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KLMG.L vs. V3GU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KLMG.L vs. V3GU.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 Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Accumulating (V3GU.L). The values are adjusted to include any dividend payments, if applicable.

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KLMG.L vs. V3GU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
KLMG.L
Lyxor Green Bond UCITS ETF GBP Hedged Dist
-0.09%1.12%3.03%8.52%-18.95%-2.36%
V3GU.L
Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Accumulating
1.11%-1.29%5.79%3.19%-4.83%3.54%
Different Trading Currencies

KLMG.L is traded in GBP, while V3GU.L is traded in USD. To make them comparable, the V3GU.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 V3GU.L's 1.11% return.


KLMG.L

1D
0.47%
1M
-1.89%
YTD
-0.09%
6M
-1.56%
1Y
1.05%
3Y*
3.43%
5Y*
-1.84%
10Y*

V3GU.L

1D
0.18%
1M
-0.26%
YTD
1.11%
6M
1.98%
1Y
1.68%
3Y*
2.75%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KLMG.L vs. V3GU.L - Expense Ratio Comparison

KLMG.L has a 0.30% expense ratio, which is higher than V3GU.L's 0.15% expense ratio.


Return for Risk

KLMG.L vs. V3GU.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: 1717
Calmar Ratio Rank
KLMG.L Martin Ratio Rank: 1717
Martin Ratio Rank

V3GU.L
V3GU.L Risk / Return Rank: 5151
Overall Rank
V3GU.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
V3GU.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
V3GU.L Omega Ratio Rank: 4747
Omega Ratio Rank
V3GU.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
V3GU.L Martin Ratio Rank: 5959
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. V3GU.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 Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Accumulating (V3GU.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.LV3GU.LDifference

Sharpe ratio

Return per unit of total volatility

0.25

0.22

+0.03

Sortino ratio

Return per unit of downside risk

0.35

0.35

0.00

Omega ratio

Gain probability vs. loss probability

1.05

1.05

+0.01

Calmar ratio

Return relative to maximum drawdown

0.33

0.43

-0.10

Martin ratio

Return relative to average drawdown

0.88

0.81

+0.06

KLMG.L vs. V3GU.L - Sharpe Ratio Comparison

The current KLMG.L Sharpe Ratio is 0.25, which is comparable to the V3GU.L Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of KLMG.L and V3GU.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.LV3GU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

0.22

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.35

0.19

-0.54

Correlation

The correlation between KLMG.L and V3GU.L is 0.27, 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. V3GU.L - Dividend Comparison

Neither KLMG.L nor V3GU.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%
V3GU.L
Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

KLMG.L vs. V3GU.L - Drawdown Comparison

The maximum KLMG.L drawdown since its inception was -24.10%, which is greater than V3GU.L's maximum drawdown of -13.72%. Use the drawdown chart below to compare losses from any high point for KLMG.L and V3GU.L.


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Drawdown Indicators


KLMG.LV3GU.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.10%

-18.89%

-5.21%

Max Drawdown (1Y)

Largest decline over 1 year

-3.94%

-2.85%

-1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-23.06%

Current Drawdown

Current decline from peak

-12.04%

-1.71%

-10.33%

Average Drawdown

Average peak-to-trough decline

-12.14%

-7.03%

-5.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.48%

0.70%

+0.78%

Volatility

KLMG.L vs. V3GU.L - Volatility Comparison

The current volatility for Lyxor Green Bond UCITS ETF GBP Hedged Dist (KLMG.L) is 1.54%, while Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Accumulating (V3GU.L) has a volatility of 2.80%. This indicates that KLMG.L experiences smaller price fluctuations and is considered to be less risky than V3GU.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.LV3GU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

2.80%

-1.26%

Volatility (6M)

Calculated over the trailing 6-month period

3.10%

5.07%

-1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

4.17%

7.46%

-3.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.81%

9.19%

-3.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.58%

9.19%

-3.61%