CRPS.L vs. KLMG.L
CRPS.L (iShares Global Corporate Bond UCITS ETF) and KLMG.L (Lyxor Green Bond UCITS ETF GBP Hedged Dist) are both Global Corporate Bonds funds - CRPS.L tracks the Bloomberg Gbl Agg Corp TR USD while KLMG.L tracks the Bloomberg Gbl Agg Corp TR Hdg GBP. Both are passively managed. Over the past 5 years, CRPS.L returned 0.28%/yr vs -1.59%/yr for KLMG.L. At a 0.42 correlation, their price movements are largely independent. CRPS.L charges 0.20%/yr vs 0.30%/yr for KLMG.L.
Performance
CRPS.L vs. KLMG.L - Performance Comparison
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Returns By Period
In the year-to-date period, CRPS.L achieves a -1.84% return, which is significantly lower than KLMG.L's 0.83% 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%
KLMG.L
- 1D
- 0.09%
- 1M
- 0.83%
- YTD
- 0.83%
- 6M
- -1.34%
- 1Y
- 0.36%
- 3Y*
- 3.69%
- 5Y*
- -1.59%
- 10Y*
- —
CRPS.L vs. KLMG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CRPS.L iShares Global Corporate Bond UCITS ETF | -1.84% | 0.38% | 2.69% | 2.88% | -5.90% | -2.68% | 0.39% |
KLMG.L Lyxor Green Bond UCITS ETF GBP Hedged Dist | 0.83% | 1.12% | 3.03% | 8.52% | -18.95% | -3.47% | 1.21% |
Correlation
The correlation between CRPS.L and KLMG.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Aug 20, 2020 | 0.42 |
The correlation between CRPS.L and KLMG.L shifts across timeframes, from 0.24 (1 year) to 0.44 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
CRPS.L vs. KLMG.L — Risk / Return Rank
CRPS.L
KLMG.L
CRPS.L vs. KLMG.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 Lyxor Green Bond UCITS ETF GBP Hedged Dist (KLMG.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 | KLMG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.02 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.29 | 0.09 | +0.20 |
| Martin ratioReturn relative to average drawdown | 0.64 | 0.20 | +0.44 |
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 | KLMG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.25 | 0.08 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | -0.27 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | -0.31 | +0.70 |
Drawdowns
CRPS.L vs. KLMG.L - Drawdown Comparison
The maximum CRPS.L drawdown since its inception was -15.38%, smaller than the maximum KLMG.L drawdown of -24.10%. Use the drawdown chart below to compare losses from any high point for CRPS.L and KLMG.L.
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Drawdown Indicators
| CRPS.L | KLMG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.38% | -24.10% | +8.72% |
Max Drawdown (1Y)Largest decline over 1 year | -5.02% | -3.94% | -1.08% |
Max Drawdown (3Y)Largest decline over 3 years | -5.77% | -3.94% | -1.83% |
Max Drawdown (5Y)Largest decline over 5 years | -12.26% | -23.06% | +10.80% |
Max Drawdown (10Y)Largest decline over 10 years | -15.38% | — | — |
Current DrawdownCurrent decline from peak | -7.65% | -11.23% | +3.58% |
Average DrawdownAverage peak-to-trough decline | -5.89% | -12.13% | +6.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 1.80% | +0.50% |
Volatility
CRPS.L vs. KLMG.L - Volatility Comparison
The current volatility for iShares Global Corporate Bond UCITS ETF (CRPS.L) is 1.35%, while Lyxor Green Bond UCITS ETF GBP Hedged Dist (KLMG.L) has a volatility of 1.72%. This indicates that CRPS.L experiences smaller price fluctuations and is considered to be less risky than KLMG.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 | KLMG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 1.72% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 4.46% | 3.68% | +0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.90% | 4.32% | +1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.17% | 5.88% | +1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.49% | 5.58% | +2.91% |
CRPS.L vs. KLMG.L - Expense Ratio Comparison
CRPS.L has a 0.20% expense ratio, which is lower than KLMG.L's 0.30% expense ratio.
Dividends
CRPS.L vs. KLMG.L - Dividend Comparison
Neither CRPS.L nor KLMG.L has paid dividends to shareholders.
| 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% |
KLMG.L Lyxor Green Bond UCITS ETF GBP Hedged Dist | 0.00% | 0.00% | 2.02% | 1.44% | 1.28% | 1.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CRPS.L and KLMG.L have a correlation of 0.24, 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 0.30% for KLMG.L.
CRPS.L tracks Bloomberg Gbl Agg Corp TR USD, while KLMG.L tracks Bloomberg Gbl Agg Corp TR Hdg GBP. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for CRPS.L and 0.30% for KLMG.L.
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