CLIM.L vs. XCO2.L

Last updated Apr 2, 2026

Compare and contrast key facts about Lyxor Green Bond (DR) UCITS ETF - Acc (CLIM.L) and Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.L).

CLIM.L and XCO2.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CLIM.L is a passively managed fund by Amundi that tracks the performance of the Bloomberg Gbl Agg Corp TR USD. It was launched on Feb 21, 2017. XCO2.L is a passively managed fund by Amundi that tracks the performance of the Bloomberg Gbl Agg Corp TR USD. It was launched on Sep 13, 2019. Both CLIM.L and XCO2.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

CLIM.L vs. XCO2.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 Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.L). The values are adjusted to include any dividend payments, if applicable.

CLIM.L vs. XCO2.L - Yearly Performance Comparison

	2026 (YTD)	2025
CLIM.L Lyxor Green Bond (DR) UCITS ETF - Acc	-0.47%	3.61%
XCO2.L Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc	-0.35%	4.08%

Returns By Period

In the year-to-date period, CLIM.L achieves a -0.47% return, which is significantly lower than XCO2.L's -0.35% 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*: —

XCO2.L

• 1D: 0.54%
• 1M: -1.83%
• YTD: -0.35%
• 6M: 0.29%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CLIM.L vs. XCO2.L - Expense Ratio Comparison

CLIM.L has a 0.25% expense ratio, which is higher than XCO2.L'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%.

CLIM.L

Lyxor Green Bond (DR) UCITS ETF - Acc

XCO2.L

Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc

Return for Risk

CLIM.L vs. XCO2.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: 40
CLIM.L Sharpe Ratio Rank: 46
CLIM.L Sortino Ratio Rank: 47
CLIM.L Omega Ratio Rank: 37
CLIM.L Calmar Ratio Rank: 39
CLIM.L Martin Ratio Rank: 32

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. XCO2.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 Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.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.L	XCO2.L	Difference
Sharpe ratio Return per unit of total volatility	0.90	—	—
Sortino ratio Return per unit of downside risk	1.36	—	—
Omega ratio Gain probability vs. loss probability	1.16	—	—
Calmar ratio Return relative to maximum drawdown	1.17	—	—
Martin ratio Return relative to average drawdown	3.22	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	CLIM.L	XCO2.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.90	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.22	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.02	0.92	-0.93

Correlation

The correlation between CLIM.L and XCO2.L is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

CLIM.L vs. XCO2.L - Dividend Comparison

Neither CLIM.L nor XCO2.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

CLIM.L vs. XCO2.L - Drawdown Comparison

The maximum CLIM.L drawdown since its inception was -25.39%, which is greater than XCO2.L's maximum drawdown of -3.63%. Use the drawdown chart below to compare losses from any high point for CLIM.L and XCO2.L.

Drawdown Indicators

	CLIM.L	XCO2.L	Difference
Max Drawdown Largest peak-to-trough decline	-25.39%	-3.63%	-21.76%
Max Drawdown (1Y) Largest decline over 1 year	-4.32%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-20.11%	—	—
Current Drawdown Current decline from peak	-16.41%	-2.54%	-13.87%
Average Drawdown Average peak-to-trough decline	-11.87%	-0.89%	-10.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.57%	—	—

Volatility

Volatility by Period

	CLIM.L	XCO2.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.07%	—	—
Volatility (6M) Calculated over the trailing 6-month period	3.84%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	5.39%	4.37%	+1.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.05%	4.37%	+2.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.57%	4.37%	+3.20%