XCO2.L's Sharpe Ratio of 0.01 indicates that for each unit of volatility, it generates 0.01 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 16, 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. For how to read this number and when it can mislead, see Sharpe Ratio Explained.
XCO2.L Sharpe Ratio Rank
XCO2.L ranks above 9.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. 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
- Weak risk-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or re-evaluating position size
- Review higher-ranked alternatives in the same category
XCO2.L Sharpe Ratio Market Positioning
The chart shows XCO2.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%): 0.74 or lower
- Yellow zone (middle 50%): 0.74 to 1.91
- Green zone (top 25%): 1.91 or higher
- Top 1%: 6.53+
- Median: 1.42 — half of all investments score higher
How it compares to other similar ETFs
The table compares Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc's Sharpe Ratio with other ETFs in the Global Corporate Bonds category across multiple time periods, showing how XCO2.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 Jul 16, 2026.
| Symbol | Name | 1Y Sharpe Ratio | 5Y Sharpe Ratio | 10Y Sharpe Ratio | All Time Sharpe Ratio |
|---|---|---|---|---|---|
| V3GS.L | Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Accumulating | 1.62 | |||
| XCOU.L | Lyxor Global Green Bond 1-10Y UCITS ETF USD Hedged Acc | 1.25 | |||
| CRPU.L | iShares Global Corporate Bond USD Hedged UCITS ETF | 1.02 | |||
| V3GP.L | Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Distributing | 0.99 | |||
| CRHG.L | iShares Global Corporate Bond UCITS ETF GBP Hedged (Dist) | 0.98 | |||
| V3GU.L | Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Accumulating | 0.93 | |||
| V3GD.L | Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing | 0.87 | |||
| FSMP.L | Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF ACC-GBP (hedged) | 0.86 | |||
| KLMG.L | Lyxor Green Bond UCITS ETF GBP Hedged Dist | 0.69 | |||
| CORP.L | iShares Global Corp Bond UCITS ETF USD (Dist) | 0.65 | |||
| XCO2.L | Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc | 0.01 |
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