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

Performance

CRHG.L vs. CLIM.L - Performance Comparison

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

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


2026 (YTD)20252024202320222021202020192018
CRHG.L
iShares Global Corporate Bond UCITS ETF GBP Hedged (Dist)
-0.20%5.84%3.84%7.67%-15.04%-1.45%6.06%10.89%-1.05%
CLIM.L
Lyxor Green Bond (DR) UCITS ETF - Acc
-0.47%5.06%-1.39%4.76%-13.57%-8.41%8.92%3.56%5.61%

Returns By Period

In the year-to-date period, CRHG.L achieves a -0.20% return, which is significantly higher than CLIM.L's -0.47% return.


CRHG.L

1D
0.38%
1M
-1.13%
YTD
-0.20%
6M
0.48%
1Y
4.45%
3Y*
4.85%
5Y*
0.39%
10Y*

CLIM.L

1D
0.31%
1M
-1.84%
YTD
-0.47%
6M
0.20%
1Y
4.89%
3Y*
2.47%
5Y*
-1.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both CRHG.L and CLIM.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

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

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

CRHG.L
CRHG.L Risk / Return Rank: 5151
Overall Rank
CRHG.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
CRHG.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
CRHG.L Omega Ratio Rank: 4343
Omega Ratio Rank
CRHG.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
CRHG.L Martin Ratio Rank: 5757
Martin Ratio Rank

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
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.

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

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


CRHG.LCLIM.LDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.90

+0.06

Sortino ratio

Return per unit of downside risk

1.33

1.36

-0.04

Omega ratio

Gain probability vs. loss probability

1.18

1.16

+0.02

Calmar ratio

Return relative to maximum drawdown

1.68

1.17

+0.51

Martin ratio

Return relative to average drawdown

6.19

3.22

+2.97

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

The current CRHG.L Sharpe Ratio is 0.97, which is comparable to the CLIM.L Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of CRHG.L and CLIM.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


CRHG.LCLIM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.90

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

-0.22

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

-0.02

+0.32

Correlation

The correlation between CRHG.L and CLIM.L is 0.46, 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

CRHG.L vs. CLIM.L - Dividend Comparison

CRHG.L's dividend yield for the trailing twelve months is around 4.13%, while CLIM.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018
CRHG.L
iShares Global Corporate Bond UCITS ETF GBP Hedged (Dist)
4.13%4.01%3.76%3.18%2.70%2.02%2.27%2.66%1.27%
CLIM.L
Lyxor Green Bond (DR) UCITS ETF - Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CRHG.L vs. CLIM.L - Drawdown Comparison

The maximum CRHG.L drawdown since its inception was -20.54%, smaller than the maximum CLIM.L drawdown of -25.39%. Use the drawdown chart below to compare losses from any high point for CRHG.L and CLIM.L.


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Drawdown Indicators


CRHG.LCLIM.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.54%

-25.39%

+4.85%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-4.32%

+1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-20.54%

-20.11%

-0.43%

Current Drawdown

Current decline from peak

-1.66%

-16.41%

+14.75%

Average Drawdown

Average peak-to-trough decline

-5.62%

-11.87%

+6.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

1.57%

-0.84%

Volatility

CRHG.L vs. CLIM.L - Volatility Comparison

The current volatility for iShares Global Corporate Bond UCITS ETF GBP Hedged (Dist) (CRHG.L) is 1.77%, while Lyxor Green Bond (DR) UCITS ETF - Acc (CLIM.L) has a volatility of 2.07%. This indicates that CRHG.L experiences smaller price fluctuations and is considered to be less risky than CLIM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRHG.LCLIM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

2.07%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

2.58%

3.84%

-1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

4.61%

5.39%

-0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.62%

7.05%

-1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.74%

7.57%

-1.83%