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

Performance

USTY.L vs. CYGB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.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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Returns By Period

In the year-to-date period, USTY.L achieves a -0.10% return, which is significantly lower than CYGB.L's 3.44% return.


USTY.L

1D
0.47%
1M
-0.69%
6M
-0.39%
YTD
-0.10%
1Y
3.38%
3Y*
1.94%
5Y*
-0.20%
10Y*
0.52%

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)

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


2026 (YTD)20252024202320222021
USTY.L
SPDR Bloomberg US Treasury Bond UCITS ETF
-0.10%-0.90%2.50%-1.93%-1.98%4.66%
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 USTY.L and CYGB.L is -0.09, 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

-0.09

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

0.01

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

0.05

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

0.04

The correlation between USTY.L and CYGB.L shifts across timeframes, from -0.09 (1 year) to 0.05 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

USTY.L
USTY.L Risk / Return Rank: 1919
Overall Rank
USTY.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
USTY.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
USTY.L Omega Ratio Rank: 1818
Omega Ratio Rank
USTY.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
USTY.L Martin Ratio Rank: 1919
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.

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

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.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.


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

-0.81

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.10

1.28

-0.19

Calmar ratioReturn relative to maximum drawdown

0.65

5.28

-4.63

Martin ratioReturn relative to average drawdown

1.49

12.15

-10.66

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

The current USTY.L Sharpe Ratio is 0.54, which is lower than the CYGB.L Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of USTY.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

USTY.L vs. CYGB.L - Drawdown Comparison

The maximum USTY.L drawdown since its inception was -36.73%, 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 USTY.L and CYGB.L.


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Drawdown Indicators


USTY.LCYGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.73%

-1.56%

-35.17%

Max Drawdown (1Y)

Largest decline over 1 year

-5.20%

-0.69%

-4.51%

Max Drawdown (3Y)

Largest decline over 3 years

-8.14%

-1.56%

-6.58%

Max Drawdown (5Y)

Largest decline over 5 years

-16.24%

-1.56%

-14.68%

Max Drawdown (10Y)

Largest decline over 10 years

-23.92%

Current Drawdown

Current decline from peak

-18.99%

-0.17%

-18.82%

Average Drawdown

Average peak-to-trough decline

-14.80%

-0.24%

-14.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

0.29%

+1.98%

Volatility

USTY.L vs. CYGB.L - Volatility Comparison

SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.L) has a higher volatility of 1.51% compared to iShares China CNY Bond UCITS ETF GBP Hedged (Dist) (CYGB.L) at 0.59%. This indicates that USTY.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


USTY.LCYGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

0.59%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

4.76%

2.24%

+2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

6.29%

2.72%

+3.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.69%

2.38%

+6.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.26%

2.33%

+6.93%

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

USTY.L has a 0.05% expense ratio, which is lower than CYGB.L's 0.40% expense ratio.


Dividends

USTY.L vs. CYGB.L - Dividend Comparison

USTY.L's dividend yield for the trailing twelve months is around 3.62%, 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%
USTY.L
SPDR Bloomberg US Treasury Bond UCITS ETF
3.62%3.58%2.98%2.23%1.24%0.95%1.91%2.22%1.56%1.63%1.20%1.90%

Frequently Asked Questions


USTY.L and CYGB.L have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USTY.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USTY.L is cheaper with a 0.05% expense ratio, compared with 0.40% for CYGB.L.

USTY.L is categorized as Government Bonds, while CYGB.L is Emerging Markets Bonds. USTY.L tracks Bloomberg US Treasury Index, while CYGB.L tracks Bloomberg China Treasury + Policy Bank Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.05% for USTY.L and 0.40% for CYGB.L.

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