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XCO2.DE vs. 4UBP.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XCO2.DE vs. 4UBP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.DE) and UBS ETF (LU) Bloomberg MSCI Global Liquid Corporates Sustainable UCITS ETF (USD) Acc (4UBP.DE). The values are adjusted to include any dividend payments, if applicable.

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XCO2.DE vs. 4UBP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XCO2.DE
Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc
-0.23%1.13%4.41%5.82%-15.31%-2.31%0.55%
4UBP.DE
UBS ETF (LU) Bloomberg MSCI Global Liquid Corporates Sustainable UCITS ETF (USD) Acc
0.37%-2.18%6.73%5.80%-13.17%3.83%-2.06%

Returns By Period

In the year-to-date period, XCO2.DE achieves a -0.23% return, which is significantly lower than 4UBP.DE's 0.37% return.


XCO2.DE

1D
0.43%
1M
-1.39%
YTD
-0.23%
6M
0.36%
1Y
0.96%
3Y*
3.20%
5Y*
-1.13%
10Y*

4UBP.DE

1D
-0.09%
1M
-0.80%
YTD
0.37%
6M
0.81%
1Y
-1.40%
3Y*
2.87%
5Y*
0.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XCO2.DE vs. 4UBP.DE - Expense Ratio Comparison

XCO2.DE has a 0.15% expense ratio, which is higher than 4UBP.DE's 0.13% 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%.


Return for Risk

XCO2.DE vs. 4UBP.DE — Risk / Return Rank

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

XCO2.DE
XCO2.DE Risk / Return Rank: 2020
Overall Rank
XCO2.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
XCO2.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
XCO2.DE Omega Ratio Rank: 1717
Omega Ratio Rank
XCO2.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
XCO2.DE Martin Ratio Rank: 2323
Martin Ratio Rank

4UBP.DE
4UBP.DE Risk / Return Rank: 77
Overall Rank
4UBP.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
4UBP.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
4UBP.DE Omega Ratio Rank: 66
Omega Ratio Rank
4UBP.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
4UBP.DE Martin Ratio Rank: 88
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.

XCO2.DE vs. 4UBP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.DE) and UBS ETF (LU) Bloomberg MSCI Global Liquid Corporates Sustainable UCITS ETF (USD) Acc (4UBP.DE). 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.


XCO2.DE4UBP.DEDifference

Sharpe ratio

Return per unit of total volatility

0.38

-0.23

+0.61

Sortino ratio

Return per unit of downside risk

0.55

-0.26

+0.81

Omega ratio

Gain probability vs. loss probability

1.06

0.96

+0.10

Calmar ratio

Return relative to maximum drawdown

0.48

-0.18

+0.66

Martin ratio

Return relative to average drawdown

2.00

-0.48

+2.49

XCO2.DE vs. 4UBP.DE - Sharpe Ratio Comparison

The current XCO2.DE Sharpe Ratio is 0.38, which is higher than the 4UBP.DE Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of XCO2.DE and 4UBP.DE, 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


XCO2.DE4UBP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

-0.23

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

0.04

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

-0.06

-0.13

Correlation

The correlation between XCO2.DE and 4UBP.DE is 0.66, 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

XCO2.DE vs. 4UBP.DE - Dividend Comparison

Neither XCO2.DE nor 4UBP.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XCO2.DE vs. 4UBP.DE - Drawdown Comparison

The maximum XCO2.DE drawdown since its inception was -17.90%, which is greater than 4UBP.DE's maximum drawdown of -15.13%. Use the drawdown chart below to compare losses from any high point for XCO2.DE and 4UBP.DE.


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Drawdown Indicators


XCO2.DE4UBP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.90%

-15.13%

-2.77%

Max Drawdown (1Y)

Largest decline over 1 year

-2.36%

-5.45%

+3.09%

Max Drawdown (5Y)

Largest decline over 5 years

-17.26%

-15.13%

-2.13%

Current Drawdown

Current decline from peak

-8.45%

-4.83%

-3.62%

Average Drawdown

Average peak-to-trough decline

-8.64%

-6.80%

-1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

1.81%

-1.25%

Volatility

XCO2.DE vs. 4UBP.DE - Volatility Comparison

The current volatility for Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.DE) is 1.14%, while UBS ETF (LU) Bloomberg MSCI Global Liquid Corporates Sustainable UCITS ETF (USD) Acc (4UBP.DE) has a volatility of 1.50%. This indicates that XCO2.DE experiences smaller price fluctuations and is considered to be less risky than 4UBP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCO2.DE4UBP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

1.50%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

1.72%

2.98%

-1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

2.55%

5.99%

-3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.88%

6.56%

-1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.29%

6.50%

-1.21%