CRPS.L vs. IGLO.L
CRPS.L (iShares Global Corporate Bond UCITS ETF) and IGLO.L (iShares Global Government Bond UCITS) are both exchange-traded funds - CRPS.L is a Global Corporate Bonds fund tracking the Bloomberg Gbl Agg Corp TR USD, while IGLO.L is a Global Bonds fund tracking the Bloomberg Global Aggregate TR USD. Both are passively managed. Over the past 10 years, CRPS.L returned 2.45%/yr vs -0.08%/yr for IGLO.L. A 0.69 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
CRPS.L vs. IGLO.L - Performance Comparison
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Different Trading Currencies
CRPS.L is traded in GBP, while IGLO.L is traded in USD. To make them comparable, the IGLO.L 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 IGLO.L's -1.23% return. Over the past 10 years, CRPS.L has outperformed IGLO.L with an annualized return of 2.45%, while IGLO.L has yielded a comparatively lower -0.08% 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%
IGLO.L
- 1D
- 0.19%
- 1M
- 0.85%
- YTD
- -1.23%
- 6M
- -1.69%
- 1Y
- 0.88%
- 3Y*
- -1.10%
- 5Y*
- -2.30%
- 10Y*
- -0.08%
CRPS.L vs. IGLO.L - 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% |
IGLO.L iShares Global Government Bond UCITS | -1.23% | -0.49% | -1.96% | -1.20% | -7.90% | -6.01% | 6.16% | 1.52% | 5.61% | -3.06% |
Correlation
The correlation between CRPS.L and IGLO.L is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2012 | 0.69 |
The correlation between CRPS.L and IGLO.L shifts across timeframes, from 0.58 (1 year) to 0.71 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
CRPS.L vs. IGLO.L — Risk / Return Rank
CRPS.L
IGLO.L
CRPS.L vs. IGLO.L - 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 Global Government Bond UCITS (IGLO.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.
| CRPS.L | IGLO.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.03 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.29 | 0.17 | +0.12 |
| Martin ratioReturn relative to average drawdown | 0.64 | 0.34 | +0.30 |
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 | IGLO.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.25 | 0.14 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | -0.28 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | -0.01 | +0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.10 | +0.28 |
Drawdowns
CRPS.L vs. IGLO.L - Drawdown Comparison
The maximum CRPS.L drawdown since its inception was -15.38%, smaller than the maximum IGLO.L drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for CRPS.L and IGLO.L.
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Drawdown Indicators
| CRPS.L | IGLO.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.38% | -25.42% | +10.04% |
Max Drawdown (1Y)Largest decline over 1 year | -5.02% | -5.07% | +0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -5.77% | -5.77% | 0.00% |
Max Drawdown (5Y)Largest decline over 5 years | -12.26% | -17.10% | +4.84% |
Max Drawdown (10Y)Largest decline over 10 years | -15.38% | -25.42% | +10.04% |
Current DrawdownCurrent decline from peak | -7.65% | -23.92% | +16.27% |
Average DrawdownAverage peak-to-trough decline | -5.89% | -10.64% | +4.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 2.60% | -0.30% |
Volatility
CRPS.L vs. IGLO.L - Volatility Comparison
The current volatility for iShares Global Corporate Bond UCITS ETF (CRPS.L) is 1.35%, while iShares Global Government Bond UCITS (IGLO.L) has a volatility of 1.98%. This indicates that CRPS.L experiences smaller price fluctuations and is considered to be less risky than IGLO.L 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 | IGLO.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 1.98% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 4.46% | 5.14% | -0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.90% | 6.29% | -0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.17% | 8.30% | -1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.49% | 9.56% | -1.07% |
CRPS.L vs. IGLO.L - Expense Ratio Comparison
Both CRPS.L and IGLO.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
CRPS.L vs. IGLO.L - Dividend Comparison
CRPS.L has not paid dividends to shareholders, while IGLO.L's dividend yield for the trailing twelve months is around 3.09%.
| 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% |
IGLO.L iShares Global Government Bond UCITS | 3.09% | 2.86% | 2.51% | 1.47% | 0.78% | 0.63% | 0.99% | 1.21% | 1.07% | 0.93% | 1.09% | 0.60% |
Frequently Asked Questions
CRPS.L and IGLO.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
CRPS.L and IGLO.L have the same expense ratio: 0.20% per year.
CRPS.L is categorized as Global Corporate Bonds, while IGLO.L is Global Bonds. CRPS.L tracks Bloomberg Gbl Agg Corp TR USD, while IGLO.L tracks Bloomberg Global Aggregate TR USD.
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