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XCO2.DE vs. CNKY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCO2.DE vs. CNKY.L - 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 iShares Nikkei 225 UCITS ETF (Acc) (CNKY.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XCO2.DE is traded in EUR, while CNKY.L is traded in GBp. To make them comparable, the CNKY.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XCO2.DE achieves a 0.67% return, which is significantly lower than CNKY.L's 32.97% return.


XCO2.DE

1D
0.16%
1M
0.43%
YTD
0.67%
6M
0.74%
1Y
1.74%
3Y*
3.31%
5Y*
-0.67%
10Y*

CNKY.L

1D
-1.31%
1M
10.57%
YTD
32.97%
6M
30.35%
1Y
59.45%
3Y*
20.28%
5Y*
12.01%
10Y*
11.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCO2.DE vs. CNKY.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XCO2.DE
Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc
0.67%1.13%4.41%5.82%-15.31%-2.31%3.85%-2.24%
CNKY.L
iShares Nikkei 225 UCITS ETF (Acc)
32.99%14.35%14.42%17.46%-15.14%2.06%14.60%3.97%

Correlation

The correlation between XCO2.DE and CNKY.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.27

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

0.21

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2019

0.19

The correlation between XCO2.DE and CNKY.L shifts across timeframes, from 0.19 (all time) to 0.36 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XCO2.DE vs. CNKY.L — 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: 1919
Overall Rank
XCO2.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XCO2.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
XCO2.DE Omega Ratio Rank: 1818
Omega Ratio Rank
XCO2.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
XCO2.DE Martin Ratio Rank: 2020
Martin Ratio Rank

CNKY.L
CNKY.L Risk / Return Rank: 8383
Overall Rank
CNKY.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CNKY.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
CNKY.L Omega Ratio Rank: 7979
Omega Ratio Rank
CNKY.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
CNKY.L Martin Ratio Rank: 7676
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. CNKY.L - 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 iShares Nikkei 225 UCITS ETF (Acc) (CNKY.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.


XCO2.DECNKY.LDifference
Sharpe ratioReturn per unit of total volatility

-1.89

Sortino ratioReturn per unit of downside risk

-2.67

Omega ratioGain probability vs. loss probability

1.11

1.42

-0.30

Calmar ratioReturn relative to maximum drawdown

0.70

4.53

-3.83

Martin ratioReturn relative to average drawdown

2.22

13.68

-11.46

XCO2.DE vs. CNKY.L - Sharpe Ratio Comparison

The current XCO2.DE Sharpe Ratio is 0.65, which is lower than the CNKY.L Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of XCO2.DE and CNKY.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


XCO2.DECNKY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

2.54

-1.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.64

-0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

0.62

-0.78

Drawdowns

XCO2.DE vs. CNKY.L - Drawdown Comparison

The maximum XCO2.DE drawdown since its inception was -17.90%, smaller than the maximum CNKY.L drawdown of -30.79%. Use the drawdown chart below to compare losses from any high point for XCO2.DE and CNKY.L.


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Drawdown Indicators


XCO2.DECNKY.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.90%

-30.79%

+12.89%

Max Drawdown (1Y)

Largest decline over 1 year

-2.36%

-13.05%

+10.69%

Max Drawdown (3Y)

Largest decline over 3 years

-2.45%

-20.46%

+18.01%

Max Drawdown (5Y)

Largest decline over 5 years

-17.26%

-21.27%

+4.01%

Max Drawdown (10Y)

Largest decline over 10 years

-30.79%

Current Drawdown

Current decline from peak

-7.63%

-1.31%

-6.32%

Average Drawdown

Average peak-to-trough decline

-8.62%

-7.15%

-1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

4.33%

-3.58%

Volatility

XCO2.DE vs. CNKY.L - Volatility Comparison

The current volatility for Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.DE) is 0.81%, while iShares Nikkei 225 UCITS ETF (Acc) (CNKY.L) has a volatility of 6.89%. This indicates that XCO2.DE experiences smaller price fluctuations and is considered to be less risky than CNKY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCO2.DECNKY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

6.89%

-6.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.01%

18.41%

-16.40%

Volatility (1Y)

Calculated over the trailing 1-year period

2.55%

23.31%

-20.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.88%

18.65%

-13.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.25%

17.84%

-12.59%

XCO2.DE vs. CNKY.L - Expense Ratio Comparison

XCO2.DE has a 0.15% expense ratio, which is lower than CNKY.L's 0.48% expense ratio.


Dividends

XCO2.DE vs. CNKY.L - Dividend Comparison

Neither XCO2.DE nor CNKY.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XCO2.DE and CNKY.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XCO2.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XCO2.DE is cheaper with a 0.15% expense ratio, compared with 0.48% for CNKY.L.

XCO2.DE is categorized as Global Corporate Bonds, while CNKY.L is Japan Equities. XCO2.DE tracks Bloomberg Gbl Agg Corp TR USD, while CNKY.L tracks TOPIX TR JPY. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for XCO2.DE and 0.48% for CNKY.L.

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