XCO2.L vs. CRPS.L

Last updated Jun 5, 2026

XCO2.L (Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc) and CRPS.L (iShares Global Corporate Bond UCITS ETF) are both Global Corporate Bonds funds tracking the Bloomberg Gbl Agg Corp TR USD, from Amundi and iShares respectively. Both are passively managed. Over the past year, XCO2.L returned 4.45% vs 1.48% for CRPS.L. A 0.65 correlation means they provide meaningful diversification when combined. XCO2.L charges 0.15%/yr vs 0.20%/yr for CRPS.L.

Performance

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

Returns By Period

In the year-to-date period, XCO2.L achieves a -0.02% return, which is significantly higher than CRPS.L's -1.84% return.

XCO2.L

• 1D: 0.27%
• 1M: 1.03%
• YTD: -0.02%
• 6M: -0.20%
• 1Y: 4.45%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CRPS.L

• 1D: 0.23%
• 1M: 1.37%
• YTD: -1.84%
• 6M: -2.12%
• 1Y: 1.48%
• 3Y*: 1.73%
• 5Y*: 0.28%
• 10Y*: 2.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025
XCO2.L Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc	-0.02%	4.08%
CRPS.L iShares Global Corporate Bond UCITS ETF	-1.84%	2.70%

Correlation

The correlation between XCO2.L and CRPS.L is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.67
Correlation (All Time) Calculated using the full available price history since Apr 29, 2025	0.65

The correlation between XCO2.L and CRPS.L has been stable across timeframes, ranging from 0.65 to 0.67 - a consistent structural relationship.

Return for Risk

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

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

XCO2.L

XCO2.L Risk / Return Rank: 27
XCO2.L Sharpe Ratio Rank: 30
XCO2.L Sortino Ratio Rank: 30
XCO2.L Omega Ratio Rank: 28
XCO2.L Calmar Ratio Rank: 26
XCO2.L Martin Ratio Rank: 23

CRPS.L

CRPS.L Risk / Return Rank: 12
CRPS.L Sharpe Ratio Rank: 13
CRPS.L Sortino Ratio Rank: 11
CRPS.L Omega Ratio Rank: 12
CRPS.L Calmar Ratio Rank: 12
CRPS.L Martin Ratio Rank: 12

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. CRPS.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 (CRPS.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.L	CRPS.L	Difference
Sharpe ratio: Return per unit of total volatility	1.05	0.25	+0.80
Sortino ratio: Return per unit of downside risk	1.57	0.36	+1.21
Omega ratio: Gain probability vs. loss probability	1.18	1.05	+0.13
Calmar ratio: Return relative to maximum drawdown	1.22	0.29	+0.93
Martin ratio: Return relative to average drawdown	2.92	0.64	+2.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XCO2.L Sharpe Ratio is 1.05, which is higher than the CRPS.L Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of XCO2.L and CRPS.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.

Sharpe Ratios by Period

	XCO2.L	CRPS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.05	0.25	+0.80
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.04	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.29	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	0.39	+0.47

Drawdowns

XCO2.L vs. CRPS.L - Drawdown Comparison

The maximum XCO2.L drawdown since its inception was -3.63%, smaller than the maximum CRPS.L drawdown of -15.38%. Use the drawdown chart below to compare losses from any high point for XCO2.L and CRPS.L.

Drawdown Indicators

	XCO2.L	CRPS.L	Difference
Max Drawdown Largest peak-to-trough decline	-3.63%	-15.38%	+11.75%
Max Drawdown (1Y) Largest decline over 1 year	-3.63%	-5.02%	+1.39%
Max Drawdown (3Y) Largest decline over 3 years	—	-5.77%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-12.26%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-15.38%	—
Current Drawdown Current decline from peak	-2.22%	-7.65%	+5.43%
Average Drawdown Average peak-to-trough decline	-1.14%	-5.89%	+4.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.52%	2.30%	-0.78%

Volatility

XCO2.L vs. CRPS.L - Volatility Comparison

Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.L) and iShares Global Corporate Bond UCITS ETF (CRPS.L) have volatilities of 1.32% and 1.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XCO2.L	CRPS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.32%	1.35%	-0.03%
Volatility (6M) Calculated over the trailing 6-month period	3.17%	4.46%	-1.29%
Volatility (1Y) Calculated over the trailing 1-year period	4.23%	5.90%	-1.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.28%	7.17%	-2.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.28%	8.49%	-4.21%

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

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

Dividends

XCO2.L vs. CRPS.L - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CRPS.L iShares Global Corporate Bond UCITS ETF	0.00%	2.08%	3.87%	3.34%	2.55%	2.07%	2.42%	2.75%	2.56%	2.61%	2.45%	2.58%
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%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XCO2.L and CRPS.L in my portfolio?

XCO2.L and CRPS.L have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XCO2.L or CRPS.L?

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

Which ETF is cheaper, XCO2.L or CRPS.L?

XCO2.L is cheaper with a 0.15% expense ratio, compared with 0.20% for CRPS.L.

What is the main difference between XCO2.L and CRPS.L?

Both ETFs track Bloomberg Gbl Agg Corp TR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for XCO2.L and 0.20% for CRPS.L.