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CRPA.L vs. LGJG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRPA.L vs. LGJG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Corporate Bond UCITS ETF USD (Acc) (CRPA.L) and L&G Japan Equity UCITS ETF (LGJG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CRPA.L is traded in USD, while LGJG.L is traded in GBp. To make them comparable, the LGJG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CRPA.L achieves a 0.14% return, which is significantly lower than LGJG.L's 14.41% return.


CRPA.L

1D
0.27%
1M
0.30%
YTD
0.14%
6M
0.52%
1Y
4.68%
3Y*
5.87%
5Y*
0.07%
10Y*

LGJG.L

1D
-0.13%
1M
5.28%
YTD
14.41%
6M
15.24%
1Y
30.48%
3Y*
18.32%
5Y*
8.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRPA.L vs. LGJG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CRPA.L
iShares Global Corporate Bond UCITS ETF USD (Acc)
0.14%9.97%1.12%9.38%-16.34%-3.65%10.07%11.31%
LGJG.L
L&G Japan Equity UCITS ETF
14.41%26.32%8.18%19.64%-16.80%1.10%16.44%15.53%

Correlation

The correlation between CRPA.L and LGJG.L is 0.52, 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

0.52

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

0.40

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

0.38

Correlation (All Time)
Calculated using the full available price history since Jan 8, 2019

0.32

The correlation between CRPA.L and LGJG.L shifts across timeframes, from 0.32 (all time) to 0.52 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CRPA.L vs. LGJG.L — Risk / Return Rank

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

CRPA.L
CRPA.L Risk / Return Rank: 2626
Overall Rank
CRPA.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
CRPA.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
CRPA.L Omega Ratio Rank: 2424
Omega Ratio Rank
CRPA.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
CRPA.L Martin Ratio Rank: 2929
Martin Ratio Rank

LGJG.L
LGJG.L Risk / Return Rank: 5656
Overall Rank
LGJG.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
LGJG.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
LGJG.L Omega Ratio Rank: 5656
Omega Ratio Rank
LGJG.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
LGJG.L Martin Ratio Rank: 5555
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.

CRPA.L vs. LGJG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Corporate Bond UCITS ETF USD (Acc) (CRPA.L) and L&G Japan Equity UCITS ETF (LGJG.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.


CRPA.LLGJG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.96

Omega ratioGain probability vs. loss probability

1.16

1.29

-0.13

Calmar ratioReturn relative to maximum drawdown

1.28

2.30

-1.02

Martin ratioReturn relative to average drawdown

4.01

7.66

-3.64

CRPA.L vs. LGJG.L - Sharpe Ratio Comparison

The current CRPA.L Sharpe Ratio is 0.92, which is lower than the LGJG.L Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of CRPA.L and LGJG.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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Sharpe Ratios by Period


CRPA.LLGJG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.56

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.50

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.62

-0.29

Drawdowns

CRPA.L vs. LGJG.L - Drawdown Comparison

The maximum CRPA.L drawdown since its inception was -25.34%, smaller than the maximum LGJG.L drawdown of -32.41%. Use the drawdown chart below to compare losses from any high point for CRPA.L and LGJG.L.


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Drawdown Indicators


CRPA.LLGJG.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.34%

-32.41%

+7.07%

Max Drawdown (1Y)

Largest decline over 1 year

-3.64%

-13.22%

+9.58%

Max Drawdown (3Y)

Largest decline over 3 years

-6.08%

-14.36%

+8.28%

Max Drawdown (5Y)

Largest decline over 5 years

-24.86%

-32.41%

+7.55%

Current Drawdown

Current decline from peak

-1.82%

-0.57%

-1.25%

Average Drawdown

Average peak-to-trough decline

-7.04%

-8.18%

+1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

3.97%

-2.81%

Volatility

CRPA.L vs. LGJG.L - Volatility Comparison

The current volatility for iShares Global Corporate Bond UCITS ETF USD (Acc) (CRPA.L) is 1.91%, while L&G Japan Equity UCITS ETF (LGJG.L) has a volatility of 4.31%. This indicates that CRPA.L experiences smaller price fluctuations and is considered to be less risky than LGJG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRPA.LLGJG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.91%

4.31%

-2.40%

Volatility (6M)

Calculated over the trailing 6-month period

3.93%

15.62%

-11.69%

Volatility (1Y)

Calculated over the trailing 1-year period

5.12%

19.51%

-14.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.77%

17.79%

-11.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.78%

18.60%

-11.82%

CRPA.L vs. LGJG.L - Expense Ratio Comparison

CRPA.L has a 0.20% expense ratio, which is higher than LGJG.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

CRPA.L vs. LGJG.L - Dividend Comparison

Neither CRPA.L nor LGJG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CRPA.L and LGJG.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

LGJG.L is cheaper with a 0.10% expense ratio, compared with 0.20% for CRPA.L.

CRPA.L is categorized as Global Corporate Bonds, while LGJG.L is Japan Equities. CRPA.L tracks Bloomberg Gbl Agg Corp TR USD, while LGJG.L tracks TOPIX TR JPY. They also come from different issuers: iShares and Legal & General. Their fees differ too: 0.20% for CRPA.L and 0.10% for LGJG.L.

Portfolio Optimizer

Find the right allocation for CRPA.L and LGJG.L

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