XCOU.L vs. XCO2.L

Last updated Apr 2, 2026

Compare and contrast key facts about Lyxor Global Green Bond 1-10Y UCITS ETF USD Hedged Acc (XCOU.L) and Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.L).

XCOU.L and XCO2.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XCOU.L is a passively managed fund by Amundi that tracks the performance of the Bloomberg Gbl Agg Corp 0901 TR Hdg USD. It was launched on May 11, 2022. XCO2.L is a passively managed fund by Amundi that tracks the performance of the Bloomberg Gbl Agg Corp TR USD. It was launched on Sep 13, 2019. Both XCOU.L and XCO2.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

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

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

	2026 (YTD)	2025
XCOU.L Lyxor Global Green Bond 1-10Y UCITS ETF USD Hedged Acc	-0.21%	3.27%
XCO2.L Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc	-2.11%	4.26%

Different Trading Currencies

XCOU.L is traded in USD, while XCO2.L is traded in GBP. To make them comparable, the XCO2.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XCOU.L achieves a -0.21% return, which is significantly higher than XCO2.L's -2.11% return.

XCOU.L

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

XCO2.L

• 1D: 0.78%
• 1M: -3.20%
• YTD: -2.11%
• 6M: -1.64%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

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

Both XCOU.L and XCO2.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%.

XCOU.L

Lyxor Global Green Bond 1-10Y UCITS ETF USD Hedged Acc

XCO2.L

Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc

Return for Risk

XCOU.L vs. XCO2.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: 73
XCOU.L Sharpe Ratio Rank: 83
XCOU.L Sortino Ratio Rank: 87
XCOU.L Omega Ratio Rank: 78
XCOU.L Calmar Ratio Rank: 55
XCOU.L Martin Ratio Rank: 64

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. XCO2.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 Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.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.L	XCO2.L	Difference
Sharpe ratio Return per unit of total volatility	1.70	—	—
Sortino ratio Return per unit of downside risk	2.47	—	—
Omega ratio Gain probability vs. loss probability	1.32	—	—
Calmar ratio Return relative to maximum drawdown	1.64	—	—
Martin ratio Return relative to average drawdown	7.32	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	XCOU.L	XCO2.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.70	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.82	0.31	+0.51

Correlation

The correlation between XCOU.L and XCO2.L is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

XCOU.L vs. XCO2.L - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

XCOU.L vs. XCO2.L - Drawdown Comparison

The maximum XCOU.L drawdown since its inception was -7.95%, which is greater than XCO2.L's maximum drawdown of -5.63%. Use the drawdown chart below to compare losses from any high point for XCOU.L and XCO2.L.

Drawdown Indicators

	XCOU.L	XCO2.L	Difference
Max Drawdown Largest peak-to-trough decline	-7.95%	-3.63%	-4.32%
Max Drawdown (1Y) Largest decline over 1 year	-2.46%	—	—
Current Drawdown Current decline from peak	-1.78%	-2.54%	+0.76%
Average Drawdown Average peak-to-trough decline	-1.58%	-0.89%	-0.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.55%	—	—

Volatility

Volatility by Period

	XCOU.L	XCO2.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.15%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.66%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	2.37%	7.16%	-4.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.11%	7.16%	-3.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.11%	7.16%	-3.05%