CRPS.L vs. VADDX
CRPS.L (iShares Global Corporate Bond UCITS ETF) and VADDX (Invesco Equally-Weighted S&P 500 Fund) are both funds - CRPS.L is a Global Corporate Bonds fund tracking the Bloomberg Gbl Agg Corp TR USD, while VADDX is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 10 years, CRPS.L returned 2.45%/yr vs 12.49%/yr for VADDX. At a 0.25 correlation, their price movements are largely independent. CRPS.L charges 0.20%/yr vs 0.27%/yr for VADDX.
Performance
CRPS.L vs. VADDX - Performance Comparison
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Different Trading Currencies
CRPS.L is traded in GBP, while VADDX is traded in USD. To make them comparable, the VADDX 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 VADDX's 10.04% return. Over the past 10 years, CRPS.L has underperformed VADDX with an annualized return of 2.45%, while VADDX has yielded a comparatively higher 12.49% 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%
VADDX
- 1D
- -0.06%
- 1M
- 3.82%
- YTD
- 10.04%
- 6M
- 9.26%
- 1Y
- 20.78%
- 3Y*
- 12.27%
- 5Y*
- 9.37%
- 10Y*
- 12.49%
CRPS.L vs. VADDX - 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% |
VADDX Invesco Equally-Weighted S&P 500 Fund | 10.04% | 3.24% | 14.65% | 7.90% | -1.38% | 30.50% | 9.26% | 24.01% | -2.50% | 8.30% |
Correlation
The correlation between CRPS.L and VADDX is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2012 | 0.25 |
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Return for Risk
CRPS.L vs. VADDX — Risk / Return Rank
CRPS.L
VADDX
CRPS.L vs. VADDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Corporate Bond UCITS ETF (CRPS.L) and Invesco Equally-Weighted S&P 500 Fund (VADDX). 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 | VADDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.32 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.29 | 3.12 | -2.83 |
| Martin ratioReturn relative to average drawdown | 0.64 | 10.67 | -10.03 |
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 | VADDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.25 | 1.82 | -1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.62 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.68 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.57 | -0.18 |
Drawdowns
CRPS.L vs. VADDX - Drawdown Comparison
The maximum CRPS.L drawdown since its inception was -15.38%, smaller than the maximum VADDX drawdown of -42.09%. Use the drawdown chart below to compare losses from any high point for CRPS.L and VADDX.
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Drawdown Indicators
| CRPS.L | VADDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.38% | -42.09% | +26.71% |
Max Drawdown (1Y)Largest decline over 1 year | -5.02% | -6.53% | +1.51% |
Max Drawdown (3Y)Largest decline over 3 years | -5.77% | -19.44% | +13.67% |
Max Drawdown (5Y)Largest decline over 5 years | -12.26% | -19.44% | +7.18% |
Max Drawdown (10Y)Largest decline over 10 years | -15.38% | -31.96% | +16.58% |
Current DrawdownCurrent decline from peak | -7.65% | -0.06% | -7.59% |
Average DrawdownAverage peak-to-trough decline | -5.89% | -5.72% | -0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 1.90% | +0.40% |
Volatility
CRPS.L vs. VADDX - Volatility Comparison
The current volatility for iShares Global Corporate Bond UCITS ETF (CRPS.L) is 1.35%, while Invesco Equally-Weighted S&P 500 Fund (VADDX) has a volatility of 2.13%. This indicates that CRPS.L experiences smaller price fluctuations and is considered to be less risky than VADDX 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 | VADDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 2.13% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 4.46% | 8.11% | -3.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.90% | 11.21% | -5.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.17% | 15.10% | -7.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.49% | 18.31% | -9.82% |
CRPS.L vs. VADDX - Expense Ratio Comparison
CRPS.L has a 0.20% expense ratio, which is lower than VADDX's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
CRPS.L vs. VADDX - Dividend Comparison
CRPS.L has not paid dividends to shareholders, while VADDX's dividend yield for the trailing twelve months is around 9.20%.
| 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% |
VADDX Invesco Equally-Weighted S&P 500 Fund | 9.20% | 10.09% | 8.88% | 4.86% | 8.45% | 9.92% | 6.38% | 4.68% | 7.13% | 2.97% | 0.30% | 2.98% |
Frequently Asked Questions
CRPS.L and VADDX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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