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iShares Global Corporate Bond UCITS ETF USD (Acc) (CRPA.L) Sharpe Ratio: 1.13

CRPA.L's Sharpe Ratio of 1.13 indicates that for each unit of volatility, it generates 1.13 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

CRPA.L Sharpe Ratio Rank

CRPA.L Sharpe Ratio Rank: 61.061
Above Average

CRPA.L ranks above 61.0% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

CRPA.L Sharpe Ratio Market Positioning

The chart shows CRPA.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.48 or lower
  • Yellow zone (middle 50%): 0.48 to 1.42
  • Green zone (top 25%): 1.42 or higher
  • Top 1%: 5.81+
  • Median: 0.96 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares Global Corporate Bond UCITS ETF USD (Acc)'s Sharpe Ratio with other ETFs in the Global Corporate Bonds category across multiple time periods, showing how CRPA.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
XCOU.LLyxor Global Green Bond 1-10Y UCITS ETF USD Hedged Acc1.65
PLAN.LLyxor Corporate Green Bond (DR) UCITS ETF - Acc1.19
CRPA.LiShares Global Corporate Bond UCITS ETF USD (Acc)1.13
CRPU.LiShares Global Corporate Bond USD Hedged UCITS ETF1.10
V3GP.LVanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Distributing1.06
V3GD.LVanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing1.04
CRHG.LiShares Global Corporate Bond UCITS ETF GBP Hedged (Dist)1.01
V3GU.LVanguard ESG Global Corporate Bond UCITS ETF USD Hedged Accumulating0.99
V3GS.LVanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Accumulating0.97
CLIM.LLyxor Green Bond (DR) UCITS ETF - Acc0.94

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows CRPA.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when CRPA.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore CRPA.L risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

CRPA.L Sortino Ratio