R6C0.DE vs. CRPS.L
R6C0.DE (Shell PLC) is a stock, while CRPS.L (iShares Global Corporate Bond UCITS ETF) is Global Corporate Bonds fund tracking the Bloomberg Gbl Agg Corp TR USD. Over the past 10 years, R6C0.DE returned 11.39%/yr vs 1.48%/yr for CRPS.L. At a 0.01 correlation, their price movements are largely independent.
Performance
R6C0.DE vs. CRPS.L - Performance Comparison
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Different Trading Currencies
R6C0.DE 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, R6C0.DE achieves a 21.81% return, which is significantly higher than CRPS.L's -0.95% return. Over the past 10 years, R6C0.DE has outperformed CRPS.L with an annualized return of 11.39%, while CRPS.L has yielded a comparatively lower 1.48% annualized return.
R6C0.DE
- 1D
- -1.30%
- 1M
- 1.64%
- YTD
- 21.81%
- 6M
- 20.33%
- 1Y
- 31.86%
- 3Y*
- 16.61%
- 5Y*
- 23.14%
- 10Y*
- 11.39%
CRPS.L
- 1D
- 0.16%
- 1M
- 0.87%
- YTD
- -0.95%
- 6M
- -1.23%
- 1Y
- -0.73%
- 3Y*
- 1.58%
- 5Y*
- 0.15%
- 10Y*
- 1.48%
R6C0.DE vs. CRPS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
R6C0.DE Shell PLC | 21.81% | 10.16% | 3.65% | 17.93% | 42.22% | 37.11% | -40.80% | 11.31% | -2.39% | 14.72% |
CRPS.L iShares Global Corporate Bond UCITS ETF | -0.95% | -4.86% | 7.65% | 5.06% | -10.75% | 3.66% | 0.98% | 15.27% | 0.39% | -4.87% |
Correlation
The correlation between R6C0.DE and CRPS.L is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2012 | 0.01 |
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Return for Risk
R6C0.DE vs. CRPS.L — Risk / Return Rank
R6C0.DE
CRPS.L
R6C0.DE vs. CRPS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shell PLC (R6C0.DE) 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.
| R6C0.DE | CRPS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.70 | ||
| Sortino ratioReturn per unit of downside risk | +2.18 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 0.97 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | -0.28 | +2.79 |
| Martin ratioReturn relative to average drawdown | 6.92 | -0.57 | +7.49 |
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
| R6C0.DE | CRPS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | -0.21 | +1.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.02 | +0.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.20 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.34 | -0.33 |
Drawdowns
R6C0.DE vs. CRPS.L - Drawdown Comparison
The maximum R6C0.DE drawdown since its inception was -83.49%, 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 R6C0.DE and CRPS.L.
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Drawdown Indicators
| R6C0.DE | CRPS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.49% | -15.29% | -68.20% |
Max Drawdown (1Y)Largest decline over 1 year | -12.62% | -4.18% | -8.44% |
Max Drawdown (3Y)Largest decline over 3 years | -21.55% | -8.73% | -12.82% |
Max Drawdown (5Y)Largest decline over 5 years | -21.55% | -12.92% | -8.63% |
Max Drawdown (10Y)Largest decline over 10 years | -62.73% | -15.29% | -47.44% |
Current DrawdownCurrent decline from peak | -8.10% | -7.33% | -0.77% |
Average DrawdownAverage peak-to-trough decline | -52.09% | -4.79% | -47.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.60% | 2.02% | +2.58% |
Volatility
R6C0.DE vs. CRPS.L - Volatility Comparison
Shell PLC (R6C0.DE) has a higher volatility of 6.64% compared to iShares Global Corporate Bond UCITS ETF (CRPS.L) at 0.97%. This indicates that R6C0.DE'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
| R6C0.DE | CRPS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.64% | 0.97% | +5.67% |
Volatility (6M)Calculated over the trailing 6-month period | 18.11% | 3.99% | +14.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.38% | 5.47% | +15.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.66% | 6.87% | +17.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.56% | 7.32% | +21.24% |
Dividends
R6C0.DE vs. CRPS.L - Dividend Comparison
R6C0.DE's dividend yield for the trailing twelve months is around 3.92%, while CRPS.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
R6C0.DE Shell PLC | 3.92% | 4.62% | 4.69% | 4.06% | 3.78% | 4.25% | 6.57% | 7.11% | 7.16% | 6.84% | 7.97% | 11.13% |
Frequently Asked Questions
R6C0.DE and CRPS.L have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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