88%4.11%4.88%4.63%5.03%5.07%4.63%

Frequently Asked Questions


SEMB.L and CYGB.L 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, CYGB.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CYGB.L is cheaper with a 0.40% expense ratio, compared with 0.45% for SEMB.L.

SEMB.L tracks JPM EMBI Global Diversified TR USD, while CYGB.L tracks Bloomberg China Treasury + Policy Bank Index. Their fees differ too: 0.45% for SEMB.L and 0.40% for CYGB.L.

Portfolio Optimizer

Find the right allocation for SEMB.L and CYGB.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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