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ECRP.L vs. GBP5.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ECRP.L vs. GBP5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.L) and L&G ESG GBP Corporate Bond 0-5 Year UCITS ETF (GBP5.L). The values are adjusted to include any dividend payments, if applicable.

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ECRP.L vs. GBP5.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ECRP.L
Amundi Index Euro Corporate SRI UCITS ETF DR (C)
-0.74%8.36%-0.55%5.00%-8.32%-4.46%
GBP5.L
L&G ESG GBP Corporate Bond 0-5 Year UCITS ETF
-0.48%6.37%4.55%6.90%-6.01%-0.54%

Returns By Period

In the year-to-date period, ECRP.L achieves a -0.74% return, which is significantly lower than GBP5.L's -0.48% return.


ECRP.L

1D
0.32%
1M
-1.60%
YTD
-0.74%
6M
-0.15%
1Y
6.59%
3Y*
3.89%
5Y*
0.19%
10Y*

GBP5.L

1D
0.28%
1M
-1.13%
YTD
-0.48%
6M
1.12%
1Y
5.14%
3Y*
5.30%
5Y*
2.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ECRP.L vs. GBP5.L - Expense Ratio Comparison

ECRP.L has a 0.14% expense ratio, which is higher than GBP5.L's 0.09% 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

ECRP.L vs. GBP5.L — Risk / Return Rank

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

ECRP.L
ECRP.L Risk / Return Rank: 6262
Overall Rank
ECRP.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ECRP.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
ECRP.L Omega Ratio Rank: 6060
Omega Ratio Rank
ECRP.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
ECRP.L Martin Ratio Rank: 4747
Martin Ratio Rank

GBP5.L
GBP5.L Risk / Return Rank: 8383
Overall Rank
GBP5.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
GBP5.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
GBP5.L Omega Ratio Rank: 8282
Omega Ratio Rank
GBP5.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
GBP5.L Martin Ratio Rank: 8585
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.

ECRP.L vs. GBP5.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.L) and L&G ESG GBP Corporate Bond 0-5 Year UCITS ETF (GBP5.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.


ECRP.LGBP5.LDifference

Sharpe ratio

Return per unit of total volatility

1.30

1.63

-0.34

Sortino ratio

Return per unit of downside risk

1.93

2.37

-0.44

Omega ratio

Gain probability vs. loss probability

1.23

1.33

-0.10

Calmar ratio

Return relative to maximum drawdown

1.71

2.56

-0.85

Martin ratio

Return relative to average drawdown

5.06

10.83

-5.77

ECRP.L vs. GBP5.L - Sharpe Ratio Comparison

The current ECRP.L Sharpe Ratio is 1.30, which is comparable to the GBP5.L Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of ECRP.L and GBP5.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


ECRP.LGBP5.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.63

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.62

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.60

-0.49

Correlation

The correlation between ECRP.L and GBP5.L is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ECRP.L vs. GBP5.L - Dividend Comparison

ECRP.L has not paid dividends to shareholders, while GBP5.L's dividend yield for the trailing twelve months is around 4.65%.


TTM20252024202320222021
ECRP.L
Amundi Index Euro Corporate SRI UCITS ETF DR (C)
0.00%0.00%0.00%0.00%0.00%0.00%
GBP5.L
L&G ESG GBP Corporate Bond 0-5 Year UCITS ETF
4.65%4.40%3.78%2.56%1.05%0.32%

Drawdowns

ECRP.L vs. GBP5.L - Drawdown Comparison

The maximum ECRP.L drawdown since its inception was -21.22%, which is greater than GBP5.L's maximum drawdown of -11.97%. Use the drawdown chart below to compare losses from any high point for ECRP.L and GBP5.L.


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Drawdown Indicators


ECRP.LGBP5.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.22%

-11.97%

-9.25%

Max Drawdown (1Y)

Largest decline over 1 year

-3.87%

-1.82%

-2.05%

Max Drawdown (5Y)

Largest decline over 5 years

-16.71%

-11.97%

-4.74%

Current Drawdown

Current decline from peak

-6.67%

-1.24%

-5.43%

Average Drawdown

Average peak-to-trough decline

-11.24%

-2.27%

-8.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.31%

0.43%

+0.88%

Volatility

ECRP.L vs. GBP5.L - Volatility Comparison

Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.L) has a higher volatility of 1.94% compared to L&G ESG GBP Corporate Bond 0-5 Year UCITS ETF (GBP5.L) at 1.48%. This indicates that ECRP.L's price experiences larger fluctuations and is considered to be riskier than GBP5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ECRP.LGBP5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.94%

1.48%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

3.48%

2.35%

+1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

5.06%

3.17%

+1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.42%

3.42%

+3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.94%

3.40%

+3.54%