CCLFX vs. XGSI.L
Compare and contrast key facts about Cliffwater Corporate Lending Fund (CCLFX) and Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.L).
CCLFX is managed by Cliffwater. It was launched on Mar 6, 2019. XGSI.L is a passively managed fund by DWS that tracks the performance of the Bloomberg Global Aggregate TR Hdg USD. It was launched on Apr 18, 2017.
Performance
CCLFX vs. XGSI.L - Performance Comparison
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CCLFX vs. XGSI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CCLFX Cliffwater Corporate Lending Fund | 0.96% | 8.93% | 12.62% | 12.66% | 2.32% | 10.38% | 8.73% | 2.12% |
XGSI.L Xtrackers Global Government Bond UCITS ETF 3C USD hedged | -0.56% | 3.99% | 1.24% | 5.84% | -13.31% | -2.49% | 5.86% | 2.62% |
Returns By Period
In the year-to-date period, CCLFX achieves a 0.96% return, which is significantly higher than XGSI.L's -0.56% return.
CCLFX
- 1D
- 0.00%
- 1M
- 0.29%
- YTD
- 0.96%
- 6M
- 3.09%
- 1Y
- 7.64%
- 3Y*
- 10.90%
- 5Y*
- 8.92%
- 10Y*
- —
XGSI.L
- 1D
- 0.17%
- 1M
- -2.08%
- YTD
- -0.56%
- 6M
- 0.30%
- 1Y
- 2.47%
- 3Y*
- 2.48%
- 5Y*
- -0.71%
- 10Y*
- —
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CCLFX vs. XGSI.L - Expense Ratio Comparison
CCLFX has a 3.42% expense ratio, which is higher than XGSI.L's 0.25% expense ratio.
Return for Risk
CCLFX vs. XGSI.L — Risk / Return Rank
CCLFX
XGSI.L
CCLFX vs. XGSI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cliffwater Corporate Lending Fund (CCLFX) and Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.L). 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.
| CCLFX | XGSI.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 8.00 | 0.55 | +7.45 |
Sortino ratioReturn per unit of downside risk | 16.02 | 0.79 | +15.23 |
Omega ratioGain probability vs. loss probability | 5.88 | 1.11 | +4.78 |
Calmar ratioReturn relative to maximum drawdown | 16.71 | 0.81 | +15.90 |
Martin ratioReturn relative to average drawdown | 101.68 | 2.31 | +99.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CCLFX | XGSI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 8.00 | 0.55 | +7.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 5.17 | -0.14 | +5.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 4.54 | 0.22 | +4.31 |
Correlation
The correlation between CCLFX and XGSI.L is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
CCLFX vs. XGSI.L - Dividend Comparison
CCLFX's dividend yield for the trailing twelve months is around 10.37%, while XGSI.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CCLFX Cliffwater Corporate Lending Fund | 10.37% | 10.47% | 11.27% | 10.96% | 3.96% | 7.03% | 6.90% | 0.61% |
XGSI.L Xtrackers Global Government Bond UCITS ETF 3C USD hedged | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CCLFX vs. XGSI.L - Drawdown Comparison
The maximum CCLFX drawdown since its inception was -3.91%, smaller than the maximum XGSI.L drawdown of -17.29%. Use the drawdown chart below to compare losses from any high point for CCLFX and XGSI.L.
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Drawdown Indicators
| CCLFX | XGSI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.91% | -17.29% | +13.38% |
Max Drawdown (1Y)Largest decline over 1 year | -0.46% | -2.64% | +2.18% |
Max Drawdown (5Y)Largest decline over 5 years | -2.25% | -16.39% | +14.14% |
Current DrawdownCurrent decline from peak | -0.09% | -6.68% | +6.59% |
Average DrawdownAverage peak-to-trough decline | -0.16% | -5.67% | +5.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.08% | 0.92% | -0.84% |
Volatility
CCLFX vs. XGSI.L - Volatility Comparison
The current volatility for Cliffwater Corporate Lending Fund (CCLFX) is 0.32%, while Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.L) has a volatility of 1.50%. This indicates that CCLFX experiences smaller price fluctuations and is considered to be less risky than XGSI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCLFX | XGSI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.32% | 1.50% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 0.65% | 3.08% | -2.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.97% | 4.48% | -3.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.74% | 5.24% | -3.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.89% | 4.76% | -2.87% |