IGLO.L vs. CRPS.L
IGLO.L (iShares Global Government Bond UCITS) and CRPS.L (iShares Global Corporate Bond UCITS ETF) are both exchange-traded funds - IGLO.L is a Global Bonds fund tracking the Bloomberg Global Aggregate TR USD, while CRPS.L is a Global Corporate Bonds fund tracking the Bloomberg Gbl Agg Corp TR USD. Both are passively managed. Over the past 10 years, IGLO.L returned -0.91%/yr vs 2.08%/yr for CRPS.L. A 0.56 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
IGLO.L vs. CRPS.L - Performance Comparison
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Different Trading Currencies
IGLO.L is traded in USD, while CRPS.L is traded in GBP. To make them comparable, the CRPS.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IGLO.L achieves a -2.12% return, which is significantly lower than CRPS.L's -0.60% return. Over the past 10 years, IGLO.L has underperformed CRPS.L with an annualized return of -0.91%, while CRPS.L has yielded a comparatively higher 2.08% annualized return.
IGLO.L
- 1D
- 0.03%
- 1M
- -1.15%
- YTD
- -2.12%
- 6M
- -1.05%
- 1Y
- -0.31%
- 3Y*
- 1.25%
- 5Y*
- -3.49%
- 10Y*
- -0.91%
CRPS.L
- 1D
- -0.08%
- 1M
- -0.59%
- YTD
- -0.60%
- 6M
- -0.20%
- 1Y
- 4.43%
- 3Y*
- 5.66%
- 5Y*
- -0.17%
- 10Y*
- 2.08%
IGLO.L vs. CRPS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGLO.L iShares Global Government Bond UCITS | -2.12% | 7.14% | -3.65% | 4.00% | -17.69% | -6.89% | 9.37% | 5.54% | -0.30% | 6.12% |
CRPS.L iShares Global Corporate Bond UCITS ETF | -0.60% | 10.18% | 0.99% | 8.30% | -15.97% | -3.55% | 10.06% | 12.71% | -4.10% | 8.47% |
Correlation
The correlation between IGLO.L and CRPS.L is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2012 | 0.56 |
The correlation between IGLO.L and CRPS.L shifts across timeframes, from 0.56 (all time) to 0.67 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IGLO.L vs. CRPS.L — Risk / Return Rank
IGLO.L
CRPS.L
IGLO.L vs. CRPS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Government Bond UCITS (IGLO.L) and iShares Global Corporate Bond UCITS ETF (CRPS.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.
| IGLO.L | CRPS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.13 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 1.12 | -1.20 |
| Martin ratioReturn relative to average drawdown | -0.18 | 3.53 | -3.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IGLO.L | CRPS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.05 | 0.77 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.47 | -0.02 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.14 | 0.28 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | -0.11 | +0.17 |
Drawdowns
IGLO.L vs. CRPS.L - Drawdown Comparison
The maximum IGLO.L drawdown since its inception was -28.01%, smaller than the maximum CRPS.L drawdown of -40.05%. Use the drawdown chart below to compare losses from any high point for IGLO.L and CRPS.L.
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Drawdown Indicators
| IGLO.L | CRPS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.01% | -40.05% | +12.04% |
Max Drawdown (1Y)Largest decline over 1 year | -4.28% | -3.93% | -0.35% |
Max Drawdown (3Y)Largest decline over 3 years | -7.93% | -6.30% | -1.63% |
Max Drawdown (5Y)Largest decline over 5 years | -25.88% | -24.87% | -1.01% |
Max Drawdown (10Y)Largest decline over 10 years | -28.01% | -25.57% | -2.44% |
Current DrawdownCurrent decline from peak | -19.48% | -17.87% | -1.61% |
Average DrawdownAverage peak-to-trough decline | -9.03% | -28.63% | +19.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 1.25% | +0.48% |
Volatility
IGLO.L vs. CRPS.L - Volatility Comparison
iShares Global Government Bond UCITS (IGLO.L) has a higher volatility of 2.07% compared to iShares Global Corporate Bond UCITS ETF (CRPS.L) at 1.58%. This indicates that IGLO.L's price experiences larger fluctuations and is considered to be riskier than CRPS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGLO.L | CRPS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.07% | 1.58% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 4.39% | 4.25% | +0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.89% | 5.75% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.47% | 7.55% | -0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.67% | 7.39% | -0.72% |
IGLO.L vs. CRPS.L - Expense Ratio Comparison
Both IGLO.L and CRPS.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
IGLO.L vs. CRPS.L - Dividend Comparison
IGLO.L's dividend yield for the trailing twelve months is around 3.10%, less than CRPS.L's 4.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRPS.L iShares Global Corporate Bond UCITS ETF | 4.25% | 4.12% | 3.87% | 3.34% | 2.55% | 2.07% | 2.42% | 2.75% | 2.56% | 2.61% | 2.45% | 2.58% |
IGLO.L iShares Global Government Bond UCITS | 3.10% | 2.86% | 2.51% | 1.47% | 0.78% | 0.63% | 0.99% | 1.21% | 1.07% | 0.93% | 1.09% | 0.60% |
Frequently Asked Questions
IGLO.L and CRPS.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IGLO.L and CRPS.L have the same expense ratio: 0.20% per year.
IGLO.L is categorized as Global Bonds, while CRPS.L is Global Corporate Bonds. IGLO.L tracks Bloomberg Global Aggregate TR USD, while CRPS.L tracks Bloomberg Gbl Agg Corp TR USD.
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