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V3GS.L vs. CRPS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

V3GS.L vs. CRPS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Accumulating (V3GS.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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Returns By Period

In the year-to-date period, V3GS.L achieves a 0.62% return, which is significantly higher than CRPS.L's -1.84% return.


V3GS.L

1D
0.24%
1M
0.84%
YTD
0.62%
6M
0.78%
1Y
4.39%
3Y*
5.34%
5Y*
0.46%
10Y*

CRPS.L

1D
0.23%
1M
1.37%
YTD
-1.84%
6M
-2.12%
1Y
1.48%
3Y*
1.73%
5Y*
0.28%
10Y*
2.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

V3GS.L vs. CRPS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
V3GS.L
Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Accumulating
0.62%6.49%3.15%7.67%-14.59%1.06%
CRPS.L
iShares Global Corporate Bond UCITS ETF
-1.84%0.38%2.69%2.88%-5.90%3.51%

Correlation

The correlation between V3GS.L and CRPS.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (All Time)
Calculated using the full available price history since May 26, 2021

0.43

The correlation between V3GS.L and CRPS.L shifts across timeframes, from 0.32 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

V3GS.L vs. CRPS.L — Risk / Return Rank

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

V3GS.L
V3GS.L Risk / Return Rank: 3333
Overall Rank
V3GS.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
V3GS.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
V3GS.L Omega Ratio Rank: 3131
Omega Ratio Rank
V3GS.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
V3GS.L Martin Ratio Rank: 3737
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.

V3GS.L vs. CRPS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Accumulating (V3GS.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.


V3GS.LCRPS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.89

Sortino ratioReturn per unit of downside risk

+1.30

Omega ratioGain probability vs. loss probability

1.20

1.05

+0.15

Calmar ratioReturn relative to maximum drawdown

1.67

0.29

+1.38

Martin ratioReturn relative to average drawdown

5.58

0.64

+4.93

V3GS.L vs. CRPS.L - Sharpe Ratio Comparison

The current V3GS.L Sharpe Ratio is 1.14, which is higher than the CRPS.L Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of V3GS.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


V3GS.LCRPS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.25

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.04

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.39

-0.29

Drawdowns

V3GS.L vs. CRPS.L - Drawdown Comparison

The maximum V3GS.L drawdown since its inception was -20.17%, which is greater than CRPS.L's maximum drawdown of -15.38%. Use the drawdown chart below to compare losses from any high point for V3GS.L and CRPS.L.


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Drawdown Indicators


V3GS.LCRPS.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.17%

-15.38%

-4.79%

Max Drawdown (1Y)

Largest decline over 1 year

-2.61%

-5.02%

+2.41%

Max Drawdown (3Y)

Largest decline over 3 years

-3.80%

-5.77%

+1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-20.17%

-12.26%

-7.91%

Max Drawdown (10Y)

Largest decline over 10 years

-15.38%

Current Drawdown

Current decline from peak

-0.61%

-7.65%

+7.04%

Average Drawdown

Average peak-to-trough decline

-7.82%

-5.89%

-1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

2.30%

-1.52%

Volatility

V3GS.L vs. CRPS.L - Volatility Comparison

Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Accumulating (V3GS.L) has a higher volatility of 1.56% compared to iShares Global Corporate Bond UCITS ETF (CRPS.L) at 1.35%. This indicates that V3GS.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


V3GS.LCRPS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.56%

1.35%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

4.46%

-1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

3.84%

5.90%

-2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.55%

7.17%

-1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.55%

8.49%

-2.94%

V3GS.L vs. CRPS.L - Expense Ratio Comparison

V3GS.L has a 0.15% expense ratio, which is lower than CRPS.L's 0.20% 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%.


Dividends

V3GS.L vs. CRPS.L - Dividend Comparison

Neither V3GS.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%
V3GS.L
Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Accumulating
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


V3GS.L and CRPS.L have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, V3GS.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

V3GS.L is cheaper with a 0.15% expense ratio, compared with 0.20% for CRPS.L.

V3GS.L tracks Bloomberg Gbl Agg Corp TR Hdg GBP, while CRPS.L tracks Bloomberg Gbl Agg Corp TR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.15% for V3GS.L and 0.20% for CRPS.L.

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