CRPS.L vs. JXI
CRPS.L (iShares Global Corporate Bond UCITS ETF) and JXI (iShares Global Utilities ETF) are both exchange-traded funds - CRPS.L is a Global Corporate Bonds fund tracking the Bloomberg Gbl Agg Corp TR USD, while JXI is a Utilities Equities fund tracking the S&P Global Utilities Index. Both are passively managed. Over the past 10 years, CRPS.L returned 2.45%/yr vs 10.05%/yr for JXI. At a 0.33 correlation, their price movements are largely independent. CRPS.L charges 0.20%/yr vs 0.46%/yr for JXI.
Performance
CRPS.L vs. JXI - Performance Comparison
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Different Trading Currencies
CRPS.L is traded in GBP, while JXI is traded in USD. To make them comparable, the JXI 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 JXI's 7.68% return. Over the past 10 years, CRPS.L has underperformed JXI with an annualized return of 2.45%, while JXI has yielded a comparatively higher 10.05% annualized return.
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%
JXI
- 1D
- 1.11%
- 1M
- -1.77%
- YTD
- 7.68%
- 6M
- 7.09%
- 1Y
- 20.17%
- 3Y*
- 12.68%
- 5Y*
- 10.80%
- 10Y*
- 10.05%
CRPS.L vs. JXI - 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% |
JXI iShares Global Utilities ETF | 7.68% | 16.94% | 15.12% | -4.40% | 7.23% | 11.93% | 2.10% | 19.22% | 8.38% | 4.86% |
Correlation
The correlation between CRPS.L and JXI is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2012 | 0.33 |
The correlation between CRPS.L and JXI shifts across timeframes, from 0.26 (1 year) to 0.37 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
CRPS.L vs. JXI — Risk / Return Rank
CRPS.L
JXI
CRPS.L vs. JXI - 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 Utilities ETF (JXI). 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 | JXI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.39 | ||
| Sortino ratioReturn per unit of downside risk | -1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.28 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.29 | 2.46 | -2.16 |
| Martin ratioReturn relative to average drawdown | 0.64 | 6.68 | -6.04 |
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 | JXI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.25 | 1.64 | -1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.76 | -0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.59 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.41 | -0.02 |
Drawdowns
CRPS.L vs. JXI - Drawdown Comparison
The maximum CRPS.L drawdown since its inception was -15.38%, smaller than the maximum JXI drawdown of -34.49%. Use the drawdown chart below to compare losses from any high point for CRPS.L and JXI.
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Drawdown Indicators
| CRPS.L | JXI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.38% | -34.49% | +19.11% |
Max Drawdown (1Y)Largest decline over 1 year | -5.02% | -8.25% | +3.23% |
Max Drawdown (3Y)Largest decline over 3 years | -5.77% | -11.34% | +5.57% |
Max Drawdown (5Y)Largest decline over 5 years | -12.26% | -20.78% | +8.52% |
Max Drawdown (10Y)Largest decline over 10 years | -15.38% | -26.20% | +10.82% |
Current DrawdownCurrent decline from peak | -7.65% | -5.55% | -2.10% |
Average DrawdownAverage peak-to-trough decline | -5.89% | -7.85% | +1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 3.03% | -0.73% |
Volatility
CRPS.L vs. JXI - Volatility Comparison
The current volatility for iShares Global Corporate Bond UCITS ETF (CRPS.L) is 1.35%, while iShares Global Utilities ETF (JXI) has a volatility of 4.82%. This indicates that CRPS.L experiences smaller price fluctuations and is considered to be less risky than JXI 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 | JXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 4.82% | -3.47% |
Volatility (6M)Calculated over the trailing 6-month period | 4.46% | 10.09% | -5.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.90% | 12.33% | -6.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.17% | 14.34% | -7.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.49% | 17.09% | -8.60% |
CRPS.L vs. JXI - Expense Ratio Comparison
CRPS.L has a 0.20% expense ratio, which is lower than JXI's 0.46% expense ratio.
Dividends
CRPS.L vs. JXI - Dividend Comparison
CRPS.L has not paid dividends to shareholders, while JXI's dividend yield for the trailing twelve months is around 2.40%.
| 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% |
JXI iShares Global Utilities ETF | 2.40% | 2.56% | 3.02% | 3.58% | 3.13% | 2.78% | 2.65% | 3.43% | 3.16% | 3.62% | 4.77% | 3.78% |
Frequently Asked Questions
CRPS.L and JXI have a correlation of 0.26, 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 0.46% for JXI.
CRPS.L is categorized as Global Corporate Bonds, while JXI is Utilities Equities. CRPS.L tracks Bloomberg Gbl Agg Corp TR USD, while JXI tracks S&P Global Utilities Index. Their fees differ too: 0.20% for CRPS.L and 0.46% for JXI.
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