CRPS.L vs. LQD

In the year-to-date period, CRPS.L achieves a -3.74% return, which is significantly lower than LQD's 1.01% return. Over the past 10 years, CRPS.L has outperformed LQD with an annualized return of 3.30%, while LQD has yielded a comparatively lower 2.35% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

CRPS.L has a 0.20% expense ratio, which is higher than LQD's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for iShares Global Corporate Bond UCITS ETF (CRPS.L) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). 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.

The current CRPS.L Sharpe Ratio is 0.05, which is lower than the LQD Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of CRPS.L and LQD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CRPS.L's dividend yield for the trailing twelve months is around 4.26%, less than LQD's 4.51% yield.

The maximum CRPS.L drawdown since its inception was -15.38%, smaller than the maximum LQD drawdown of -24.95%. Use the drawdown chart below to compare losses from any high point for CRPS.L and LQD.

The current volatility for iShares Global Corporate Bond UCITS ETF (CRPS.L) is 1.65%, while iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) has a volatility of 1.92%. This indicates that CRPS.L experiences smaller price fluctuations and is considered to be less risky than LQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.