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XCOU.L vs. V3GD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCOU.L vs. V3GD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor Global Green Bond 1-10Y UCITS ETF USD Hedged Acc (XCOU.L) and Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing (V3GD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XCOU.L achieves a 0.81% return, which is significantly higher than V3GD.L's 0.61% return.


XCOU.L

1D
0.20%
1M
0.79%
YTD
0.81%
6M
1.00%
1Y
3.54%
3Y*
5.45%
5Y*
10Y*

V3GD.L

1D
0.21%
1M
0.73%
YTD
0.61%
6M
0.81%
1Y
4.54%
3Y*
5.67%
5Y*
1.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCOU.L vs. V3GD.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
XCOU.L
Lyxor Global Green Bond 1-10Y UCITS ETF USD Hedged Acc
0.81%5.28%4.41%8.47%-4.52%
V3GD.L
Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing
0.61%6.28%3.93%8.62%-4.06%

Correlation

The correlation between XCOU.L and V3GD.L is 0.71, 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

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (All Time)
Calculated using the full available price history since May 27, 2022

0.81

The correlation between XCOU.L and V3GD.L has been stable across timeframes, ranging from 0.71 to 0.81 - a consistent structural relationship.

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Return for Risk

XCOU.L vs. V3GD.L — Risk / Return Rank

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

XCOU.L
XCOU.L Risk / Return Rank: 3636
Overall Rank
XCOU.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
XCOU.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
XCOU.L Omega Ratio Rank: 3939
Omega Ratio Rank
XCOU.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
XCOU.L Martin Ratio Rank: 3232
Martin Ratio Rank

V3GD.L
V3GD.L Risk / Return Rank: 3636
Overall Rank
V3GD.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
V3GD.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
V3GD.L Omega Ratio Rank: 3333
Omega Ratio Rank
V3GD.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
V3GD.L Martin Ratio Rank: 3939
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.

XCOU.L vs. V3GD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Global Green Bond 1-10Y UCITS ETF USD Hedged Acc (XCOU.L) and Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing (V3GD.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.


XCOU.LV3GD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.25

1.22

+0.03

Calmar ratioReturn relative to maximum drawdown

1.43

1.78

-0.35

Martin ratioReturn relative to average drawdown

4.66

5.96

-1.29

XCOU.L vs. V3GD.L - Sharpe Ratio Comparison

The current XCOU.L Sharpe Ratio is 1.34, which is comparable to the V3GD.L Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of XCOU.L and V3GD.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.


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Sharpe Ratios by Period


XCOU.LV3GD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.23

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.21

+0.64

Drawdowns

XCOU.L vs. V3GD.L - Drawdown Comparison

The maximum XCOU.L drawdown since its inception was -7.95%, smaller than the maximum V3GD.L drawdown of -19.16%. Use the drawdown chart below to compare losses from any high point for XCOU.L and V3GD.L.


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Drawdown Indicators


XCOU.LV3GD.LDifference

Max Drawdown

Largest peak-to-trough decline

-7.95%

-19.16%

+11.21%

Max Drawdown (1Y)

Largest decline over 1 year

-2.46%

-2.54%

+0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-2.46%

-3.65%

+1.19%

Max Drawdown (5Y)

Largest decline over 5 years

-19.16%

Current Drawdown

Current decline from peak

-0.77%

-0.59%

-0.18%

Average Drawdown

Average peak-to-trough decline

-1.57%

-6.40%

+4.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

0.76%

0.00%

Volatility

XCOU.L vs. V3GD.L - Volatility Comparison

The current volatility for Lyxor Global Green Bond 1-10Y UCITS ETF USD Hedged Acc (XCOU.L) is 1.20%, while Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing (V3GD.L) has a volatility of 1.47%. This indicates that XCOU.L experiences smaller price fluctuations and is considered to be less risky than V3GD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCOU.LV3GD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

1.47%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.24%

2.85%

-0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

2.63%

3.69%

-1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.10%

5.49%

-1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.10%

5.48%

-1.38%

XCOU.L vs. V3GD.L - Expense Ratio Comparison

Both XCOU.L and V3GD.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%.


Dividends

XCOU.L vs. V3GD.L - Dividend Comparison

XCOU.L has not paid dividends to shareholders, while V3GD.L's dividend yield for the trailing twelve months is around 4.37%.


PositionTTM20252024202320222021
V3GD.L
Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing
4.37%4.45%4.35%4.05%2.44%0.70%
XCOU.L
Lyxor Global Green Bond 1-10Y UCITS ETF USD Hedged Acc
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XCOU.L and V3GD.L have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XCOU.L and V3GD.L have the same expense ratio: 0.15% per year.

Both ETFs track Bloomberg Gbl Agg Corp 0901 TR Hdg USD. They also come from different issuers: Amundi and Vanguard.

Portfolio Optimizer

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