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CORP.L vs. CRPU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CORP.L vs. CRPU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Corp Bond UCITS ETF USD (Dist) (CORP.L) and iShares Global Corporate Bond USD Hedged UCITS ETF (CRPU.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CORP.L achieves a -0.49% return, which is significantly lower than CRPU.L's 0.32% return.


CORP.L

1D
0.10%
1M
-0.86%
6M
-0.48%
YTD
-0.49%
1Y
3.35%
3Y*
5.03%
5Y*
-0.16%
10Y*
1.94%

CRPU.L

1D
0.00%
1M
-0.79%
6M
-0.00%
YTD
0.32%
1Y
4.17%
3Y*
5.39%
5Y*
0.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORP.L vs. CRPU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CORP.L
iShares Global Corp Bond UCITS ETF USD (Dist)
-0.49%9.82%1.37%8.71%-16.01%-3.28%9.89%11.61%-3.91%1.96%
CRPU.L
iShares Global Corporate Bond USD Hedged UCITS ETF
0.32%6.51%3.91%8.70%-14.11%-1.15%7.74%12.74%-1.42%1.56%

Correlation

The correlation between CORP.L and CRPU.L is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.82

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2017

0.74

The correlation between CORP.L and CRPU.L has been stable across timeframes, ranging from 0.74 to 0.82 - a consistent structural relationship.

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Return for Risk

CORP.L vs. CRPU.L — Risk / Return Rank

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

CORP.L
CORP.L Risk / Return Rank: 2222
Overall Rank
CORP.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
CORP.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
CORP.L Omega Ratio Rank: 2020
Omega Ratio Rank
CORP.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
CORP.L Martin Ratio Rank: 2424
Martin Ratio Rank

CRPU.L
CRPU.L Risk / Return Rank: 3434
Overall Rank
CRPU.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CRPU.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
CRPU.L Omega Ratio Rank: 3232
Omega Ratio Rank
CRPU.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
CRPU.L Martin Ratio Rank: 3737
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.

CORP.L vs. CRPU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Corp Bond UCITS ETF USD (Dist) (CORP.L) and iShares Global Corporate Bond USD Hedged UCITS ETF (CRPU.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CORP.LCRPU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.11

1.19

-0.07

Calmar ratioReturn relative to maximum drawdown

0.89

1.46

-0.57

Martin ratioReturn relative to average drawdown

2.45

4.71

-2.26

CORP.L vs. CRPU.L - Sharpe Ratio Comparison

The current CORP.L Sharpe Ratio is 0.65, which is lower than the CRPU.L Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of CORP.L and CRPU.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CORP.L vs. CRPU.L - Drawdown Comparison

The maximum CORP.L drawdown since its inception was -25.09%, which is greater than CRPU.L's maximum drawdown of -19.78%. Use the drawdown chart below to compare losses from any high point for CORP.L and CRPU.L.


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Drawdown Indicators


CORP.LCRPU.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.09%

-19.78%

-5.31%

Max Drawdown (1Y)

Largest decline over 1 year

-3.55%

-2.85%

-0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-6.07%

-4.29%

-1.78%

Max Drawdown (5Y)

Largest decline over 5 years

-24.80%

-19.78%

-5.02%

Max Drawdown (10Y)

Largest decline over 10 years

-25.09%

Current Drawdown

Current decline from peak

-2.23%

-1.11%

-1.12%

Average Drawdown

Average peak-to-trough decline

-5.15%

-4.46%

-0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

0.88%

+0.41%

Volatility

CORP.L vs. CRPU.L - Volatility Comparison

The current volatility for iShares Global Corp Bond UCITS ETF USD (Dist) (CORP.L) is 1.01%, while iShares Global Corporate Bond USD Hedged UCITS ETF (CRPU.L) has a volatility of 1.19%. This indicates that CORP.L experiences smaller price fluctuations and is considered to be less risky than CRPU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CORP.LCRPU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

1.19%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

3.85%

3.26%

+0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

4.91%

4.09%

+0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.98%

5.98%

+1.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.72%

5.62%

+1.10%

CORP.L vs. CRPU.L - Expense Ratio Comparison

CORP.L has a 0.20% expense ratio, which is lower than CRPU.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CORP.L vs. CRPU.L - Dividend Comparison

CORP.L's dividend yield for the trailing twelve months is around 4.27%, while CRPU.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CORP.L
iShares Global Corp Bond UCITS ETF USD (Dist)
4.27%4.05%3.98%3.22%2.60%2.13%2.28%2.67%2.71%2.48%2.73%2.68%
CRPU.L
iShares Global Corporate Bond USD Hedged 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


CORP.L and CRPU.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CORP.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CORP.L is cheaper with a 0.20% expense ratio, compared with 0.25% for CRPU.L.

CORP.L tracks Bloomberg Global Aggregate Corporate Index (USD), while CRPU.L tracks Bloomberg Gbl Agg Corp 0901 TR Hdg USD. Their fees differ too: 0.20% for CORP.L and 0.25% for CRPU.L.

Portfolio Optimizer

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