CRPS.L vs. EEM
CRPS.L (iShares Global Corporate Bond UCITS ETF) and EEM (iShares MSCI Emerging Markets ETF) are both exchange-traded funds - CRPS.L is a Global Corporate Bonds fund tracking the Bloomberg Gbl Agg Corp TR USD, while EEM is a Emerging Markets Diversified fund tracking the MSCI Emerging Markets Index (Net). Both are passively managed. Over the past 10 years, CRPS.L returned 2.45%/yr vs 10.50%/yr for EEM. At a 0.14 correlation, their price movements are largely independent. CRPS.L charges 0.20%/yr vs 0.72%/yr for EEM.
Performance
CRPS.L vs. EEM - Performance Comparison
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Different Trading Currencies
CRPS.L is traded in GBP, while EEM is traded in USD. To make them comparable, the EEM 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 EEM's 26.81% return. Over the past 10 years, CRPS.L has underperformed EEM with an annualized return of 2.45%, while EEM has yielded a comparatively higher 10.50% annualized return.
CRPS.L
- 1D
- 0.23%
- 1M
- 1.37%
- YTD
- -1.84%
- 6M
- -2.12%
- 1Y
- 1.48%
- 3Y*
- 1.73%
- 5Y*
- 0.28%
- 10Y*
- 2.45%
EEM
- 1D
- -1.17%
- 1M
- 6.63%
- YTD
- 26.81%
- 6M
- 28.11%
- 1Y
- 53.56%
- 3Y*
- 20.37%
- 5Y*
- 7.91%
- 10Y*
- 10.50%
CRPS.L vs. EEM - 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% |
EEM iShares MSCI Emerging Markets ETF | 26.81% | 24.43% | 8.35% | 3.50% | -11.12% | -2.72% | 13.58% | 13.73% | -10.29% | 25.39% |
Correlation
The correlation between CRPS.L and EEM is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2012 | 0.14 |
The correlation between CRPS.L and EEM shifts across timeframes, from 0.05 (5 years) to 0.15 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
CRPS.L vs. EEM — Risk / Return Rank
CRPS.L
EEM
CRPS.L vs. EEM - 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 MSCI Emerging Markets ETF (EEM). 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 | EEM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.77 | ||
| Sortino ratioReturn per unit of downside risk | -3.52 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.57 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | 0.29 | 4.87 | -4.57 |
| Martin ratioReturn relative to average drawdown | 0.64 | 17.54 | -16.90 |
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
| CRPS.L | EEM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.25 | 3.02 | -2.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.48 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.54 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.26 | +0.13 |
Drawdowns
CRPS.L vs. EEM - Drawdown Comparison
The maximum CRPS.L drawdown since its inception was -15.38%, smaller than the maximum EEM drawdown of -52.83%. Use the drawdown chart below to compare losses from any high point for CRPS.L and EEM.
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Drawdown Indicators
| CRPS.L | EEM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.38% | -52.83% | +37.45% |
Max Drawdown (1Y)Largest decline over 1 year | -5.02% | -11.06% | +6.04% |
Max Drawdown (3Y)Largest decline over 3 years | -5.77% | -15.27% | +9.50% |
Max Drawdown (5Y)Largest decline over 5 years | -12.26% | -24.66% | +12.40% |
Max Drawdown (10Y)Largest decline over 10 years | -15.38% | -27.70% | +12.32% |
Current DrawdownCurrent decline from peak | -7.65% | -2.05% | -5.60% |
Average DrawdownAverage peak-to-trough decline | -5.89% | -11.62% | +5.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 3.06% | -0.76% |
Volatility
CRPS.L vs. EEM - Volatility Comparison
The current volatility for iShares Global Corporate Bond UCITS ETF (CRPS.L) is 1.35%, while iShares MSCI Emerging Markets ETF (EEM) has a volatility of 7.68%. This indicates that CRPS.L experiences smaller price fluctuations and is considered to be less risky than EEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRPS.L | EEM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 7.68% | -6.33% |
Volatility (6M)Calculated over the trailing 6-month period | 4.46% | 15.48% | -11.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.90% | 17.84% | -11.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.17% | 16.61% | -9.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.49% | 19.37% | -10.88% |
CRPS.L vs. EEM - Expense Ratio Comparison
CRPS.L has a 0.20% expense ratio, which is lower than EEM's 0.72% expense ratio.
Dividends
CRPS.L vs. EEM - Dividend Comparison
CRPS.L has not paid dividends to shareholders, while EEM's dividend yield for the trailing twelve months is around 1.76%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EEM iShares MSCI Emerging Markets ETF | 1.76% | 2.22% | 2.43% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.24% | 1.89% | 1.89% | 2.49% |
Frequently Asked Questions
CRPS.L and EEM have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CRPS.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CRPS.L is cheaper with a 0.20% expense ratio, compared with 0.72% for EEM.
CRPS.L is categorized as Global Corporate Bonds, while EEM is Emerging Markets Diversified. CRPS.L tracks Bloomberg Gbl Agg Corp TR USD, while EEM tracks MSCI Emerging Markets Index (Net). Their fees differ too: 0.20% for CRPS.L and 0.72% for EEM.
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