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CRPS.L vs. VPL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRPS.L vs. VPL - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Global Corporate Bond UCITS ETF (CRPS.L) and Vanguard FTSE Pacific ETF (VPL). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CRPS.L is traded in GBP, while VPL is traded in USD. To make them comparable, the VPL 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 VPL's 29.53% return. Over the past 10 years, CRPS.L has underperformed VPL with an annualized return of 2.45%, while VPL has yielded a comparatively higher 11.41% 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%

VPL

1D
0.00%
1M
4.93%
YTD
29.53%
6M
29.75%
1Y
53.43%
3Y*
19.10%
5Y*
11.33%
10Y*
11.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRPS.L vs. VPL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VPL
Vanguard FTSE Pacific ETF
29.53%23.21%3.46%9.80%-5.12%2.06%13.23%13.67%-9.32%17.70%

Correlation

The correlation between CRPS.L and VPL is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2012

0.21

The correlation between CRPS.L and VPL shifts across timeframes, from 0.07 (1 year) to 0.24 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

CRPS.L vs. VPL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CRPS.L
CRPS.L Risk / Return Rank: 1212
Overall Rank
CRPS.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
CRPS.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
CRPS.L Omega Ratio Rank: 1212
Omega Ratio Rank
CRPS.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
CRPS.L Martin Ratio Rank: 1212
Martin Ratio Rank

VPL
VPL Risk / Return Rank: 6565
Overall Rank
VPL Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
VPL Sortino Ratio Rank: 5959
Sortino Ratio Rank
VPL Omega Ratio Rank: 6565
Omega Ratio Rank
VPL Calmar Ratio Rank: 6666
Calmar Ratio Rank
VPL Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CRPS.L vs. VPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Corporate Bond UCITS ETF (CRPS.L) and Vanguard FTSE Pacific ETF (VPL). 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.LVPLDifference
Sharpe ratioReturn per unit of total volatility

-2.88

Sortino ratioReturn per unit of downside risk

-3.61

Omega ratioGain probability vs. loss probability

1.05

1.58

-0.52

Calmar ratioReturn relative to maximum drawdown

0.29

4.72

-4.43

Martin ratioReturn relative to average drawdown

0.64

17.37

-16.73

CRPS.L vs. VPL - Sharpe Ratio Comparison

The current CRPS.L Sharpe Ratio is 0.25, which is lower than the VPL Sharpe Ratio of 3.13. The chart below compares the historical Sharpe Ratios of CRPS.L and VPL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CRPS.LVPLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

3.13

-2.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.78

-0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.71

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.41

-0.03

Drawdowns

CRPS.L vs. VPL - Drawdown Comparison

The maximum CRPS.L drawdown since its inception was -15.38%, smaller than the maximum VPL drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for CRPS.L and VPL.


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Drawdown Indicators


CRPS.LVPLDifference

Max Drawdown

Largest peak-to-trough decline

-15.38%

-36.13%

+20.75%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

-11.36%

+6.34%

Max Drawdown (3Y)

Largest decline over 3 years

-5.77%

-13.93%

+8.16%

Max Drawdown (5Y)

Largest decline over 5 years

-12.26%

-14.92%

+2.66%

Max Drawdown (10Y)

Largest decline over 10 years

-15.38%

-27.02%

+11.64%

Current Drawdown

Current decline from peak

-7.65%

-0.98%

-6.67%

Average Drawdown

Average peak-to-trough decline

-5.89%

-6.84%

+0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

3.08%

-0.78%

Volatility

CRPS.L vs. VPL - Volatility Comparison

The current volatility for iShares Global Corporate Bond UCITS ETF (CRPS.L) is 1.35%, while Vanguard FTSE Pacific ETF (VPL) has a volatility of 5.85%. This indicates that CRPS.L experiences smaller price fluctuations and is considered to be less risky than VPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRPS.LVPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

5.85%

-4.50%

Volatility (6M)

Calculated over the trailing 6-month period

4.46%

14.59%

-10.13%

Volatility (1Y)

Calculated over the trailing 1-year period

5.90%

17.16%

-11.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.17%

14.64%

-7.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.49%

16.22%

-7.73%

CRPS.L vs. VPL - Expense Ratio Comparison

CRPS.L has a 0.20% expense ratio, which is higher than VPL's 0.08% 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%.


Dividends

CRPS.L vs. VPL - Dividend Comparison

CRPS.L has not paid dividends to shareholders, while VPL's dividend yield for the trailing twelve months is around 2.93%.


PositionTTM20252024202320222021202020192018201720162015
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%
VPL
Vanguard FTSE Pacific ETF
2.93%4.01%3.15%3.12%2.75%3.19%1.81%2.84%3.06%2.57%2.65%2.43%

Frequently Asked Questions


CRPS.L and VPL have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VPL is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VPL is cheaper with a 0.08% expense ratio, compared with 0.20% for CRPS.L.

CRPS.L is categorized as Global Corporate Bonds, while VPL is Asia Pacific Equities. CRPS.L tracks Bloomberg Gbl Agg Corp TR USD, while VPL tracks FTSE Developed Asia Pacific Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for CRPS.L and 0.08% for VPL.

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