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36B7.DE vs. XCO2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

36B7.DE vs. XCO2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global Corp Bond UCITS ETF EUR Hedged (Dist) (36B7.DE) and Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 36B7.DE achieves a 0.24% return, which is significantly lower than XCO2.DE's 1.47% return.


36B7.DE

1D
0.00%
1M
0.72%
6M
0.48%
YTD
0.24%
1Y
2.17%
3Y*
3.77%
5Y*
-1.12%
10Y*

XCO2.DE

1D
-0.10%
1M
0.94%
6M
1.68%
YTD
1.47%
1Y
2.66%
3Y*
4.01%
5Y*
-0.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

36B7.DE vs. XCO2.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
36B7.DE
iShares Global Corp Bond UCITS ETF EUR Hedged (Dist)
0.24%4.83%1.72%6.08%-16.05%-1.91%4.95%0.78%
XCO2.DE
Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc
1.47%1.12%4.38%5.87%-15.35%-2.28%3.83%-0.80%

Correlation

The correlation between 36B7.DE and XCO2.DE is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

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

0.62

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

0.63

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2019

0.60

The correlation between 36B7.DE and XCO2.DE has been stable across timeframes, ranging from 0.53 to 0.63 - a consistent structural relationship.

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Return for Risk

36B7.DE vs. XCO2.DE — Risk / Return Rank

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

36B7.DE
36B7.DE Risk / Return Rank: 1818
Overall Rank
36B7.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
36B7.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
36B7.DE Omega Ratio Rank: 1616
Omega Ratio Rank
36B7.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
36B7.DE Martin Ratio Rank: 2121
Martin Ratio Rank

XCO2.DE
XCO2.DE Risk / Return Rank: 3030
Overall Rank
XCO2.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
XCO2.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
XCO2.DE Omega Ratio Rank: 3030
Omega Ratio Rank
XCO2.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
XCO2.DE Martin Ratio Rank: 2929
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.

36B7.DE vs. XCO2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Corp Bond UCITS ETF EUR Hedged (Dist) (36B7.DE) and Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.DE). 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.


36B7.DEXCO2.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

1.10

1.18

-0.08

Calmar ratioReturn relative to maximum drawdown

0.77

1.14

-0.37

Martin ratioReturn relative to average drawdown

2.26

3.51

-1.25

36B7.DE vs. XCO2.DE - Sharpe Ratio Comparison

The current 36B7.DE Sharpe Ratio is 0.52, which is lower than the XCO2.DE Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of 36B7.DE and XCO2.DE, 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

36B7.DE vs. XCO2.DE - Drawdown Comparison

The maximum 36B7.DE drawdown since its inception was -21.83%, which is greater than XCO2.DE's maximum drawdown of -17.88%. Use the drawdown chart below to compare losses from any high point for 36B7.DE and XCO2.DE.


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Drawdown Indicators


36B7.DEXCO2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.83%

-17.88%

-3.95%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-2.33%

-0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-4.56%

-2.47%

-2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-21.62%

-17.24%

-4.38%

Current Drawdown

Current decline from peak

-6.97%

-6.89%

-0.08%

Average Drawdown

Average peak-to-trough decline

-8.35%

-8.53%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.76%

+0.19%

Volatility

36B7.DE vs. XCO2.DE - Volatility Comparison

iShares Global Corp Bond UCITS ETF EUR Hedged (Dist) (36B7.DE) and Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.DE) have volatilities of 0.91% and 0.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


36B7.DEXCO2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.91%

0.88%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

3.16%

2.07%

+1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

4.13%

2.64%

+1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.69%

4.88%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.47%

5.23%

+1.24%

36B7.DE vs. XCO2.DE - Expense Ratio Comparison

36B7.DE has a 0.25% expense ratio, which is higher than XCO2.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

36B7.DE vs. XCO2.DE - Dividend Comparison

36B7.DE's dividend yield for the trailing twelve months is around 4.08%, while XCO2.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
36B7.DE
iShares Global Corp Bond UCITS ETF EUR Hedged (Dist)
4.08%4.01%3.87%3.23%2.71%2.07%1.19%0.94%
XCO2.DE
Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


36B7.DE and XCO2.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XCO2.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XCO2.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for 36B7.DE.

36B7.DE tracks Bloomberg Global Aggregate Corporate Bond Index (EUR Hedged), while XCO2.DE tracks Bloomberg Gbl Agg Corp TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for 36B7.DE and 0.15% for XCO2.DE.

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