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CRPS.L vs. GLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRPS.L vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Global Corporate Bond UCITS ETF (CRPS.L) and SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CRPS.L is traded in GBP, while GLD is traded in USD. To make them comparable, the GLD 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 GLD's 4.20% return. Over the past 10 years, CRPS.L has underperformed GLD with an annualized return of 2.45%, while GLD has yielded a comparatively higher 14.13% 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%

GLD

1D
0.00%
1M
-3.34%
YTD
4.20%
6M
5.72%
1Y
34.48%
3Y*
27.81%
5Y*
19.62%
10Y*
14.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRPS.L vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
GLD
SPDR Gold Shares
4.20%52.02%28.87%7.06%11.03%-3.24%21.15%13.37%3.87%3.05%

Correlation

The correlation between CRPS.L and GLD is 0.01, 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

0.01

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

0.10

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

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2012

0.31

Over the past year, the correlation between CRPS.L and GLD has dropped to 0.01 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.

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Return for Risk

CRPS.L vs. GLD — Risk / Return Rank

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

CRPS.L
CRPS.L Risk / Return Rank: 1212
Overall Rank
CRPS.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
CRPS.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
CRPS.L Omega Ratio Rank: 1212
Omega Ratio Rank
CRPS.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
CRPS.L Martin Ratio Rank: 1212
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 2929
Overall Rank
GLD Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2727
Sortino Ratio Rank
GLD Omega Ratio Rank: 3333
Omega Ratio Rank
GLD Calmar Ratio Rank: 2929
Calmar Ratio Rank
GLD Martin Ratio Rank: 2626
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.

CRPS.L vs. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Corporate Bond UCITS ETF (CRPS.L) and SPDR Gold Shares (GLD). 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.LGLDDifference
Sharpe ratioReturn per unit of total volatility

-1.12

Sortino ratioReturn per unit of downside risk

-1.43

Omega ratioGain probability vs. loss probability

1.05

1.28

-0.22

Calmar ratioReturn relative to maximum drawdown

0.29

1.95

-1.65

Martin ratioReturn relative to average drawdown

0.64

4.77

-4.13

CRPS.L vs. GLD - Sharpe Ratio Comparison

The current CRPS.L Sharpe Ratio is 0.25, which is lower than the GLD Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of CRPS.L and GLD, 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


CRPS.LGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

1.37

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

1.18

-1.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.87

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.70

-0.32

Drawdowns

CRPS.L vs. GLD - Drawdown Comparison

The maximum CRPS.L drawdown since its inception was -15.38%, smaller than the maximum GLD drawdown of -41.89%. Use the drawdown chart below to compare losses from any high point for CRPS.L and GLD.


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Drawdown Indicators


CRPS.LGLDDifference

Max Drawdown

Largest peak-to-trough decline

-15.38%

-41.89%

+26.51%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

-17.78%

+12.76%

Max Drawdown (3Y)

Largest decline over 3 years

-5.77%

-17.78%

+12.01%

Max Drawdown (5Y)

Largest decline over 5 years

-12.26%

-17.78%

+5.52%

Max Drawdown (10Y)

Largest decline over 10 years

-15.38%

-22.78%

+7.40%

Current Drawdown

Current decline from peak

-7.65%

-16.16%

+8.51%

Average Drawdown

Average peak-to-trough decline

-5.89%

-13.21%

+7.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

7.24%

-4.94%

Volatility

CRPS.L vs. GLD - Volatility Comparison

The current volatility for iShares Global Corporate Bond UCITS ETF (CRPS.L) is 1.35%, while SPDR Gold Shares (GLD) has a volatility of 3.81%. This indicates that CRPS.L experiences smaller price fluctuations and is considered to be less risky than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRPS.LGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

3.81%

-2.46%

Volatility (6M)

Calculated over the trailing 6-month period

4.46%

21.73%

-17.27%

Volatility (1Y)

Calculated over the trailing 1-year period

5.90%

25.28%

-19.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.17%

16.70%

-9.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.49%

16.22%

-7.73%

CRPS.L vs. GLD - Expense Ratio Comparison

CRPS.L has a 0.20% expense ratio, which is lower than GLD's 0.40% expense ratio.


Dividends

CRPS.L vs. GLD - Dividend Comparison

Neither CRPS.L nor GLD has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
GLD
SPDR Gold Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CRPS.L and GLD have a correlation of 0.01, 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 0.40% for GLD.

CRPS.L is categorized as Global Corporate Bonds, while GLD is Gold. CRPS.L tracks Bloomberg Gbl Agg Corp TR USD, while GLD tracks LBMA Gold Price PM. They also come from different issuers: iShares and State Street. Their fees differ too: 0.20% for CRPS.L and 0.40% for GLD.

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