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

Performance

PLAN.L vs. CRPS.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 (CRPS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PLAN.L is traded in EUR, while CRPS.L is traded in GBP. To make them comparable, the CRPS.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 -0.73% return, which is significantly higher than CRPS.L's -0.97% return.


PLAN.L

1D
0.40%
1M
0.04%
YTD
-0.73%
6M
0.06%
1Y
3.90%
3Y*
6.88%
5Y*
10Y*

CRPS.L

1D
0.14%
1M
1.18%
YTD
-0.97%
6M
-1.13%
1Y
-1.17%
3Y*
1.57%
5Y*
0.15%
10Y*
1.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
PLAN.L
Lyxor Corporate Green Bond (DR) UCITS ETF - Acc
-0.73%13.85%-0.01%10.42%-18.13%-4.42%
CRPS.L
iShares Global Corporate Bond UCITS ETF
-0.97%-4.86%7.65%5.06%-10.75%1.93%

Correlation

The correlation between PLAN.L and CRPS.L is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.24

Correlation (3Y)
Calculated over the trailing 3-year period

-0.17

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2021

-0.07

The correlation between PLAN.L and CRPS.L shifts across timeframes, from -0.24 (1 year) to -0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PLAN.L vs. CRPS.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: 1919
Overall Rank
PLAN.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
PLAN.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
PLAN.L Omega Ratio Rank: 1818
Omega Ratio Rank
PLAN.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
PLAN.L Martin Ratio Rank: 2121
Martin Ratio Rank

CRPS.L
CRPS.L Risk / Return Rank: 1212
Overall Rank
CRPS.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
CRPS.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
CRPS.L Omega Ratio Rank: 1212
Omega Ratio Rank
CRPS.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
CRPS.L Martin Ratio Rank: 1212
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. CRPS.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 (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.


PLAN.LCRPS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+1.19

Omega ratioGain probability vs. loss probability

1.11

0.97

+0.15

Calmar ratioReturn relative to maximum drawdown

0.81

-0.28

+1.09

Martin ratioReturn relative to average drawdown

2.44

-0.58

+3.02

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

The current PLAN.L Sharpe Ratio is 0.62, which is higher than the CRPS.L Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of PLAN.L and CRPS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PLAN.LCRPS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

-0.21

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

0.34

-0.41

Drawdowns

PLAN.L vs. CRPS.L - Drawdown Comparison

The maximum PLAN.L drawdown since its inception was -28.76%, which is greater than CRPS.L's maximum drawdown of -15.29%. Use the drawdown chart below to compare losses from any high point for PLAN.L and CRPS.L.


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Drawdown Indicators


PLAN.LCRPS.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.76%

-15.29%

-13.47%

Max Drawdown (1Y)

Largest decline over 1 year

-4.78%

-4.18%

-0.60%

Max Drawdown (3Y)

Largest decline over 3 years

-6.93%

-8.73%

+1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-12.92%

Max Drawdown (10Y)

Largest decline over 10 years

-15.29%

Current Drawdown

Current decline from peak

-2.39%

-7.34%

+4.95%

Average Drawdown

Average peak-to-trough decline

-12.55%

-4.79%

-7.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

2.02%

-0.42%

Volatility

PLAN.L vs. CRPS.L - Volatility Comparison

Lyxor Corporate Green Bond (DR) UCITS ETF - Acc (PLAN.L) has a higher volatility of 1.84% compared to iShares Global Corporate Bond UCITS ETF (CRPS.L) at 0.97%. This indicates that PLAN.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


PLAN.LCRPS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.84%

0.97%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

4.85%

3.99%

+0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

6.29%

5.47%

+0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.13%

6.87%

+1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.13%

7.32%

+0.81%

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

Both PLAN.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

PLAN.L vs. CRPS.L - Dividend Comparison

Neither PLAN.L nor CRPS.L has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CRPS.L
iShares Global Corporate Bond UCITS ETF
0.00%2.08%3.87%3.34%2.55%2.07%2.42%2.75%2.56%2.61%2.45%2.58%
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%0.00%0.00%0.00%

Frequently Asked Questions


PLAN.L and CRPS.L have a correlation of -0.24, 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.

PLAN.L and CRPS.L have the same expense ratio: 0.20% per year.

Both ETFs track Bloomberg Gbl Agg Corp TR USD. They also come from different issuers: Amundi and iShares.

Portfolio Optimizer

Find the right allocation for PLAN.L and CRPS.L

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