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CRPU.L vs. V3GS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRPU.L vs. V3GS.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 GBP Hedged Accumulating (V3GS.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 V3GS.L is traded in GBP. To make them comparable, the V3GS.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 0.72% return, which is significantly higher than V3GS.L's 0.38% return.


CRPU.L

1D
0.24%
1M
0.35%
YTD
0.72%
6M
1.10%
1Y
5.19%
3Y*
5.72%
5Y*
0.98%
10Y*

V3GS.L

1D
0.29%
1M
-0.02%
YTD
0.38%
6M
1.53%
1Y
3.39%
3Y*
8.05%
5Y*
-0.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRPU.L vs. V3GS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CRPU.L
iShares Global Corporate Bond USD Hedged UCITS ETF
0.72%6.46%4.01%8.64%-14.11%1.48%
V3GS.L
Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Accumulating
0.38%14.52%1.43%13.35%-23.72%-3.31%

Correlation

The correlation between CRPU.L and V3GS.L is 0.57, 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

0.57

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

0.60

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

0.59

Correlation (All Time)
Calculated using the full available price history since May 26, 2021

0.59

The correlation between CRPU.L and V3GS.L has been stable across timeframes, ranging from 0.57 to 0.60 - a consistent structural relationship.

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Return for Risk

CRPU.L vs. V3GS.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: 3838
Overall Rank
CRPU.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
CRPU.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
CRPU.L Omega Ratio Rank: 3636
Omega Ratio Rank
CRPU.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
CRPU.L Martin Ratio Rank: 4040
Martin Ratio Rank

V3GS.L
V3GS.L Risk / Return Rank: 3333
Overall Rank
V3GS.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
V3GS.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
V3GS.L Omega Ratio Rank: 3131
Omega Ratio Rank
V3GS.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
V3GS.L Martin Ratio Rank: 3737
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. V3GS.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 GBP Hedged Accumulating (V3GS.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.LV3GS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+1.33

Omega ratioGain probability vs. loss probability

1.24

1.07

+0.17

Calmar ratioReturn relative to maximum drawdown

1.85

0.56

+1.29

Martin ratioReturn relative to average drawdown

6.23

1.39

+4.84

CRPU.L vs. V3GS.L - Sharpe Ratio Comparison

The current CRPU.L Sharpe Ratio is 1.33, which is higher than the V3GS.L Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of CRPU.L and V3GS.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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Sharpe Ratios by Period


CRPU.LV3GS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

0.39

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

-0.05

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

-0.04

+0.50

Drawdowns

CRPU.L vs. V3GS.L - Drawdown Comparison

The maximum CRPU.L drawdown since its inception was -19.78%, smaller than the maximum V3GS.L drawdown of -37.53%. Use the drawdown chart below to compare losses from any high point for CRPU.L and V3GS.L.


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Drawdown Indicators


CRPU.LV3GS.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.78%

-37.53%

+17.75%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-6.01%

+3.25%

Max Drawdown (3Y)

Largest decline over 3 years

-4.30%

-11.54%

+7.24%

Max Drawdown (5Y)

Largest decline over 5 years

-19.78%

-37.53%

+17.75%

Current Drawdown

Current decline from peak

-0.68%

-3.58%

+2.90%

Average Drawdown

Average peak-to-trough decline

-4.52%

-14.49%

+9.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

2.43%

-1.61%

Volatility

CRPU.L vs. V3GS.L - Volatility Comparison

The current volatility for iShares Global Corporate Bond USD Hedged UCITS ETF (CRPU.L) is 1.59%, while Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Accumulating (V3GS.L) has a volatility of 2.86%. This indicates that CRPU.L experiences smaller price fluctuations and is considered to be less risky than V3GS.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.LV3GS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

2.86%

-1.27%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

6.42%

-3.36%

Volatility (1Y)

Calculated over the trailing 1-year period

3.86%

8.65%

-4.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.90%

11.49%

-5.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.61%

11.47%

-5.86%

CRPU.L vs. V3GS.L - Expense Ratio Comparison

CRPU.L has a 0.25% expense ratio, which is higher than V3GS.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%.


Dividends

CRPU.L vs. V3GS.L - Dividend Comparison

Neither CRPU.L nor V3GS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CRPU.L and V3GS.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, V3GS.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

V3GS.L is cheaper with a 0.15% expense ratio, compared with 0.25% for CRPU.L.

CRPU.L tracks Bloomberg Gbl Agg Corp 0901 TR Hdg USD, while V3GS.L tracks Bloomberg Gbl Agg Corp TR Hdg GBP. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for CRPU.L and 0.15% for V3GS.L.

Portfolio Optimizer

Find the right allocation for CRPU.L and V3GS.L

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