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

Performance

V3GS.L vs. CRPU.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 USD Hedged UCITS ETF (CRPU.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021
V3GS.L
Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Accumulating
-0.47%6.49%3.15%7.67%-14.59%1.06%
CRPU.L
iShares Global Corporate Bond USD Hedged UCITS ETF
1.36%-1.12%5.83%3.21%-3.89%6.09%
Different Trading Currencies

V3GS.L is traded in GBP, while CRPU.L is traded in USD. To make them comparable, the CRPU.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, V3GS.L achieves a -0.47% return, which is significantly lower than CRPU.L's 1.36% return.


V3GS.L

1D
0.34%
1M
-1.29%
YTD
-0.47%
6M
0.28%
1Y
4.08%
3Y*
4.87%
5Y*
10Y*

CRPU.L

1D
0.22%
1M
-0.01%
YTD
1.36%
6M
2.33%
1Y
1.98%
3Y*
2.82%
5Y*
1.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

V3GS.L has a 0.15% expense ratio, which is lower than CRPU.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

V3GS.L vs. CRPU.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: 4949
Overall Rank
V3GS.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
V3GS.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
V3GS.L Omega Ratio Rank: 4343
Omega Ratio Rank
V3GS.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
V3GS.L Martin Ratio Rank: 5454
Martin Ratio Rank

CRPU.L
CRPU.L Risk / Return Rank: 5353
Overall Rank
CRPU.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
CRPU.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
CRPU.L Omega Ratio Rank: 5050
Omega Ratio Rank
CRPU.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
CRPU.L Martin Ratio Rank: 5656
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. CRPU.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 USD Hedged UCITS ETF (CRPU.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.LCRPU.LDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.27

+0.68

Sortino ratio

Return per unit of downside risk

1.31

0.41

+0.90

Omega ratio

Gain probability vs. loss probability

1.18

1.05

+0.13

Calmar ratio

Return relative to maximum drawdown

1.55

0.50

+1.05

Martin ratio

Return relative to average drawdown

5.86

0.97

+4.89

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

The current V3GS.L Sharpe Ratio is 0.95, which is higher than the CRPU.L Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of V3GS.L and CRPU.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


V3GS.LCRPU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.27

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.25

-0.19

Correlation

The correlation between V3GS.L and CRPU.L is 0.32, 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

V3GS.L vs. CRPU.L - Dividend Comparison

Neither V3GS.L nor CRPU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

V3GS.L vs. CRPU.L - Drawdown Comparison

The maximum V3GS.L drawdown since its inception was -20.17%, which is greater than CRPU.L's maximum drawdown of -14.19%. Use the drawdown chart below to compare losses from any high point for V3GS.L and CRPU.L.


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Drawdown Indicators


V3GS.LCRPU.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.17%

-19.78%

-0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-2.61%

-3.06%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-19.78%

Current Drawdown

Current decline from peak

-1.69%

-1.66%

-0.03%

Average Drawdown

Average peak-to-trough decline

-8.05%

-4.58%

-3.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

0.79%

-0.10%

Volatility

V3GS.L vs. CRPU.L - Volatility Comparison

The current volatility for Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Accumulating (V3GS.L) is 1.85%, while iShares Global Corporate Bond USD Hedged UCITS ETF (CRPU.L) has a volatility of 2.75%. This indicates that V3GS.L experiences smaller price fluctuations and is considered to be less risky than CRPU.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.LCRPU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

2.75%

-0.90%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

5.12%

-2.50%

Volatility (1Y)

Calculated over the trailing 1-year period

4.29%

7.44%

-3.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.57%

8.87%

-3.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.57%

9.04%

-3.47%