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CLIM.L vs. KLMG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CLIM.L vs. KLMG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor Green Bond (DR) UCITS ETF - Acc (CLIM.L) and Lyxor Green Bond UCITS ETF GBP Hedged Dist (KLMG.L). The values are adjusted to include any dividend payments, if applicable.

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CLIM.L vs. KLMG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CLIM.L
Lyxor Green Bond (DR) UCITS ETF - Acc
-0.47%5.06%-1.39%4.76%-13.57%-8.41%0.48%
KLMG.L
Lyxor Green Bond UCITS ETF GBP Hedged Dist
-0.09%1.12%3.03%8.52%-18.95%-3.47%1.21%

Returns By Period

In the year-to-date period, CLIM.L achieves a -0.47% return, which is significantly lower than KLMG.L's -0.09% return.


CLIM.L

1D
0.31%
1M
-1.84%
YTD
-0.47%
6M
0.20%
1Y
4.89%
3Y*
2.47%
5Y*
-1.58%
10Y*

KLMG.L

1D
0.47%
1M
-1.89%
YTD
-0.09%
6M
-1.56%
1Y
1.05%
3Y*
3.43%
5Y*
-1.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CLIM.L vs. KLMG.L - Expense Ratio Comparison

CLIM.L has a 0.25% expense ratio, which is lower than KLMG.L's 0.30% expense ratio.


Return for Risk

CLIM.L vs. KLMG.L — Risk / Return Rank

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

CLIM.L
CLIM.L Risk / Return Rank: 4040
Overall Rank
CLIM.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
CLIM.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
CLIM.L Omega Ratio Rank: 3737
Omega Ratio Rank
CLIM.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
CLIM.L Martin Ratio Rank: 3232
Martin Ratio Rank

KLMG.L
KLMG.L Risk / Return Rank: 1616
Overall Rank
KLMG.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
KLMG.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
KLMG.L Omega Ratio Rank: 1515
Omega Ratio Rank
KLMG.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
KLMG.L Martin Ratio Rank: 1717
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.

CLIM.L vs. KLMG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Green Bond (DR) UCITS ETF - Acc (CLIM.L) and Lyxor Green Bond UCITS ETF GBP Hedged Dist (KLMG.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.


CLIM.LKLMG.LDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.25

+0.65

Sortino ratio

Return per unit of downside risk

1.36

0.35

+1.01

Omega ratio

Gain probability vs. loss probability

1.16

1.05

+0.11

Calmar ratio

Return relative to maximum drawdown

1.17

0.33

+0.84

Martin ratio

Return relative to average drawdown

3.22

0.88

+2.35

CLIM.L vs. KLMG.L - Sharpe Ratio Comparison

The current CLIM.L Sharpe Ratio is 0.90, which is higher than the KLMG.L Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of CLIM.L and KLMG.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


CLIM.LKLMG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.25

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

-0.32

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

-0.35

+0.34

Correlation

The correlation between CLIM.L and KLMG.L is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CLIM.L vs. KLMG.L - Dividend Comparison

Neither CLIM.L nor KLMG.L has paid dividends to shareholders.


TTM20252024202320222021
CLIM.L
Lyxor Green Bond (DR) UCITS ETF - Acc
0.00%0.00%0.00%0.00%0.00%0.00%
KLMG.L
Lyxor Green Bond UCITS ETF GBP Hedged Dist
0.00%0.00%2.02%1.44%1.28%1.03%

Drawdowns

CLIM.L vs. KLMG.L - Drawdown Comparison

The maximum CLIM.L drawdown since its inception was -25.39%, which is greater than KLMG.L's maximum drawdown of -24.10%. Use the drawdown chart below to compare losses from any high point for CLIM.L and KLMG.L.


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Drawdown Indicators


CLIM.LKLMG.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.39%

-24.10%

-1.29%

Max Drawdown (1Y)

Largest decline over 1 year

-4.32%

-3.94%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-20.11%

-23.06%

+2.95%

Current Drawdown

Current decline from peak

-16.41%

-12.04%

-4.37%

Average Drawdown

Average peak-to-trough decline

-11.87%

-12.14%

+0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

1.48%

+0.09%

Volatility

CLIM.L vs. KLMG.L - Volatility Comparison

Lyxor Green Bond (DR) UCITS ETF - Acc (CLIM.L) has a higher volatility of 2.07% compared to Lyxor Green Bond UCITS ETF GBP Hedged Dist (KLMG.L) at 1.54%. This indicates that CLIM.L's price experiences larger fluctuations and is considered to be riskier than KLMG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLIM.LKLMG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.07%

1.54%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

3.84%

3.10%

+0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

5.39%

4.17%

+1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.05%

5.81%

+1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.57%

5.58%

+1.99%