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SPEH.L vs. CBND.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPEH.L vs. CBND.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Spain Govt Bond UCITS ETF USD Hedged (Acc) (SPEH.L) and Goldman Sachs Access China Government Bond UCITS ETF USD (Dist) (CBND.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPEH.L achieves a 0.87% return, which is significantly lower than CBND.L's 4.87% return.


SPEH.L

1D
-0.17%
1M
-0.68%
6M
0.34%
YTD
0.87%
1Y
3.37%
3Y*
5.12%
5Y*
-0.14%
10Y*

CBND.L

1D
0.05%
1M
0.02%
6M
4.64%
YTD
4.87%
1Y
7.44%
3Y*
5.57%
5Y*
2.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPEH.L vs. CBND.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SPEH.L
iShares Spain Govt Bond UCITS ETF USD Hedged (Acc)
0.87%3.59%4.70%9.02%-16.01%-2.52%5.30%-0.53%
CBND.L
Goldman Sachs Access China Government Bond UCITS ETF USD (Dist)
4.87%5.04%4.67%1.28%-5.17%7.61%8.70%3.08%

Correlation

The correlation between SPEH.L and CBND.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.17

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

0.13

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2019

0.10

Over the past year, SPEH.L and CBND.L have become more correlated (0.36) than their long-term average of 0.10, meaning their price movements have been converging.

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Return for Risk

SPEH.L vs. CBND.L — Risk / Return Rank

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

SPEH.L
SPEH.L Risk / Return Rank: 2626
Overall Rank
SPEH.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SPEH.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
SPEH.L Omega Ratio Rank: 2626
Omega Ratio Rank
SPEH.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
SPEH.L Martin Ratio Rank: 2828
Martin Ratio Rank

CBND.L
CBND.L Risk / Return Rank: 9292
Overall Rank
CBND.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
CBND.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
CBND.L Omega Ratio Rank: 9090
Omega Ratio Rank
CBND.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
CBND.L Martin Ratio Rank: 9393
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.

SPEH.L vs. CBND.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Spain Govt Bond UCITS ETF USD Hedged (Acc) (SPEH.L) and Goldman Sachs Access China Government Bond UCITS ETF USD (Dist) (CBND.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.


SPEH.LCBND.LDifference
Sharpe ratioReturn per unit of total volatility

-1.60

Sortino ratioReturn per unit of downside risk

-2.43

Omega ratioGain probability vs. loss probability

1.15

1.47

-0.31

Calmar ratioReturn relative to maximum drawdown

1.04

7.45

-6.40

Martin ratioReturn relative to average drawdown

3.13

18.48

-15.35

SPEH.L vs. CBND.L - Sharpe Ratio Comparison

The current SPEH.L Sharpe Ratio is 0.78, which is lower than the CBND.L Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of SPEH.L and CBND.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

SPEH.L vs. CBND.L - Drawdown Comparison

The maximum SPEH.L drawdown since its inception was -19.03%, which is greater than CBND.L's maximum drawdown of -11.48%. Use the drawdown chart below to compare losses from any high point for SPEH.L and CBND.L.


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Drawdown Indicators


SPEH.LCBND.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.03%

-11.48%

-7.55%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-0.99%

-2.23%

Max Drawdown (3Y)

Largest decline over 3 years

-3.54%

-3.66%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-18.21%

-11.48%

-6.73%

Current Drawdown

Current decline from peak

-2.84%

-0.21%

-2.63%

Average Drawdown

Average peak-to-trough decline

-6.16%

-2.80%

-3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

0.40%

+0.67%

Volatility

SPEH.L vs. CBND.L - Volatility Comparison

iShares Spain Govt Bond UCITS ETF USD Hedged (Acc) (SPEH.L) has a higher volatility of 1.16% compared to Goldman Sachs Access China Government Bond UCITS ETF USD (Dist) (CBND.L) at 0.89%. This indicates that SPEH.L's price experiences larger fluctuations and is considered to be riskier than CBND.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPEH.LCBND.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

0.89%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

3.60%

2.58%

+1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

4.30%

3.11%

+1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.25%

5.02%

+1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.82%

4.94%

+0.88%

SPEH.L vs. CBND.L - Expense Ratio Comparison

SPEH.L has a 0.22% expense ratio, which is lower than CBND.L's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPEH.L vs. CBND.L - Dividend Comparison

SPEH.L has not paid dividends to shareholders, while CBND.L's dividend yield for the trailing twelve months is around 2.04%.


PositionTTM202520242023202220212020
CBND.L
Goldman Sachs Access China Government Bond UCITS ETF USD (Dist)
2.04%2.20%2.45%2.54%2.72%2.52%1.87%
SPEH.L
iShares Spain Govt Bond UCITS ETF USD Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPEH.L and CBND.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPEH.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPEH.L is cheaper with a 0.22% expense ratio, compared with 0.24% for CBND.L.

SPEH.L tracks iShares Spain Govt Bond UCITS ETF USD Hedged (Acc), while CBND.L tracks FTSE Goldman Sachs China Government Bond Index. They also come from different issuers: iShares and Goldman Sachs. Their fees differ too: 0.22% for SPEH.L and 0.24% for CBND.L.

Portfolio Optimizer

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