URTH vs. CRPS.L
URTH (iShares MSCI World ETF) and CRPS.L (iShares Global Corporate Bond UCITS ETF) are both exchange-traded funds - URTH is a Global Equities fund tracking the MSCI World Index (Net), while CRPS.L is a Global Corporate Bonds fund tracking the Bloomberg Gbl Agg Corp TR USD. Both are passively managed. Over the past 10 years, URTH returned 12.94%/yr vs 2.08%/yr for CRPS.L. At a 0.21 correlation, their price movements are largely independent. URTH charges 0.24%/yr vs 0.20%/yr for CRPS.L.
Performance
URTH vs. CRPS.L - Performance Comparison
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Different Trading Currencies
URTH is traded in USD, while CRPS.L is traded in GBP. To make them comparable, the CRPS.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, URTH achieves a 6.28% return, which is significantly higher than CRPS.L's -0.60% return. Over the past 10 years, URTH has outperformed CRPS.L with an annualized return of 12.94%, while CRPS.L has yielded a comparatively lower 2.08% annualized return.
URTH
- 1D
- -1.47%
- 1M
- -1.71%
- YTD
- 6.28%
- 6M
- 6.36%
- 1Y
- 20.43%
- 3Y*
- 19.23%
- 5Y*
- 10.91%
- 10Y*
- 12.94%
CRPS.L
- 1D
- -0.08%
- 1M
- -0.59%
- YTD
- -0.60%
- 6M
- -0.20%
- 1Y
- 4.43%
- 3Y*
- 5.66%
- 5Y*
- -0.17%
- 10Y*
- 2.08%
URTH vs. CRPS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
URTH iShares MSCI World ETF | 6.28% | 21.36% | 18.66% | 23.95% | -17.97% | 22.27% | 15.78% | 28.15% | -8.56% | 22.95% |
CRPS.L iShares Global Corporate Bond UCITS ETF | -0.60% | 10.18% | 0.99% | 8.30% | -15.97% | -3.55% | 10.06% | 12.71% | -4.10% | 8.47% |
Correlation
The correlation between URTH and CRPS.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2012 | 0.21 |
Over the past year, URTH and CRPS.L have become more correlated (0.42) than their long-term average of 0.21, meaning their price movements have been converging.
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Return for Risk
URTH vs. CRPS.L — Risk / Return Rank
URTH
CRPS.L
URTH vs. CRPS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ETF (URTH) 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.
| URTH | CRPS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.89 | ||
| Sortino ratioReturn per unit of downside risk | +1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.13 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.26 | 1.12 | +1.14 |
| Martin ratioReturn relative to average drawdown | 10.08 | 3.53 | +6.55 |
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
| URTH | CRPS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 0.77 | +0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | -0.02 | +0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.28 | +0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | -0.11 | +0.82 |
Drawdowns
URTH vs. CRPS.L - Drawdown Comparison
The maximum URTH drawdown since its inception was -34.01%, smaller than the maximum CRPS.L drawdown of -40.05%. Use the drawdown chart below to compare losses from any high point for URTH and CRPS.L.
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Drawdown Indicators
| URTH | CRPS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.01% | -40.05% | +6.04% |
Max Drawdown (1Y)Largest decline over 1 year | -9.06% | -3.93% | -5.13% |
Max Drawdown (3Y)Largest decline over 3 years | -16.94% | -6.30% | -10.64% |
Max Drawdown (5Y)Largest decline over 5 years | -26.05% | -24.87% | -1.18% |
Max Drawdown (10Y)Largest decline over 10 years | -34.01% | -25.57% | -8.44% |
Current DrawdownCurrent decline from peak | -4.24% | -17.87% | +13.63% |
Average DrawdownAverage peak-to-trough decline | -4.37% | -28.63% | +24.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 1.25% | +0.78% |
Volatility
URTH vs. CRPS.L - Volatility Comparison
iShares MSCI World ETF (URTH) has a higher volatility of 4.03% compared to iShares Global Corporate Bond UCITS ETF (CRPS.L) at 1.58%. This indicates that URTH'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
| URTH | CRPS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 1.58% | +2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 9.92% | 4.25% | +5.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.42% | 5.75% | +6.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 7.55% | +8.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 7.39% | +9.89% |
URTH vs. CRPS.L - Expense Ratio Comparison
URTH has a 0.24% expense ratio, which is higher than CRPS.L's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
URTH vs. CRPS.L - Dividend Comparison
URTH's dividend yield for the trailing twelve months is around 1.40%, less than CRPS.L's 4.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRPS.L iShares Global Corporate Bond UCITS ETF | 4.25% | 4.12% | 3.87% | 3.34% | 2.55% | 2.07% | 2.42% | 2.75% | 2.56% | 2.61% | 2.45% | 2.58% |
URTH iShares MSCI World ETF | 1.40% | 1.48% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% |
Frequently Asked Questions
URTH and CRPS.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CRPS.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CRPS.L is cheaper with a 0.20% expense ratio, compared with 0.24% for URTH.
URTH is categorized as Global Equities, while CRPS.L is Global Corporate Bonds. URTH tracks MSCI World Index (Net), while CRPS.L tracks Bloomberg Gbl Agg Corp TR USD. Their fees differ too: 0.24% for URTH and 0.20% for CRPS.L.
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