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WGLD.DE vs. CYBE.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WGLD.DE vs. CYBE.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Core Physical Gold (WGLD.DE) and iShares China CNY Bond UCITS ETF EUR Hedged Acc (CYBE.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WGLD.DE achieves a 2.75% return, which is significantly higher than CYBE.AS's 1.79% return.


WGLD.DE

1D
0.59%
1M
-1.57%
YTD
2.75%
6M
6.40%
1Y
30.17%
3Y*
28.03%
5Y*
19.71%
10Y*

CYBE.AS

1D
0.07%
1M
0.63%
YTD
1.79%
6M
1.92%
1Y
1.75%
3Y*
5.12%
5Y*
3.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WGLD.DE vs. CYBE.AS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WGLD.DE
WisdomTree Core Physical Gold
2.75%49.08%34.17%9.39%7.07%9.65%
CYBE.AS
iShares China CNY Bond UCITS ETF EUR Hedged Acc
1.79%0.34%10.03%5.64%0.42%2.18%

Correlation

The correlation between WGLD.DE and CYBE.AS is -0.03, 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

-0.03

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

-0.01

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

0.01

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2021

0.01

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Return for Risk

WGLD.DE vs. CYBE.AS — Risk / Return Rank

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

WGLD.DE
WGLD.DE Risk / Return Rank: 3636
Overall Rank
WGLD.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
WGLD.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
WGLD.DE Omega Ratio Rank: 4040
Omega Ratio Rank
WGLD.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
WGLD.DE Martin Ratio Rank: 3232
Martin Ratio Rank

CYBE.AS
CYBE.AS Risk / Return Rank: 2424
Overall Rank
CYBE.AS Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
CYBE.AS Sortino Ratio Rank: 2020
Sortino Ratio Rank
CYBE.AS Omega Ratio Rank: 2121
Omega Ratio Rank
CYBE.AS Calmar Ratio Rank: 3333
Calmar Ratio Rank
CYBE.AS Martin Ratio Rank: 2424
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.

WGLD.DE vs. CYBE.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Core Physical Gold (WGLD.DE) and iShares China CNY Bond UCITS ETF EUR Hedged Acc (CYBE.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.


WGLD.DECYBE.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.26

1.14

+0.12

Calmar ratioReturn relative to maximum drawdown

1.81

1.58

+0.23

Martin ratioReturn relative to average drawdown

4.60

3.03

+1.57

WGLD.DE vs. CYBE.AS - Sharpe Ratio Comparison

The current WGLD.DE Sharpe Ratio is 1.30, which is higher than the CYBE.AS Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of WGLD.DE and CYBE.AS, 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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Sharpe Ratios by Period


WGLD.DECYBE.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

0.69

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

1.77

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

1.27

1.78

-0.51

Drawdowns

WGLD.DE vs. CYBE.AS - Drawdown Comparison

The maximum WGLD.DE drawdown since its inception was -16.58%, which is greater than CYBE.AS's maximum drawdown of -1.81%. Use the drawdown chart below to compare losses from any high point for WGLD.DE and CYBE.AS.


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Drawdown Indicators


WGLD.DECYBE.ASDifference

Max Drawdown

Largest peak-to-trough decline

-16.58%

-1.81%

-14.77%

Max Drawdown (1Y)

Largest decline over 1 year

-16.58%

-1.09%

-15.49%

Max Drawdown (3Y)

Largest decline over 3 years

-16.58%

-1.81%

-14.77%

Max Drawdown (5Y)

Largest decline over 5 years

-16.58%

-1.81%

-14.77%

Current Drawdown

Current decline from peak

-14.99%

-0.62%

-14.37%

Average Drawdown

Average peak-to-trough decline

-4.27%

-0.42%

-3.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.54%

0.58%

+5.96%

Volatility

WGLD.DE vs. CYBE.AS - Volatility Comparison

WisdomTree Core Physical Gold (WGLD.DE) has a higher volatility of 5.05% compared to iShares China CNY Bond UCITS ETF EUR Hedged Acc (CYBE.AS) at 1.41%. This indicates that WGLD.DE's price experiences larger fluctuations and is considered to be riskier than CYBE.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WGLD.DECYBE.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

1.41%

+3.64%

Volatility (6M)

Calculated over the trailing 6-month period

20.18%

2.16%

+18.02%

Volatility (1Y)

Calculated over the trailing 1-year period

23.13%

2.51%

+20.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

2.22%

+13.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.88%

2.20%

+13.68%

WGLD.DE vs. CYBE.AS - Expense Ratio Comparison

WGLD.DE has a 0.12% expense ratio, which is lower than CYBE.AS's 0.40% expense ratio.


Dividends

WGLD.DE vs. CYBE.AS - Dividend Comparison

Neither WGLD.DE nor CYBE.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WGLD.DE and CYBE.AS have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WGLD.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WGLD.DE is cheaper with a 0.12% expense ratio, compared with 0.40% for CYBE.AS.

WGLD.DE is categorized as Precious Metals, while CYBE.AS is Emerging Markets Bonds. WGLD.DE tracks Gold, while CYBE.AS tracks Bloomberg China Treasury + Policy Bank Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.12% for WGLD.DE and 0.40% for CYBE.AS.

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