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CRPU.L vs. PUIP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRPU.L vs. PUIP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Corporate Bond USD Hedged UCITS ETF (CRPU.L) and Invesco USD IG Corporate Bond ESG Climate Transition UCITS ETF GBP Hedged (Dist) (PUIP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CRPU.L is traded in USD, while PUIP.L is traded in GBp. To make them comparable, the PUIP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CRPU.L achieves a 0.48% return, which is significantly higher than PUIP.L's -1.15% return.


CRPU.L

1D
0.00%
1M
-0.48%
6M
0.32%
YTD
0.48%
1Y
4.17%
3Y*
5.25%
5Y*
0.65%
10Y*

PUIP.L

1D
0.26%
1M
-0.31%
6M
-0.42%
YTD
-1.15%
1Y
3.32%
3Y*
5.01%
5Y*
-1.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRPU.L vs. PUIP.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CRPU.L
iShares Global Corporate Bond USD Hedged UCITS ETF
0.48%6.51%3.91%8.70%-14.11%-1.15%7.74%0.87%
PUIP.L
Invesco USD IG Corporate Bond ESG Climate Transition UCITS ETF GBP Hedged (Dist)
-1.15%15.50%0.28%12.39%-25.33%-2.45%10.92%3.64%

Correlation

The correlation between CRPU.L and PUIP.L is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.60

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

0.64

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

0.65

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2019

0.61

The correlation between CRPU.L and PUIP.L has been stable across timeframes, ranging from 0.60 to 0.65 - a consistent structural relationship.

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Return for Risk

CRPU.L vs. PUIP.L — Risk / Return Rank

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

CRPU.L
CRPU.L Risk / Return Rank: 3535
Overall Rank
CRPU.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
CRPU.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
CRPU.L Omega Ratio Rank: 3333
Omega Ratio Rank
CRPU.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
CRPU.L Martin Ratio Rank: 3838
Martin Ratio Rank

PUIP.L
PUIP.L Risk / Return Rank: 3030
Overall Rank
PUIP.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PUIP.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
PUIP.L Omega Ratio Rank: 2727
Omega Ratio Rank
PUIP.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
PUIP.L Martin Ratio Rank: 3434
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.

CRPU.L vs. PUIP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Corporate Bond USD Hedged UCITS ETF (CRPU.L) and Invesco USD IG Corporate Bond ESG Climate Transition UCITS ETF GBP Hedged (Dist) (PUIP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CRPU.LPUIP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+0.85

Omega ratioGain probability vs. loss probability

1.18

1.07

+0.11

Calmar ratioReturn relative to maximum drawdown

1.45

0.56

+0.90

Martin ratioReturn relative to average drawdown

4.68

1.25

+3.43

CRPU.L vs. PUIP.L - Sharpe Ratio Comparison

The current CRPU.L Sharpe Ratio is 1.01, which is higher than the PUIP.L Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of CRPU.L and PUIP.L, 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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Drawdowns

CRPU.L vs. PUIP.L - Drawdown Comparison

The maximum CRPU.L drawdown since its inception was -19.78%, smaller than the maximum PUIP.L drawdown of -38.73%. Use the drawdown chart below to compare losses from any high point for CRPU.L and PUIP.L.


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Drawdown Indicators


CRPU.LPUIP.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.78%

-38.73%

+18.95%

Max Drawdown (1Y)

Largest decline over 1 year

-2.85%

-6.15%

+3.30%

Max Drawdown (3Y)

Largest decline over 3 years

-4.29%

-13.17%

+8.88%

Max Drawdown (5Y)

Largest decline over 5 years

-19.78%

-38.73%

+18.95%

Current Drawdown

Current decline from peak

-0.95%

-7.94%

+6.99%

Average Drawdown

Average peak-to-trough decline

-4.46%

-13.41%

+8.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

2.74%

-1.85%

Volatility

CRPU.L vs. PUIP.L - Volatility Comparison

The current volatility for iShares Global Corporate Bond USD Hedged UCITS ETF (CRPU.L) is 1.21%, while Invesco USD IG Corporate Bond ESG Climate Transition UCITS ETF GBP Hedged (Dist) (PUIP.L) has a volatility of 1.86%. This indicates that CRPU.L experiences smaller price fluctuations and is considered to be less risky than PUIP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRPU.LPUIP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

1.86%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

3.26%

6.61%

-3.35%

Volatility (1Y)

Calculated over the trailing 1-year period

4.09%

8.90%

-4.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.98%

12.58%

-6.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.62%

13.49%

-7.87%

CRPU.L vs. PUIP.L - Expense Ratio Comparison

CRPU.L has a 0.25% expense ratio, which is higher than PUIP.L's 0.12% 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

CRPU.L vs. PUIP.L - Dividend Comparison

CRPU.L has not paid dividends to shareholders, while PUIP.L's dividend yield for the trailing twelve months is around 4.99%.


PositionTTM202520242023202220212020
CRPU.L
iShares Global Corporate Bond USD Hedged UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PUIP.L
Invesco USD IG Corporate Bond ESG Climate Transition UCITS ETF GBP Hedged (Dist)
4.99%4.72%4.73%4.00%2.99%2.31%2.85%

Frequently Asked Questions


CRPU.L and PUIP.L have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PUIP.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PUIP.L is cheaper with a 0.12% expense ratio, compared with 0.25% for CRPU.L.

CRPU.L is categorized as Global Corporate Bonds, while PUIP.L is Sustainable Bonds. CRPU.L tracks Bloomberg Gbl Agg Corp 0901 TR Hdg USD, while PUIP.L tracks Bloomberg MSCI USD Liquid Corporate Climate Transition ESG Bond Index (CTB) (USD). They also come from different issuers: iShares and Invesco. Their fees differ too: 0.25% for CRPU.L and 0.12% for PUIP.L.

Portfolio Optimizer

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