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CRPU.L vs. V3GD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRPU.L vs. V3GD.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 Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing (V3GD.L). The values are adjusted to include any dividend payments, if applicable.

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CRPU.L vs. V3GD.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CRPU.L
iShares Global Corporate Bond USD Hedged UCITS ETF
-0.14%6.46%4.01%8.64%-14.11%1.48%
V3GD.L
Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing
-0.35%6.28%3.93%8.62%-13.27%1.15%

Returns By Period

In the year-to-date period, CRPU.L achieves a -0.14% return, which is significantly higher than V3GD.L's -0.35% return.


CRPU.L

1D
0.15%
1M
-0.81%
YTD
-0.14%
6M
0.53%
1Y
4.93%
3Y*
5.10%
5Y*
1.02%
10Y*

V3GD.L

1D
0.17%
1M
-0.97%
YTD
-0.35%
6M
0.29%
1Y
4.54%
3Y*
5.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CRPU.L vs. V3GD.L - Expense Ratio Comparison

CRPU.L has a 0.25% expense ratio, which is higher than V3GD.L'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%.


Return for Risk

CRPU.L vs. V3GD.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: 5353
Overall Rank
CRPU.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
CRPU.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
CRPU.L Omega Ratio Rank: 5454
Omega Ratio Rank
CRPU.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
CRPU.L Martin Ratio Rank: 4848
Martin Ratio Rank

V3GD.L
V3GD.L Risk / Return Rank: 5252
Overall Rank
V3GD.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
V3GD.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
V3GD.L Omega Ratio Rank: 5151
Omega Ratio Rank
V3GD.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
V3GD.L Martin Ratio Rank: 5252
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. V3GD.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 Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing (V3GD.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.


CRPU.LV3GD.LDifference

Sharpe ratio

Return per unit of total volatility

1.10

1.04

+0.07

Sortino ratio

Return per unit of downside risk

1.51

1.47

+0.04

Omega ratio

Gain probability vs. loss probability

1.22

1.20

+0.01

Calmar ratio

Return relative to maximum drawdown

1.50

1.59

-0.09

Martin ratio

Return relative to average drawdown

5.75

6.02

-0.27

CRPU.L vs. V3GD.L - Sharpe Ratio Comparison

The current CRPU.L Sharpe Ratio is 1.10, which is comparable to the V3GD.L Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of CRPU.L and V3GD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CRPU.LV3GD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.04

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.18

+0.26

Correlation

The correlation between CRPU.L and V3GD.L is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CRPU.L vs. V3GD.L - Dividend Comparison

CRPU.L has not paid dividends to shareholders, while V3GD.L's dividend yield for the trailing twelve months is around 4.39%.


TTM20252024202320222021
CRPU.L
iShares Global Corporate Bond USD Hedged UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%
V3GD.L
Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing
4.39%4.45%4.35%4.05%2.44%0.70%

Drawdowns

CRPU.L vs. V3GD.L - Drawdown Comparison

The maximum CRPU.L drawdown since its inception was -19.78%, roughly equal to the maximum V3GD.L drawdown of -19.16%. Use the drawdown chart below to compare losses from any high point for CRPU.L and V3GD.L.


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Drawdown Indicators


CRPU.LV3GD.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.78%

-19.16%

-0.62%

Max Drawdown (1Y)

Largest decline over 1 year

-3.06%

-2.68%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-19.78%

Current Drawdown

Current decline from peak

-1.52%

-1.54%

+0.02%

Average Drawdown

Average peak-to-trough decline

-4.58%

-6.58%

+2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

0.67%

+0.11%

Volatility

CRPU.L vs. V3GD.L - Volatility Comparison

iShares Global Corporate Bond USD Hedged UCITS ETF (CRPU.L) has a higher volatility of 1.71% compared to Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing (V3GD.L) at 1.56%. This indicates that CRPU.L's price experiences larger fluctuations and is considered to be riskier than V3GD.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.LV3GD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.71%

1.56%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.48%

2.40%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

4.45%

4.37%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.87%

5.50%

+0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.61%

5.50%

+0.11%