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CRPX.L vs. IGBE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRPX.L vs. IGBE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc (CRPX.L) and Invesco GBP Corporate Bond ESG UCITS ETF Dist (IGBE.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CRPX.L achieves a -0.58% return, which is significantly lower than IGBE.L's -0.20% return.


CRPX.L

1D
0.24%
1M
0.97%
YTD
-0.58%
6M
-0.54%
1Y
4.55%
3Y*
4.46%
5Y*
0.04%
10Y*
1.71%

IGBE.L

1D
0.05%
1M
1.80%
YTD
-0.20%
6M
0.18%
1Y
4.79%
3Y*
6.33%
5Y*
-0.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRPX.L vs. IGBE.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CRPX.L
Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc
-0.58%8.33%-0.65%4.98%-8.55%-7.58%8.68%
IGBE.L
Invesco GBP Corporate Bond ESG UCITS ETF Dist
-0.20%7.23%2.45%9.16%-18.23%-3.62%6.31%

Correlation

The correlation between CRPX.L and IGBE.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.44

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

0.46

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2020

0.42

The correlation between CRPX.L and IGBE.L shifts across timeframes, from 0.30 (1 year) to 0.46 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

CRPX.L vs. IGBE.L — Risk / Return Rank

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

CRPX.L
CRPX.L Risk / Return Rank: 2525
Overall Rank
CRPX.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CRPX.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
CRPX.L Omega Ratio Rank: 2424
Omega Ratio Rank
CRPX.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
CRPX.L Martin Ratio Rank: 2424
Martin Ratio Rank

IGBE.L
IGBE.L Risk / Return Rank: 2727
Overall Rank
IGBE.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IGBE.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
IGBE.L Omega Ratio Rank: 2626
Omega Ratio Rank
IGBE.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
IGBE.L Martin Ratio Rank: 2828
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.

CRPX.L vs. IGBE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc (CRPX.L) and Invesco GBP Corporate Bond ESG UCITS ETF Dist (IGBE.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.


CRPX.LIGBE.LDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.16

1.17

-0.01

Calmar ratioReturn relative to maximum drawdown

1.15

1.24

-0.09

Martin ratioReturn relative to average drawdown

3.01

3.81

-0.81

CRPX.L vs. IGBE.L - Sharpe Ratio Comparison

The current CRPX.L Sharpe Ratio is 0.93, which is comparable to the IGBE.L Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of CRPX.L and IGBE.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


CRPX.LIGBE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.95

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

-0.05

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.01

+0.30

Drawdowns

CRPX.L vs. IGBE.L - Drawdown Comparison

The maximum CRPX.L drawdown since its inception was -21.40%, smaller than the maximum IGBE.L drawdown of -30.19%. Use the drawdown chart below to compare losses from any high point for CRPX.L and IGBE.L.


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Drawdown Indicators


CRPX.LIGBE.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.40%

-30.19%

+8.79%

Max Drawdown (1Y)

Largest decline over 1 year

-3.94%

-3.86%

-0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-3.94%

-3.86%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-16.71%

-29.11%

+12.40%

Max Drawdown (10Y)

Largest decline over 10 years

-21.40%

Current Drawdown

Current decline from peak

-6.95%

-6.10%

-0.85%

Average Drawdown

Average peak-to-trough decline

-8.36%

-10.79%

+2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

1.25%

+0.26%

Volatility

CRPX.L vs. IGBE.L - Volatility Comparison

The current volatility for Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc (CRPX.L) is 1.48%, while Invesco GBP Corporate Bond ESG UCITS ETF Dist (IGBE.L) has a volatility of 1.97%. This indicates that CRPX.L experiences smaller price fluctuations and is considered to be less risky than IGBE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRPX.LIGBE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

1.97%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

3.66%

4.20%

-0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

4.85%

5.03%

-0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.21%

7.44%

-1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.94%

7.62%

+0.32%

CRPX.L vs. IGBE.L - Expense Ratio Comparison

CRPX.L has a 0.14% expense ratio, which is higher than IGBE.L's 0.10% 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

CRPX.L vs. IGBE.L - Dividend Comparison

CRPX.L has not paid dividends to shareholders, while IGBE.L's dividend yield for the trailing twelve months is around 4.93%.


PositionTTM202520242023202220212020
CRPX.L
Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IGBE.L
Invesco GBP Corporate Bond ESG UCITS ETF Dist
4.93%4.81%4.59%3.85%2.47%1.76%1.31%

Frequently Asked Questions


CRPX.L and IGBE.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGBE.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGBE.L is cheaper with a 0.10% expense ratio, compared with 0.14% for CRPX.L.

CRPX.L tracks Bloomberg Euro Corp TR EUR, while IGBE.L tracks Markit iBoxx GBP NonGilts TR. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.14% for CRPX.L and 0.10% for IGBE.L.

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