CRPS.L vs. AGG
CRPS.L (iShares Global Corporate Bond UCITS ETF) and AGG (iShares Core U.S. Aggregate Bond ETF) are both exchange-traded funds - CRPS.L is a Global Corporate Bonds fund tracking the Bloomberg Gbl Agg Corp TR USD, while AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. Both are passively managed. Over the past 10 years, CRPS.L returned 2.45%/yr vs 2.41%/yr for AGG. A 0.74 correlation means they provide meaningful diversification when combined. CRPS.L charges 0.20%/yr vs 0.03%/yr for AGG.
Performance
CRPS.L vs. AGG - Performance Comparison
Loading charts...
Different Trading Currencies
CRPS.L is traded in GBP, while AGG is traded in USD. To make them comparable, the AGG values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, CRPS.L achieves a -1.84% return, which is significantly lower than AGG's 0.82% return. Both investments have delivered pretty close results over the past 10 years, with CRPS.L having a 2.45% annualized return and AGG not far behind at 2.41%.
CRPS.L
- 1D
- 0.23%
- 1M
- 0.97%
- YTD
- -1.84%
- 6M
- -2.15%
- 1Y
- 1.82%
- 3Y*
- 1.73%
- 5Y*
- 0.28%
- 10Y*
- 2.45%
AGG
- 1D
- 0.00%
- 1M
- 1.09%
- YTD
- 0.82%
- 6M
- -0.06%
- 1Y
- 6.16%
- 3Y*
- 1.32%
- 5Y*
- 1.22%
- 10Y*
- 2.41%
CRPS.L vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRPS.L iShares Global Corporate Bond UCITS ETF | -1.84% | 0.38% | 2.69% | 2.88% | -5.90% | -2.68% | 6.79% | 8.38% | 1.64% | -0.97% |
AGG iShares Core U.S. Aggregate Bond ETF | 0.92% | -0.44% | 3.08% | 0.37% | -2.68% | -0.84% | 4.32% | 4.33% | 6.03% | -5.40% |
Correlation
The correlation between CRPS.L and AGG is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2012 | 0.74 |
The correlation between CRPS.L and AGG has been stable across timeframes, ranging from 0.68 to 0.75 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CRPS.L vs. AGG — Risk / Return Rank
CRPS.L
AGG
CRPS.L vs. AGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Corporate Bond UCITS ETF (CRPS.L) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.
| CRPS.L | AGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.18 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.29 | 1.16 | -0.87 |
| Martin ratioReturn relative to average drawdown | 0.64 | 3.06 | -2.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CRPS.L | AGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.25 | 1.00 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.14 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.25 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.51 | -0.12 |
Drawdowns
CRPS.L vs. AGG - Drawdown Comparison
The maximum CRPS.L drawdown since its inception was -15.38%, smaller than the maximum AGG drawdown of -17.60%. Use the drawdown chart below to compare losses from any high point for CRPS.L and AGG.
Loading charts...
Drawdown Indicators
| CRPS.L | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.38% | -17.60% | +2.22% |
Max Drawdown (1Y)Largest decline over 1 year | -5.02% | -5.31% | +0.29% |
Max Drawdown (3Y)Largest decline over 3 years | -5.77% | -8.64% | +2.87% |
Max Drawdown (5Y)Largest decline over 5 years | -12.26% | -14.70% | +2.44% |
Max Drawdown (10Y)Largest decline over 10 years | -15.38% | -17.60% | +2.22% |
Current DrawdownCurrent decline from peak | -7.65% | -9.62% | +1.97% |
Average DrawdownAverage peak-to-trough decline | -5.89% | -7.11% | +1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 2.01% | +0.29% |
Volatility
CRPS.L vs. AGG - Volatility Comparison
iShares Global Corporate Bond UCITS ETF (CRPS.L) and iShares Core U.S. Aggregate Bond ETF (AGG) have volatilities of 1.35% and 1.40%, 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.
Loading charts...
Volatility by Period
| CRPS.L | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 1.40% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 4.46% | 4.74% | -0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.90% | 6.22% | -0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.17% | 8.61% | -1.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.49% | 9.82% | -1.33% |
CRPS.L vs. AGG - Expense Ratio Comparison
CRPS.L has a 0.20% expense ratio, which is higher than AGG's 0.03% 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
CRPS.L vs. AGG - Dividend Comparison
CRPS.L has not paid dividends to shareholders, while AGG's dividend yield for the trailing twelve months is around 4.00%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 4.00% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
CRPS.L iShares Global Corporate Bond UCITS ETF | 0.00% | 2.08% | 3.87% | 3.34% | 2.55% | 2.07% | 2.42% | 2.75% | 2.56% | 2.61% | 2.45% | 2.58% |
Frequently Asked Questions
CRPS.L and AGG have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AGG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AGG is cheaper with a 0.03% expense ratio, compared with 0.20% for CRPS.L.
CRPS.L is categorized as Global Corporate Bonds, while AGG is Total Bond Market. CRPS.L tracks Bloomberg Gbl Agg Corp TR USD, while AGG tracks Bloomberg U.S. Aggregate Bond Index. Their fees differ too: 0.20% for CRPS.L and 0.03% for AGG.
Find the right allocation for CRPS.L and AGG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer