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

Performance

CRHG.L vs. RISE.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 iShares Fallen Angels High Yield Corporate Bond UCITS ETF (RISE.L). The values are adjusted to include any dividend payments, if applicable.

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CRHG.L vs. RISE.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%
RISE.L
iShares Fallen Angels High Yield Corporate Bond UCITS ETF
-0.10%5.86%5.76%7.62%-3.13%4.04%14.09%13.14%7.53%
Different Trading Currencies

CRHG.L is traded in GBP, while RISE.L is traded in GBp. To make them comparable, the RISE.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 -0.20% return, which is significantly lower than RISE.L's -0.10% 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*

RISE.L

1D
0.44%
1M
-1.28%
YTD
-0.10%
6M
1.89%
1Y
5.98%
3Y*
6.18%
5Y*
4.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

CRHG.L has a 0.25% expense ratio, which is lower than RISE.L's 0.50% expense ratio.


Return for Risk

CRHG.L vs. RISE.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

RISE.L
RISE.L Risk / Return Rank: 5757
Overall Rank
RISE.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
RISE.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
RISE.L Omega Ratio Rank: 4747
Omega Ratio Rank
RISE.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
RISE.L Martin Ratio Rank: 5858
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. RISE.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 iShares Fallen Angels High Yield Corporate Bond UCITS ETF (RISE.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.LRISE.LDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.03

-0.06

Sortino ratio

Return per unit of downside risk

1.33

1.44

-0.12

Omega ratio

Gain probability vs. loss probability

1.18

1.19

-0.01

Calmar ratio

Return relative to maximum drawdown

1.68

2.14

-0.45

Martin ratio

Return relative to average drawdown

6.19

6.31

-0.12

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

The current CRHG.L Sharpe Ratio is 0.97, which is comparable to the RISE.L Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of CRHG.L and RISE.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.LRISE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.03

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.64

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.84

-0.53

Correlation

The correlation between CRHG.L and RISE.L is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CRHG.L vs. RISE.L - Dividend Comparison

CRHG.L's dividend yield for the trailing twelve months is around 4.13%, less than RISE.L's 8.41% yield.


TTM2025202420232022202120202019201820172016
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%0.00%0.00%
RISE.L
iShares Fallen Angels High Yield Corporate Bond UCITS ETF
8.41%6.61%6.89%6.13%5.06%4.52%4.96%5.81%6.42%5.91%2.65%

Drawdowns

CRHG.L vs. RISE.L - Drawdown Comparison

The maximum CRHG.L drawdown since its inception was -20.54%, which is greater than RISE.L's maximum drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for CRHG.L and RISE.L.


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Drawdown Indicators


CRHG.LRISE.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.54%

-14.31%

-6.23%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-3.55%

+0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-20.54%

-10.05%

-10.49%

Current Drawdown

Current decline from peak

-1.66%

-1.62%

-0.04%

Average Drawdown

Average peak-to-trough decline

-5.62%

-2.26%

-3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

0.97%

-0.24%

Volatility

CRHG.L vs. RISE.L - Volatility Comparison

The current volatility for iShares Global Corporate Bond UCITS ETF GBP Hedged (Dist) (CRHG.L) is 1.77%, while iShares Fallen Angels High Yield Corporate Bond UCITS ETF (RISE.L) has a volatility of 1.95%. This indicates that CRHG.L experiences smaller price fluctuations and is considered to be less risky than RISE.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.LRISE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

1.95%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

2.58%

3.68%

-1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

4.61%

5.79%

-1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.62%

6.70%

-1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.74%

8.89%

-3.15%