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

Performance

XCO2.L vs. XCOU.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 Lyxor Global Green Bond 1-10Y UCITS ETF USD Hedged Acc (XCOU.L). The values are adjusted to include any dividend payments, if applicable.

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


Different Trading Currencies

XCO2.L is traded in GBP, while XCOU.L is traded in USD. To make them comparable, the XCOU.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 XCOU.L's 1.54% return.


XCO2.L

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

XCOU.L

1D
0.49%
1M
-0.30%
YTD
1.54%
6M
2.09%
1Y
2.14%
3Y*
2.77%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both XCO2.L and XCOU.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. XCOU.L — Risk / Return Rank

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

XCO2.L

XCOU.L
XCOU.L Risk / Return Rank: 6767
Overall Rank
XCOU.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
XCOU.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
XCOU.L Omega Ratio Rank: 7676
Omega Ratio Rank
XCOU.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
XCOU.L Martin Ratio Rank: 4949
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. XCOU.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 Lyxor Global Green Bond 1-10Y UCITS ETF USD Hedged Acc (XCOU.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. XCOU.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XCO2.LXCOU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.24

+0.70

Correlation

The correlation between XCO2.L and XCOU.L is 0.38, 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. XCOU.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

XCO2.L vs. XCOU.L - Drawdown Comparison

The maximum XCO2.L drawdown since its inception was -3.63%, smaller than the maximum XCOU.L drawdown of -15.77%. Use the drawdown chart below to compare losses from any high point for XCO2.L and XCOU.L.


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Drawdown Indicators


XCO2.LXCOU.LDifference

Max Drawdown

Largest peak-to-trough decline

-3.63%

-7.95%

+4.32%

Max Drawdown (1Y)

Largest decline over 1 year

-2.46%

Current Drawdown

Current decline from peak

-2.44%

-1.89%

-0.55%

Average Drawdown

Average peak-to-trough decline

-0.90%

-1.58%

+0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

Volatility

XCO2.L vs. XCOU.L - Volatility Comparison


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Volatility by Period


XCO2.LXCOU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

Volatility (6M)

Calculated over the trailing 6-month period

4.96%

Volatility (1Y)

Calculated over the trailing 1-year period

4.36%

7.11%

-2.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.36%

8.58%

-4.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.36%

8.58%

-4.22%