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XCO2.L vs. CRHG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XCO2.L vs. CRHG.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.L) and iShares Global Corporate Bond UCITS ETF GBP Hedged (Dist) (CRHG.L). The values are adjusted to include any dividend payments, if applicable.

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XCO2.L vs. CRHG.L - Yearly Performance Comparison


Returns By Period

In the year-to-date period, XCO2.L achieves a -0.35% return, which is significantly lower than CRHG.L's -0.20% return.


XCO2.L

1D
0.54%
1M
-1.83%
YTD
-0.35%
6M
0.29%
1Y
3Y*
5Y*
10Y*

CRHG.L

1D
0.38%
1M
-1.13%
YTD
-0.20%
6M
0.48%
1Y
4.45%
3Y*
4.85%
5Y*
0.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XCO2.L vs. CRHG.L - Expense Ratio Comparison

XCO2.L has a 0.15% expense ratio, which is lower than CRHG.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

XCO2.L vs. CRHG.L — Risk / Return Rank

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

XCO2.L

CRHG.L
CRHG.L Risk / Return Rank: 5151
Overall Rank
CRHG.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
CRHG.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
CRHG.L Omega Ratio Rank: 4343
Omega Ratio Rank
CRHG.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
CRHG.L Martin Ratio Rank: 5757
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.L vs. CRHG.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.L) and iShares Global Corporate Bond UCITS ETF GBP Hedged (Dist) (CRHG.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

XCO2.L vs. CRHG.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XCO2.LCRHG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.31

+0.61

Correlation

The correlation between XCO2.L and CRHG.L is 0.37, 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

XCO2.L vs. CRHG.L - Dividend Comparison

XCO2.L has not paid dividends to shareholders, while CRHG.L's dividend yield for the trailing twelve months is around 4.13%.


TTM20252024202320222021202020192018
XCO2.L
Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CRHG.L
iShares Global Corporate Bond UCITS ETF GBP Hedged (Dist)
4.13%4.01%3.76%3.18%2.70%2.02%2.27%2.66%1.27%

Drawdowns

XCO2.L vs. CRHG.L - Drawdown Comparison

The maximum XCO2.L drawdown since its inception was -3.63%, smaller than the maximum CRHG.L drawdown of -20.54%. Use the drawdown chart below to compare losses from any high point for XCO2.L and CRHG.L.


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Drawdown Indicators


XCO2.LCRHG.LDifference

Max Drawdown

Largest peak-to-trough decline

-3.63%

-20.54%

+16.91%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

Max Drawdown (5Y)

Largest decline over 5 years

-20.54%

Current Drawdown

Current decline from peak

-2.54%

-1.66%

-0.88%

Average Drawdown

Average peak-to-trough decline

-0.89%

-5.62%

+4.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

Volatility

XCO2.L vs. CRHG.L - Volatility Comparison


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Volatility by Period


XCO2.LCRHG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

Volatility (6M)

Calculated over the trailing 6-month period

2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

4.61%

-0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.37%

5.62%

-1.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.37%

5.74%

-1.37%