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CRPU.L vs. XCO2.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRPU.L vs. XCO2.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 Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.L). The values are adjusted to include any dividend payments, if applicable.

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CRPU.L vs. XCO2.L - Yearly Performance Comparison


Different Trading Currencies

CRPU.L is traded in USD, while XCO2.L is traded in GBP. To make them comparable, the XCO2.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 -0.28% return, which is significantly higher than XCO2.L's -2.11% return.


CRPU.L

1D
0.45%
1M
-1.13%
YTD
-0.28%
6M
0.63%
1Y
4.60%
3Y*
5.31%
5Y*
0.99%
10Y*

XCO2.L

1D
0.78%
1M
-3.20%
YTD
-2.11%
6M
-1.64%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CRPU.L vs. XCO2.L - Expense Ratio Comparison

CRPU.L has a 0.25% expense ratio, which is higher than XCO2.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. XCO2.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: 5454
Sharpe Ratio Rank
CRPU.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
CRPU.L Omega Ratio Rank: 5050
Omega Ratio Rank
CRPU.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
CRPU.L Martin Ratio Rank: 5656
Martin Ratio Rank

XCO2.L
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. XCO2.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 Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.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.LXCO2.LDifference

Sharpe ratio

Return per unit of total volatility

1.03

Sortino ratio

Return per unit of downside risk

1.41

Omega ratio

Gain probability vs. loss probability

1.20

Calmar ratio

Return relative to maximum drawdown

1.56

Martin ratio

Return relative to average drawdown

6.08

CRPU.L vs. XCO2.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CRPU.LXCO2.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

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

0.31

+0.13

Correlation

The correlation between CRPU.L and XCO2.L is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CRPU.L vs. XCO2.L - Dividend Comparison

Neither CRPU.L nor XCO2.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CRPU.L vs. XCO2.L - Drawdown Comparison

The maximum CRPU.L drawdown since its inception was -19.78%, which is greater than XCO2.L's maximum drawdown of -5.63%. Use the drawdown chart below to compare losses from any high point for CRPU.L and XCO2.L.


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Drawdown Indicators


CRPU.LXCO2.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.78%

-3.63%

-16.15%

Max Drawdown (1Y)

Largest decline over 1 year

-3.06%

Max Drawdown (5Y)

Largest decline over 5 years

-19.78%

Current Drawdown

Current decline from peak

-1.66%

-2.54%

+0.88%

Average Drawdown

Average peak-to-trough decline

-4.58%

-0.89%

-3.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

Volatility

CRPU.L vs. XCO2.L - Volatility Comparison


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Volatility by Period


CRPU.LXCO2.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.72%

Volatility (6M)

Calculated over the trailing 6-month period

2.48%

Volatility (1Y)

Calculated over the trailing 1-year period

4.46%

7.16%

-2.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.87%

7.16%

-1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.62%

7.16%

-1.54%