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V3GU.L vs. CLIM.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

V3GU.L vs. CLIM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Accumulating (V3GU.L) and Lyxor Green Bond (DR) UCITS ETF - Acc (CLIM.L). The values are adjusted to include any dividend payments, if applicable.

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V3GU.L vs. CLIM.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
V3GU.L
Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Accumulating
-0.53%6.28%3.97%8.61%-13.25%-0.93%
CLIM.L
Lyxor Green Bond (DR) UCITS ETF - Acc
-1.59%12.99%-3.04%10.28%-22.80%-5.19%
Different Trading Currencies

V3GU.L is traded in USD, while CLIM.L is traded in GBP. To make them comparable, the CLIM.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, V3GU.L achieves a -0.53% return, which is significantly higher than CLIM.L's -1.59% return.


V3GU.L

1D
0.41%
1M
-1.38%
YTD
-0.53%
6M
0.29%
1Y
4.30%
3Y*
5.24%
5Y*
10Y*

CLIM.L

1D
0.97%
1M
-2.58%
YTD
-1.59%
6M
-1.07%
1Y
7.99%
3Y*
5.10%
5Y*
-2.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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V3GU.L vs. CLIM.L - Expense Ratio Comparison

V3GU.L has a 0.15% expense ratio, which is lower than CLIM.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

V3GU.L vs. CLIM.L — Risk / Return Rank

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

V3GU.L
V3GU.L Risk / Return Rank: 5151
Overall Rank
V3GU.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
V3GU.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
V3GU.L Omega Ratio Rank: 4747
Omega Ratio Rank
V3GU.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
V3GU.L Martin Ratio Rank: 5959
Martin Ratio Rank

CLIM.L
CLIM.L Risk / Return Rank: 4040
Overall Rank
CLIM.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
CLIM.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
CLIM.L Omega Ratio Rank: 3737
Omega Ratio Rank
CLIM.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
CLIM.L Martin Ratio Rank: 3232
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.

V3GU.L vs. CLIM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Accumulating (V3GU.L) and Lyxor Green Bond (DR) UCITS ETF - Acc (CLIM.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.


V3GU.LCLIM.LDifference

Sharpe ratio

Return per unit of total volatility

0.94

0.96

-0.02

Sortino ratio

Return per unit of downside risk

1.33

1.44

-0.11

Omega ratio

Gain probability vs. loss probability

1.19

1.17

+0.02

Calmar ratio

Return relative to maximum drawdown

1.53

1.23

+0.30

Martin ratio

Return relative to average drawdown

6.30

4.36

+1.93

V3GU.L vs. CLIM.L - Sharpe Ratio Comparison

The current V3GU.L Sharpe Ratio is 0.94, which is comparable to the CLIM.L Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of V3GU.L and CLIM.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


V3GU.LCLIM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.96

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.08

+0.03

Correlation

The correlation between V3GU.L and CLIM.L is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

V3GU.L vs. CLIM.L - Dividend Comparison

Neither V3GU.L nor CLIM.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

V3GU.L vs. CLIM.L - Drawdown Comparison

The maximum V3GU.L drawdown since its inception was -18.89%, smaller than the maximum CLIM.L drawdown of -36.82%. Use the drawdown chart below to compare losses from any high point for V3GU.L and CLIM.L.


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Drawdown Indicators


V3GU.LCLIM.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.89%

-25.39%

+6.50%

Max Drawdown (1Y)

Largest decline over 1 year

-2.85%

-4.32%

+1.47%

Max Drawdown (5Y)

Largest decline over 5 years

-20.11%

Current Drawdown

Current decline from peak

-1.71%

-16.41%

+14.70%

Average Drawdown

Average peak-to-trough decline

-7.03%

-11.87%

+4.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

1.57%

-0.87%

Volatility

V3GU.L vs. CLIM.L - Volatility Comparison

The current volatility for Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Accumulating (V3GU.L) is 1.89%, while Lyxor Green Bond (DR) UCITS ETF - Acc (CLIM.L) has a volatility of 3.14%. This indicates that V3GU.L experiences smaller price fluctuations and is considered to be less risky than CLIM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


V3GU.LCLIM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

3.14%

-1.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

5.43%

-2.77%

Volatility (1Y)

Calculated over the trailing 1-year period

4.55%

8.27%

-3.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.19%

9.35%

-3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.19%

8.60%

-2.41%