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CCLFX vs. XGSI.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CCLFX vs. XGSI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cliffwater Corporate Lending Fund (CCLFX) and Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.L). The values are adjusted to include any dividend payments, if applicable.

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CCLFX vs. XGSI.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

CCLFX
CCLFX Risk / Return Rank: 100100
Overall Rank
CCLFX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CCLFX Sortino Ratio Rank: 100100
Sortino Ratio Rank
CCLFX Omega Ratio Rank: 100100
Omega Ratio Rank
CCLFX Calmar Ratio Rank: 100100
Calmar Ratio Rank
CCLFX Martin Ratio Rank: 100100
Martin Ratio Rank

XGSI.L
XGSI.L Risk / Return Rank: 2828
Overall Rank
XGSI.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
XGSI.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
XGSI.L Omega Ratio Rank: 2626
Omega Ratio Rank
XGSI.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
XGSI.L Martin Ratio Rank: 2828
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.

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.


CCLFXXGSI.LDifference

Sharpe ratio

Return per unit of total volatility

8.00

0.55

+7.45

Sortino ratio

Return per unit of downside risk

16.02

0.79

+15.23

Omega ratio

Gain probability vs. loss probability

5.88

1.11

+4.78

Calmar ratio

Return relative to maximum drawdown

16.71

0.81

+15.90

Martin ratio

Return relative to average drawdown

101.68

2.31

+99.36

CCLFX vs. XGSI.L - Sharpe Ratio Comparison

The current CCLFX Sharpe Ratio is 8.00, which is higher than the XGSI.L Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of CCLFX and XGSI.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CCLFXXGSI.LDifference

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.


TTM2025202420232022202120202019
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


CCLFXXGSI.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.09%

-6.68%

+6.59%

Average Drawdown

Average peak-to-trough decline

-0.16%

-5.67%

+5.51%

Ulcer Index

Depth 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


CCLFXXGSI.LDifference

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%