COR.LS vs. XYPL.DE
COR.LS (Corticeira Amorim) is a stock, while XYPL.DE (Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF) is European Corporate Bonds fund tracking the iBoxx® EUR Corporates Yield Plus. Over the past 3 years, COR.LS returned -9.13%/yr vs 5.49%/yr for XYPL.DE. At a 0.18 correlation, their price movements are largely independent.
Performance
COR.LS vs. XYPL.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, COR.LS achieves a 1.62% return, which is significantly higher than XYPL.DE's 0.59% return.
COR.LS
- 1D
- -0.31%
- 1M
- -0.19%
- YTD
- 1.62%
- 6M
- 2.40%
- 1Y
- -13.55%
- 3Y*
- -9.13%
- 5Y*
- -5.69%
- 10Y*
- 1.67%
XYPL.DE
- 1D
- 0.11%
- 1M
- 0.81%
- YTD
- 0.59%
- 6M
- 0.39%
- 1Y
- 2.23%
- 3Y*
- 5.49%
- 5Y*
- —
- 10Y*
- —
COR.LS vs. XYPL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
COR.LS Corticeira Amorim | 1.62% | -14.57% | -9.07% | 7.89% | -17.03% |
XYPL.DE Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF | 0.59% | 3.49% | 5.30% | 9.38% | -0.01% |
Correlation
The correlation between COR.LS and XYPL.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2022 | 0.18 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
COR.LS vs. XYPL.DE — Risk / Return Rank
COR.LS
XYPL.DE
COR.LS vs. XYPL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Corticeira Amorim (COR.LS) and Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XYPL.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.
| COR.LS | XYPL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.96 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.12 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 0.72 | -1.26 |
| Martin ratioReturn relative to average drawdown | -0.89 | 2.50 | -3.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| COR.LS | XYPL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.73 | 0.63 | -1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 1.01 | -0.67 |
Drawdowns
COR.LS vs. XYPL.DE - Drawdown Comparison
The maximum COR.LS drawdown since its inception was -75.59%, which is greater than XYPL.DE's maximum drawdown of -9.99%. Use the drawdown chart below to compare losses from any high point for COR.LS and XYPL.DE.
Loading charts...
Drawdown Indicators
| COR.LS | XYPL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.59% | -9.99% | -65.60% |
Max Drawdown (1Y)Largest decline over 1 year | -24.57% | -3.09% | -21.48% |
Max Drawdown (3Y)Largest decline over 3 years | -35.78% | -3.09% | -32.69% |
Max Drawdown (5Y)Largest decline over 5 years | -44.04% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -44.04% | — | — |
Current DrawdownCurrent decline from peak | -39.07% | -0.88% | -38.19% |
Average DrawdownAverage peak-to-trough decline | -30.68% | -1.98% | -28.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.07% | 0.89% | +14.18% |
Volatility
COR.LS vs. XYPL.DE - Volatility Comparison
Corticeira Amorim (COR.LS) has a higher volatility of 4.11% compared to Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XYPL.DE) at 1.39%. This indicates that COR.LS's price experiences larger fluctuations and is considered to be riskier than XYPL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| COR.LS | XYPL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 1.39% | +2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 12.93% | 3.10% | +9.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.43% | 3.51% | +14.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.66% | 4.63% | +14.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.87% | 4.63% | +17.24% |
Dividends
COR.LS vs. XYPL.DE - Dividend Comparison
COR.LS's dividend yield for the trailing twelve months is around 5.49%, while XYPL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COR.LS Corticeira Amorim | 5.49% | 4.84% | 3.60% | 3.17% | 3.33% | 2.39% | 1.59% | 2.39% | 3.00% | 2.52% | 2.82% | 6.47% |
XYPL.DE Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
COR.LS and XYPL.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for COR.LS and XYPL.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer