PortfoliosLab logoPortfoliosLab logo
CRPX.L vs. VGWL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRPX.L vs. VGWL.DE - 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 Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

CRPX.L is traded in GBp, while VGWL.DE is traded in EUR. To make them comparable, the VGWL.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CRPX.L achieves a -0.58% return, which is significantly lower than VGWL.DE's 11.72% 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%

VGWL.DE

1D
-0.13%
1M
3.75%
YTD
11.72%
6M
11.72%
1Y
29.56%
3Y*
18.02%
5Y*
12.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRPX.L vs. VGWL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%8.23%0.81%-0.51%-0.14%
VGWL.DE
Vanguard FTSE All-World UCITS ETF Distributing
11.72%14.86%18.98%15.81%-8.74%19.53%11.33%23.35%-4.70%2.51%

Correlation

The correlation between CRPX.L and VGWL.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.14

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

0.16

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.19

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CRPX.L vs. VGWL.DE — 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

VGWL.DE
VGWL.DE Risk / Return Rank: 7676
Overall Rank
VGWL.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VGWL.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
VGWL.DE Omega Ratio Rank: 7575
Omega Ratio Rank
VGWL.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
VGWL.DE Martin Ratio Rank: 8282
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. VGWL.DE - 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 Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE). 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.LVGWL.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.82

Sortino ratioReturn per unit of downside risk

-2.44

Omega ratioGain probability vs. loss probability

1.16

1.51

-0.36

Calmar ratioReturn relative to maximum drawdown

1.15

4.22

-3.07

Martin ratioReturn relative to average drawdown

3.01

16.89

-13.88

CRPX.L vs. VGWL.DE - Sharpe Ratio Comparison

The current CRPX.L Sharpe Ratio is 0.93, which is lower than the VGWL.DE Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of CRPX.L and VGWL.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


CRPX.LVGWL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

2.75

-1.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.92

-0.92

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

0.77

-0.46

Drawdowns

CRPX.L vs. VGWL.DE - Drawdown Comparison

The maximum CRPX.L drawdown since its inception was -21.40%, smaller than the maximum VGWL.DE drawdown of -25.95%. Use the drawdown chart below to compare losses from any high point for CRPX.L and VGWL.DE.


Loading charts...

Drawdown Indicators


CRPX.LVGWL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.40%

-25.95%

+4.55%

Max Drawdown (1Y)

Largest decline over 1 year

-3.94%

-7.02%

+3.08%

Max Drawdown (3Y)

Largest decline over 3 years

-3.94%

-18.86%

+14.92%

Max Drawdown (5Y)

Largest decline over 5 years

-16.71%

-18.86%

+2.15%

Max Drawdown (10Y)

Largest decline over 10 years

-21.40%

Current Drawdown

Current decline from peak

-6.95%

-0.45%

-6.50%

Average Drawdown

Average peak-to-trough decline

-8.36%

-3.46%

-4.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

1.76%

-0.25%

Volatility

CRPX.L vs. VGWL.DE - Volatility Comparison

The current volatility for Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc (CRPX.L) is 1.48%, while Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE) has a volatility of 3.14%. This indicates that CRPX.L experiences smaller price fluctuations and is considered to be less risky than VGWL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CRPX.LVGWL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

3.14%

-1.66%

Volatility (6M)

Calculated over the trailing 6-month period

3.66%

7.94%

-4.28%

Volatility (1Y)

Calculated over the trailing 1-year period

4.85%

10.76%

-5.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.21%

13.33%

-7.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.94%

15.07%

-7.13%

CRPX.L vs. VGWL.DE - Expense Ratio Comparison

CRPX.L has a 0.14% expense ratio, which is lower than VGWL.DE's 0.22% expense ratio. Despite the difference, 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. VGWL.DE - Dividend Comparison

CRPX.L has not paid dividends to shareholders, while VGWL.DE's dividend yield for the trailing twelve months is around 1.24%.


PositionTTM202520242023202220212020201920182017
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%0.00%0.00%0.00%
VGWL.DE
Vanguard FTSE All-World UCITS ETF Distributing
1.24%1.42%1.48%1.73%2.09%1.43%1.56%1.87%2.26%0.37%

Frequently Asked Questions


CRPX.L and VGWL.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CRPX.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CRPX.L is cheaper with a 0.14% expense ratio, compared with 0.22% for VGWL.DE.

CRPX.L is categorized as European Corporate Bonds, while VGWL.DE is Global Equities. CRPX.L tracks Bloomberg Euro Corp TR EUR, while VGWL.DE tracks FTSE All-World. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.14% for CRPX.L and 0.22% for VGWL.DE.

Portfolio Optimizer

Find the right allocation for CRPX.L and VGWL.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer