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

Performance

KLMG.L vs. CRPU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor Green Bond UCITS ETF GBP Hedged Dist (KLMG.L) and iShares Global Corporate Bond USD Hedged UCITS ETF (CRPU.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
KLMG.L
Lyxor Green Bond UCITS ETF GBP Hedged Dist
-0.09%1.12%3.03%8.52%-18.95%-3.47%1.21%
CRPU.L
iShares Global Corporate Bond USD Hedged UCITS ETF
1.73%-1.12%5.83%3.21%-3.89%-0.21%-1.64%
Different Trading Currencies

KLMG.L is traded in GBP, while CRPU.L is traded in USD. To make them comparable, the CRPU.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, KLMG.L achieves a -0.09% return, which is significantly lower than CRPU.L's 1.73% return.


KLMG.L

1D
0.47%
1M
-1.22%
YTD
-0.09%
6M
-1.61%
1Y
1.30%
3Y*
3.43%
5Y*
-1.84%
10Y*

CRPU.L

1D
0.76%
1M
0.16%
YTD
1.73%
6M
2.15%
1Y
3.13%
3Y*
2.91%
5Y*
1.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

KLMG.L has a 0.30% expense ratio, which is higher than CRPU.L's 0.25% expense ratio.


Return for Risk

KLMG.L vs. CRPU.L — Risk / Return Rank

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

KLMG.L
KLMG.L Risk / Return Rank: 1616
Overall Rank
KLMG.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
KLMG.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
KLMG.L Omega Ratio Rank: 1515
Omega Ratio Rank
KLMG.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
KLMG.L Martin Ratio Rank: 1616
Martin Ratio Rank

CRPU.L
CRPU.L Risk / Return Rank: 5353
Overall Rank
CRPU.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
CRPU.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
CRPU.L Omega Ratio Rank: 5454
Omega Ratio Rank
CRPU.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
CRPU.L Martin Ratio Rank: 4848
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.

KLMG.L vs. CRPU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Green Bond UCITS ETF GBP Hedged Dist (KLMG.L) and iShares Global Corporate Bond USD Hedged UCITS ETF (CRPU.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.


KLMG.LCRPU.LDifference

Sharpe ratio

Return per unit of total volatility

0.25

0.42

-0.17

Sortino ratio

Return per unit of downside risk

0.35

0.63

-0.27

Omega ratio

Gain probability vs. loss probability

1.05

1.08

-0.03

Calmar ratio

Return relative to maximum drawdown

0.33

0.63

-0.30

Martin ratio

Return relative to average drawdown

0.88

1.23

-0.35

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

The current KLMG.L Sharpe Ratio is 0.25, which is lower than the CRPU.L Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of KLMG.L and CRPU.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


KLMG.LCRPU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

0.42

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

0.22

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.35

0.25

-0.60

Correlation

The correlation between KLMG.L and CRPU.L is 0.34, 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

KLMG.L vs. CRPU.L - Dividend Comparison

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


TTM20252024202320222021
KLMG.L
Lyxor Green Bond UCITS ETF GBP Hedged Dist
0.00%0.00%2.02%1.44%1.28%1.03%
CRPU.L
iShares Global Corporate Bond USD Hedged UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

KLMG.L vs. CRPU.L - Drawdown Comparison

The maximum KLMG.L drawdown since its inception was -24.10%, which is greater than CRPU.L's maximum drawdown of -14.19%. Use the drawdown chart below to compare losses from any high point for KLMG.L and CRPU.L.


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Drawdown Indicators


KLMG.LCRPU.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.10%

-19.78%

-4.32%

Max Drawdown (1Y)

Largest decline over 1 year

-3.94%

-3.06%

-0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-23.06%

-19.78%

-3.28%

Current Drawdown

Current decline from peak

-12.04%

-1.52%

-10.52%

Average Drawdown

Average peak-to-trough decline

-12.14%

-4.58%

-7.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.48%

0.78%

+0.70%

Volatility

KLMG.L vs. CRPU.L - Volatility Comparison

The current volatility for Lyxor Green Bond UCITS ETF GBP Hedged Dist (KLMG.L) is 1.54%, while iShares Global Corporate Bond USD Hedged UCITS ETF (CRPU.L) has a volatility of 2.85%. This indicates that KLMG.L experiences smaller price fluctuations and is considered to be less risky than CRPU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KLMG.LCRPU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

2.85%

-1.31%

Volatility (6M)

Calculated over the trailing 6-month period

3.10%

5.16%

-2.06%

Volatility (1Y)

Calculated over the trailing 1-year period

4.17%

7.47%

-3.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.81%

8.88%

-3.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.58%

9.05%

-3.47%