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XCO2.L vs. V3GP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XCO2.L vs. V3GP.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 Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Distributing (V3GP.L). The values are adjusted to include any dividend payments, if applicable.

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XCO2.L vs. V3GP.L - Yearly Performance Comparison


Returns By Period

In the year-to-date period, XCO2.L achieves a -0.25% return, which is significantly higher than V3GP.L's -0.37% return.


XCO2.L

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

V3GP.L

1D
0.24%
1M
-1.21%
YTD
-0.37%
6M
0.26%
1Y
4.37%
3Y*
4.69%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XCO2.L vs. V3GP.L - Expense Ratio Comparison

Both XCO2.L and V3GP.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

XCO2.L vs. V3GP.L — Risk / Return Rank

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

XCO2.L

V3GP.L
V3GP.L Risk / Return Rank: 5252
Overall Rank
V3GP.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
V3GP.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
V3GP.L Omega Ratio Rank: 4949
Omega Ratio Rank
V3GP.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
V3GP.L Martin Ratio Rank: 5252
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. V3GP.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 Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Distributing (V3GP.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. V3GP.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XCO2.LV3GP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.36

+0.58

Correlation

The correlation between XCO2.L and V3GP.L is 0.39, 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. V3GP.L - Dividend Comparison

XCO2.L has not paid dividends to shareholders, while V3GP.L's dividend yield for the trailing twelve months is around 4.41%.


TTM20252024202320222021
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%
V3GP.L
Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Distributing
4.41%4.43%4.36%4.10%2.48%11.63%

Drawdowns

XCO2.L vs. V3GP.L - Drawdown Comparison

The maximum XCO2.L drawdown since its inception was -3.63%, smaller than the maximum V3GP.L drawdown of -20.15%. Use the drawdown chart below to compare losses from any high point for XCO2.L and V3GP.L.


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Drawdown Indicators


XCO2.LV3GP.LDifference

Max Drawdown

Largest peak-to-trough decline

-3.63%

-20.15%

+16.52%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

Current Drawdown

Current decline from peak

-2.44%

-1.59%

-0.85%

Average Drawdown

Average peak-to-trough decline

-0.90%

-8.01%

+7.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

Volatility

XCO2.L vs. V3GP.L - Volatility Comparison


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Volatility by Period


XCO2.LV3GP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.80%

Volatility (6M)

Calculated over the trailing 6-month period

2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

4.36%

4.10%

+0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.36%

7.71%

-3.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.36%

7.71%

-3.35%