CRPA.L vs. XCOU.L
CRPA.L (iShares Global Corporate Bond UCITS ETF USD (Acc)) and XCOU.L (Lyxor Global Green Bond 1-10Y UCITS ETF USD Hedged Acc) are both Global Corporate Bonds funds - CRPA.L tracks the Bloomberg Gbl Agg Corp TR USD while XCOU.L tracks the Bloomberg Gbl Agg Corp 0901 TR Hdg USD. Both are passively managed. Over the past 3 years, CRPA.L returned 5.87%/yr vs 5.45%/yr for XCOU.L. A 0.74 correlation means they provide meaningful diversification when combined. CRPA.L charges 0.20%/yr vs 0.15%/yr for XCOU.L.
Performance
CRPA.L vs. XCOU.L - Performance Comparison
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Returns By Period
In the year-to-date period, CRPA.L achieves a 0.14% return, which is significantly lower than XCOU.L's 0.81% 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*
- —
XCOU.L
- 1D
- 0.20%
- 1M
- 0.79%
- YTD
- 0.81%
- 6M
- 1.00%
- 1Y
- 3.54%
- 3Y*
- 5.45%
- 5Y*
- —
- 10Y*
- —
CRPA.L vs. XCOU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CRPA.L iShares Global Corporate Bond UCITS ETF USD (Acc) | 0.14% | 9.97% | 1.12% | 9.38% | -5.33% |
XCOU.L Lyxor Global Green Bond 1-10Y UCITS ETF USD Hedged Acc | 0.81% | 5.28% | 4.41% | 8.47% | -4.52% |
Correlation
The correlation between CRPA.L and XCOU.L is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since May 27, 2022 | 0.74 |
The correlation between CRPA.L and XCOU.L has been stable across timeframes, ranging from 0.71 to 0.74 - a consistent structural relationship.
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Return for Risk
CRPA.L vs. XCOU.L — Risk / Return Rank
CRPA.L
XCOU.L
CRPA.L vs. XCOU.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 Lyxor Global Green Bond 1-10Y UCITS ETF USD Hedged Acc (XCOU.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.L | XCOU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.25 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 1.43 | -0.15 |
| Martin ratioReturn relative to average drawdown | 4.01 | 4.66 | -0.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CRPA.L | XCOU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 1.34 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.85 | -0.52 |
Drawdowns
CRPA.L vs. XCOU.L - Drawdown Comparison
The maximum CRPA.L drawdown since its inception was -25.34%, which is greater than XCOU.L's maximum drawdown of -7.95%. Use the drawdown chart below to compare losses from any high point for CRPA.L and XCOU.L.
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Drawdown Indicators
| CRPA.L | XCOU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.34% | -7.95% | -17.39% |
Max Drawdown (1Y)Largest decline over 1 year | -3.64% | -2.46% | -1.18% |
Max Drawdown (3Y)Largest decline over 3 years | -6.08% | -2.46% | -3.62% |
Max Drawdown (5Y)Largest decline over 5 years | -24.86% | — | — |
Current DrawdownCurrent decline from peak | -1.82% | -0.77% | -1.05% |
Average DrawdownAverage peak-to-trough decline | -7.04% | -1.57% | -5.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 0.76% | +0.40% |
Volatility
CRPA.L vs. XCOU.L - Volatility Comparison
iShares Global Corporate Bond UCITS ETF USD (Acc) (CRPA.L) has a higher volatility of 1.91% compared to Lyxor Global Green Bond 1-10Y UCITS ETF USD Hedged Acc (XCOU.L) at 1.20%. This indicates that CRPA.L's price experiences larger fluctuations and is considered to be riskier than XCOU.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.L | XCOU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.91% | 1.20% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 3.93% | 2.24% | +1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.12% | 2.63% | +2.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.77% | 4.10% | +2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.78% | 4.10% | +2.68% |
CRPA.L vs. XCOU.L - Expense Ratio Comparison
CRPA.L has a 0.20% expense ratio, which is higher than XCOU.L's 0.15% 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. XCOU.L - Dividend Comparison
Neither CRPA.L nor XCOU.L has paid dividends to shareholders.
Frequently Asked Questions
CRPA.L and XCOU.L have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XCOU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XCOU.L is cheaper with a 0.15% expense ratio, compared with 0.20% for CRPA.L.
CRPA.L tracks Bloomberg Gbl Agg Corp TR USD, while XCOU.L tracks Bloomberg Gbl Agg Corp 0901 TR Hdg USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for CRPA.L and 0.15% for XCOU.L.
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