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PLAN.L vs. CRHG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PLAN.L vs. CRHG.L - Performance Comparison

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

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PLAN.L vs. CRHG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PLAN.L
Lyxor Corporate Green Bond (DR) UCITS ETF - Acc
-1.64%13.85%-0.01%10.42%-18.13%-4.42%
CRHG.L
iShares Global Corporate Bond UCITS ETF GBP Hedged (Dist)
0.20%0.32%8.85%9.95%-19.42%0.30%
Different Trading Currencies

PLAN.L is traded in EUR, while CRHG.L is traded in GBP. To make them comparable, the CRHG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, PLAN.L achieves a -1.64% return, which is significantly lower than CRHG.L's 0.20% return.


PLAN.L

1D
0.96%
1M
-1.72%
YTD
-1.64%
6M
-0.81%
1Y
8.42%
3Y*
6.36%
5Y*
10Y*

CRHG.L

1D
0.93%
1M
-0.83%
YTD
0.20%
6M
0.61%
1Y
0.34%
3Y*
5.25%
5Y*
-0.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PLAN.L vs. CRHG.L - Expense Ratio Comparison

PLAN.L has a 0.20% expense ratio, which is lower than CRHG.L's 0.25% 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%.


Return for Risk

PLAN.L vs. CRHG.L — Risk / Return Rank

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

PLAN.L
PLAN.L Risk / Return Rank: 6363
Overall Rank
PLAN.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
PLAN.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
PLAN.L Omega Ratio Rank: 6060
Omega Ratio Rank
PLAN.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
PLAN.L Martin Ratio Rank: 5555
Martin Ratio Rank

CRHG.L
CRHG.L Risk / Return Rank: 5151
Overall Rank
CRHG.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
CRHG.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
CRHG.L Omega Ratio Rank: 4343
Omega Ratio Rank
CRHG.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
CRHG.L Martin Ratio Rank: 5757
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.

PLAN.L vs. CRHG.L - Risk-Adjusted Trends Comparison

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


PLAN.LCRHG.LDifference

Sharpe ratio

Return per unit of total volatility

1.27

0.05

+1.22

Sortino ratio

Return per unit of downside risk

1.90

0.11

+1.79

Omega ratio

Gain probability vs. loss probability

1.23

1.01

+0.22

Calmar ratio

Return relative to maximum drawdown

1.71

0.03

+1.68

Martin ratio

Return relative to average drawdown

6.06

0.14

+5.93

PLAN.L vs. CRHG.L - Sharpe Ratio Comparison

The current PLAN.L Sharpe Ratio is 1.27, which is higher than the CRHG.L Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of PLAN.L and CRHG.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


PLAN.LCRHG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

0.05

+1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.20

-0.29

Correlation

The correlation between PLAN.L and CRHG.L is 0.38, 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

PLAN.L vs. CRHG.L - Dividend Comparison

PLAN.L has not paid dividends to shareholders, while CRHG.L's dividend yield for the trailing twelve months is around 4.13%.


TTM20252024202320222021202020192018
PLAN.L
Lyxor Corporate Green Bond (DR) UCITS ETF - Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CRHG.L
iShares Global Corporate Bond UCITS ETF GBP Hedged (Dist)
4.13%4.01%3.76%3.18%2.70%2.02%2.27%2.66%1.27%

Drawdowns

PLAN.L vs. CRHG.L - Drawdown Comparison

The maximum PLAN.L drawdown since its inception was -28.76%, which is greater than CRHG.L's maximum drawdown of -23.13%. Use the drawdown chart below to compare losses from any high point for PLAN.L and CRHG.L.


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Drawdown Indicators


PLAN.LCRHG.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.76%

-20.54%

-8.22%

Max Drawdown (1Y)

Largest decline over 1 year

-4.78%

-2.71%

-2.07%

Max Drawdown (5Y)

Largest decline over 5 years

-20.54%

Current Drawdown

Current decline from peak

-3.29%

-1.66%

-1.63%

Average Drawdown

Average peak-to-trough decline

-12.93%

-5.62%

-7.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.35%

0.73%

+0.62%

Volatility

PLAN.L vs. CRHG.L - Volatility Comparison

Lyxor Corporate Green Bond (DR) UCITS ETF - Acc (PLAN.L) has a higher volatility of 2.35% compared to iShares Global Corporate Bond UCITS ETF GBP Hedged (Dist) (CRHG.L) at 2.23%. This indicates that PLAN.L's price experiences larger fluctuations and is considered to be riskier than CRHG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLAN.LCRHG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.35%

2.23%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

4.25%

3.70%

+0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

6.59%

6.86%

-0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.16%

8.26%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.16%

9.14%

-0.98%