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

Performance

CRHG.L vs. IGCB.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 Invesco GBP Corporate Bond UCITS ETF Dist (IGCB.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CRHG.L is traded in GBP, while IGCB.L is traded in GBp. To make them comparable, the IGCB.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, CRHG.L achieves a 1.44% return, which is significantly higher than IGCB.L's 0.91% return.


CRHG.L

1D
0.00%
1M
0.88%
YTD
1.44%
6M
1.66%
1Y
5.05%
3Y*
5.44%
5Y*
0.45%
10Y*

IGCB.L

1D
0.04%
1M
1.35%
YTD
0.91%
6M
1.21%
1Y
4.38%
3Y*
6.65%
5Y*
-0.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
CRHG.L
iShares Global Corporate Bond UCITS ETF GBP Hedged (Dist)
1.44%5.74%3.83%7.85%-15.07%-1.52%2.74%
IGCB.L
Invesco GBP Corporate Bond UCITS ETF Dist
0.91%6.83%1.93%9.20%-18.57%-4.00%6.95%

Correlation

The correlation between CRHG.L and IGCB.L is 0.54, 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

0.54

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

0.67

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

0.68

Correlation (All Time)
Calculated using the full available price history since Mar 5, 2020

0.65

The correlation between CRHG.L and IGCB.L shifts across timeframes, from 0.54 (1 year) to 0.68 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

CRHG.L vs. IGCB.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: 3939
Overall Rank
CRHG.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CRHG.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
CRHG.L Omega Ratio Rank: 3838
Omega Ratio Rank
CRHG.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
CRHG.L Martin Ratio Rank: 4141
Martin Ratio Rank

IGCB.L
IGCB.L Risk / Return Rank: 2222
Overall Rank
IGCB.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IGCB.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
IGCB.L Omega Ratio Rank: 2020
Omega Ratio Rank
IGCB.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
IGCB.L Martin Ratio Rank: 2525
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. IGCB.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 Invesco GBP Corporate Bond UCITS ETF Dist (IGCB.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.


CRHG.LIGCB.LDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.23

1.13

+0.10

Calmar ratioReturn relative to maximum drawdown

1.88

1.09

+0.79

Martin ratioReturn relative to average drawdown

5.97

3.11

+2.86

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

The current CRHG.L Sharpe Ratio is 1.19, which is higher than the IGCB.L Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of CRHG.L and IGCB.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

CRHG.L vs. IGCB.L - Drawdown Comparison

The maximum CRHG.L drawdown since its inception was -20.58%, smaller than the maximum IGCB.L drawdown of -30.44%. Use the drawdown chart below to compare losses from any high point for CRHG.L and IGCB.L.


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Drawdown Indicators


CRHG.LIGCB.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.58%

-30.44%

+9.86%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-4.00%

+1.33%

Max Drawdown (3Y)

Largest decline over 3 years

-4.36%

-4.00%

-0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-20.58%

-29.39%

+8.81%

Current Drawdown

Current decline from peak

-0.07%

-6.47%

+6.40%

Average Drawdown

Average peak-to-trough decline

-5.51%

-11.31%

+5.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

1.41%

-0.57%

Volatility

CRHG.L vs. IGCB.L - Volatility Comparison

iShares Global Corporate Bond UCITS ETF GBP Hedged (Dist) (CRHG.L) and Invesco GBP Corporate Bond UCITS ETF Dist (IGCB.L) have volatilities of 1.29% and 1.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRHG.LIGCB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

1.33%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

3.40%

4.87%

-1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

4.24%

5.92%

-1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.84%

7.65%

-1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.90%

7.73%

-1.83%

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

CRHG.L has a 0.25% expense ratio, which is higher than IGCB.L's 0.10% 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%.


Dividends

CRHG.L vs. IGCB.L - Dividend Comparison

CRHG.L's dividend yield for the trailing twelve months is around 4.06%, less than IGCB.L's 5.29% yield.


PositionTTM20252024202320222021202020192018
CRHG.L
iShares Global Corporate Bond UCITS ETF GBP Hedged (Dist)
4.06%4.01%3.76%3.18%2.70%2.02%2.27%2.66%1.27%
IGCB.L
Invesco GBP Corporate Bond UCITS ETF Dist
5.29%5.18%5.18%4.26%2.54%1.74%1.22%0.00%0.00%

Frequently Asked Questions


CRHG.L and IGCB.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGCB.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGCB.L is cheaper with a 0.10% expense ratio, compared with 0.25% for CRHG.L.

CRHG.L is categorized as Global Corporate Bonds, while IGCB.L is European Corporate Bonds. CRHG.L tracks Bloomberg Gbl Agg Corp TR Hdg GBP, while IGCB.L tracks Markit iBoxx GBP NonGilts TR. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.25% for CRHG.L and 0.10% for IGCB.L.

Portfolio Optimizer

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