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

Performance

XCO2.L vs. CRPA.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 USD (Acc) (CRPA.L). The values are adjusted to include any dividend payments, if applicable.

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


Different Trading Currencies

XCO2.L is traded in GBP, while CRPA.L is traded in USD. To make them comparable, the CRPA.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, XCO2.L achieves a -0.25% return, which is significantly lower than CRPA.L's 0.91% return.


XCO2.L

1D
0.10%
1M
-1.35%
YTD
-0.25%
6M
0.04%
1Y
3Y*
5Y*
10Y*

CRPA.L

1D
0.55%
1M
-0.04%
YTD
0.91%
6M
1.45%
1Y
4.21%
3Y*
2.89%
5Y*
1.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XCO2.L has a 0.15% expense ratio, which is lower than CRPA.L's 0.20% 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. CRPA.L — Risk / Return Rank

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

XCO2.L

CRPA.L
CRPA.L Risk / Return Rank: 5252
Overall Rank
CRPA.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
CRPA.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
CRPA.L Omega Ratio Rank: 5151
Omega Ratio Rank
CRPA.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
CRPA.L Martin Ratio Rank: 4646
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. CRPA.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 USD (Acc) (CRPA.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. CRPA.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XCO2.LCRPA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.29

+0.65

Correlation

The correlation between XCO2.L and CRPA.L is 0.54, 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.L vs. CRPA.L - Dividend Comparison

Neither XCO2.L nor CRPA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XCO2.L vs. CRPA.L - Drawdown Comparison

The maximum XCO2.L drawdown since its inception was -3.63%, smaller than the maximum CRPA.L drawdown of -15.34%. Use the drawdown chart below to compare losses from any high point for XCO2.L and CRPA.L.


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Drawdown Indicators


XCO2.LCRPA.LDifference

Max Drawdown

Largest peak-to-trough decline

-3.63%

-25.34%

+21.71%

Max Drawdown (1Y)

Largest decline over 1 year

-3.64%

Max Drawdown (5Y)

Largest decline over 5 years

-24.86%

Current Drawdown

Current decline from peak

-2.44%

-2.88%

+0.44%

Average Drawdown

Average peak-to-trough decline

-0.90%

-7.14%

+6.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

Volatility

XCO2.L vs. CRPA.L - Volatility Comparison


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Volatility by Period


XCO2.LCRPA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.79%

Volatility (6M)

Calculated over the trailing 6-month period

4.86%

Volatility (1Y)

Calculated over the trailing 1-year period

4.36%

6.70%

-2.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.36%

7.92%

-3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.36%

8.38%

-4.02%