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XCOU.L vs. V3GU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XCOU.L vs. V3GU.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 Accumulating (V3GU.L). The values are adjusted to include any dividend payments, if applicable.

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XCOU.L vs. V3GU.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
XCOU.L
Lyxor Global Green Bond 1-10Y UCITS ETF USD Hedged Acc
-0.21%5.28%4.41%8.47%-4.52%
V3GU.L
Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Accumulating
-0.53%6.28%3.97%8.61%-3.89%

Returns By Period

In the year-to-date period, XCOU.L achieves a -0.21% return, which is significantly higher than V3GU.L's -0.53% return.


XCOU.L

1D
0.32%
1M
-1.55%
YTD
-0.21%
6M
0.67%
1Y
4.05%
3Y*
5.17%
5Y*
10Y*

V3GU.L

1D
0.41%
1M
-1.38%
YTD
-0.53%
6M
0.29%
1Y
4.30%
3Y*
5.24%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XCOU.L vs. V3GU.L - Expense Ratio Comparison

Both XCOU.L and V3GU.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

XCOU.L vs. V3GU.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: 7373
Overall Rank
XCOU.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
XCOU.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
XCOU.L Omega Ratio Rank: 7878
Omega Ratio Rank
XCOU.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
XCOU.L Martin Ratio Rank: 6464
Martin Ratio Rank

V3GU.L
V3GU.L Risk / Return Rank: 5151
Overall Rank
V3GU.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
V3GU.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
V3GU.L Omega Ratio Rank: 4747
Omega Ratio Rank
V3GU.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
V3GU.L Martin Ratio Rank: 5959
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. V3GU.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 Accumulating (V3GU.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.LV3GU.LDifference

Sharpe ratio

Return per unit of total volatility

1.70

0.94

+0.76

Sortino ratio

Return per unit of downside risk

2.47

1.33

+1.13

Omega ratio

Gain probability vs. loss probability

1.32

1.19

+0.13

Calmar ratio

Return relative to maximum drawdown

1.64

1.53

+0.11

Martin ratio

Return relative to average drawdown

7.32

6.30

+1.02

XCOU.L vs. V3GU.L - Sharpe Ratio Comparison

The current XCOU.L Sharpe Ratio is 1.70, which is higher than the V3GU.L Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of XCOU.L and V3GU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XCOU.LV3GU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

0.94

+0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.10

+0.72

Correlation

The correlation between XCOU.L and V3GU.L is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XCOU.L vs. V3GU.L - Dividend Comparison

Neither XCOU.L nor V3GU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XCOU.L vs. V3GU.L - Drawdown Comparison

The maximum XCOU.L drawdown since its inception was -7.95%, smaller than the maximum V3GU.L drawdown of -18.89%. Use the drawdown chart below to compare losses from any high point for XCOU.L and V3GU.L.


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Drawdown Indicators


XCOU.LV3GU.LDifference

Max Drawdown

Largest peak-to-trough decline

-7.95%

-18.89%

+10.94%

Max Drawdown (1Y)

Largest decline over 1 year

-2.46%

-2.85%

+0.39%

Current Drawdown

Current decline from peak

-1.78%

-1.71%

-0.07%

Average Drawdown

Average peak-to-trough decline

-1.58%

-7.03%

+5.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

0.70%

-0.15%

Volatility

XCOU.L vs. V3GU.L - Volatility Comparison

The current volatility for Lyxor Global Green Bond 1-10Y UCITS ETF USD Hedged Acc (XCOU.L) is 1.15%, while Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Accumulating (V3GU.L) has a volatility of 1.89%. This indicates that XCOU.L experiences smaller price fluctuations and is considered to be less risky than V3GU.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.LV3GU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

1.89%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

1.66%

2.66%

-1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

2.37%

4.55%

-2.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.11%

6.19%

-2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.11%

6.19%

-2.08%