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

Performance

XDWS.DE vs. CYBE.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.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, XDWS.DE achieves a 4.43% return, which is significantly higher than CYBE.AS's 1.79% return.


XDWS.DE

1D
-0.24%
1M
-1.84%
YTD
4.43%
6M
4.20%
1Y
-0.89%
3Y*
3.32%
5Y*
4.93%
10Y*
5.34%

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)

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


2026 (YTD)20252024202320222021
XDWS.DE
Xtrackers MSCI World Consumer Staples UCITS ETF 1C
4.43%-3.34%12.56%-1.53%-0.06%24.03%
CYBE.AS
iShares China CNY Bond UCITS ETF EUR Hedged Acc
1.79%0.34%10.03%5.64%0.42%1.99%

Correlation

The correlation between XDWS.DE and CYBE.AS is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.05

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

0.05

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2021

0.05

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Return for Risk

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

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

XDWS.DE
XDWS.DE Risk / Return Rank: 88
Overall Rank
XDWS.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XDWS.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
XDWS.DE Omega Ratio Rank: 88
Omega Ratio Rank
XDWS.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
XDWS.DE Martin Ratio Rank: 88
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.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.


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

-0.76

Sortino ratioReturn per unit of downside risk

-1.06

Omega ratioGain probability vs. loss probability

1.00

1.14

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.10

1.58

-1.68

Martin ratioReturn relative to average drawdown

-0.20

3.03

-3.24

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

The current XDWS.DE Sharpe Ratio is -0.07, which is lower than the CYBE.AS Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of XDWS.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


XDWS.DECYBE.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

0.69

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

1.77

-1.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

1.78

-1.34

Drawdowns

XDWS.DE vs. CYBE.AS - Drawdown Comparison

The maximum XDWS.DE drawdown since its inception was -22.95%, 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 XDWS.DE and CYBE.AS.


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Drawdown Indicators


XDWS.DECYBE.ASDifference

Max Drawdown

Largest peak-to-trough decline

-22.95%

-1.81%

-21.14%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-1.09%

-7.69%

Max Drawdown (3Y)

Largest decline over 3 years

-11.90%

-1.81%

-10.09%

Max Drawdown (5Y)

Largest decline over 5 years

-12.47%

-1.81%

-10.66%

Max Drawdown (10Y)

Largest decline over 10 years

-22.95%

Current Drawdown

Current decline from peak

-7.60%

-0.62%

-6.98%

Average Drawdown

Average peak-to-trough decline

-5.04%

-0.42%

-4.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

0.58%

+3.76%

Volatility

XDWS.DE vs. CYBE.AS - Volatility Comparison

Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) has a higher volatility of 5.00% compared to iShares China CNY Bond UCITS ETF EUR Hedged Acc (CYBE.AS) at 1.41%. This indicates that XDWS.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


XDWS.DECYBE.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

1.41%

+3.59%

Volatility (6M)

Calculated over the trailing 6-month period

10.01%

2.16%

+7.85%

Volatility (1Y)

Calculated over the trailing 1-year period

12.06%

2.51%

+9.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.35%

2.22%

+9.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.19%

2.20%

+9.99%

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

XDWS.DE has a 0.25% expense ratio, which is lower than CYBE.AS's 0.40% expense ratio.


Dividends

XDWS.DE vs. CYBE.AS - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XDWS.DE and CYBE.AS have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDWS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDWS.DE is cheaper with a 0.25% expense ratio, compared with 0.40% for CYBE.AS.

XDWS.DE is categorized as Consumer Staples Equities, while CYBE.AS is Emerging Markets Bonds. XDWS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while CYBE.AS tracks Bloomberg China Treasury + Policy Bank Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDWS.DE and 0.40% for CYBE.AS.

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