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Vanguard ESG U.S. Corporate Bond ETF (VCEB)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

CUSIP

921910691

Issuer

Vanguard

Inception Date

Sep 22, 2020

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Bloomberg Barclays MSCI US Corp SRI Select Index

Asset Class

Bond

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
VCEB vs. VTEB VCEB vs. EAGG VCEB vs. VFMO VCEB vs. SUSC VCEB vs. GRNB VCEB vs. EUSB VCEB vs. USHY VCEB vs. SCHZ VCEB vs. BGRN VCEB vs. VUG
Popular comparisons:
VCEB vs. VTEB VCEB vs. EAGG VCEB vs. VFMO VCEB vs. SUSC VCEB vs. GRNB VCEB vs. EUSB VCEB vs. USHY VCEB vs. SCHZ VCEB vs. BGRN VCEB vs. VUG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard ESG U.S. Corporate Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.74%
12.92%
VCEB (Vanguard ESG U.S. Corporate Bond ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard ESG U.S. Corporate Bond ETF had a return of 2.59% year-to-date (YTD) and 7.38% in the last 12 months.


VCEB

YTD

2.59%

1M

-0.53%

6M

3.74%

1Y

7.38%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of VCEB, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.17%-1.41%1.30%-2.43%1.95%0.54%2.28%1.58%1.75%-2.57%2.59%
20234.28%-3.31%3.07%0.50%-1.29%0.56%0.19%-0.76%-2.69%-1.62%5.82%3.94%8.52%
2022-3.15%-1.81%-2.54%-5.53%1.53%-2.72%3.55%-3.76%-4.74%-0.89%5.29%-0.97%-15.16%
2021-1.51%-1.93%-1.31%0.89%0.48%1.76%1.08%-0.17%-1.43%0.26%-0.04%-0.04%-1.99%
20200.07%-0.43%2.70%0.13%2.46%

Expense Ratio

VCEB has an expense ratio of 0.12%, which is considered low compared to other funds.


Expense ratio chart for VCEB: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VCEB is 39, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of VCEB is 3939
Combined Rank
The Sharpe Ratio Rank of VCEB is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of VCEB is 4646
Sortino Ratio Rank
The Omega Ratio Rank of VCEB is 4242
Omega Ratio Rank
The Calmar Ratio Rank of VCEB is 2525
Calmar Ratio Rank
The Martin Ratio Rank of VCEB is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard ESG U.S. Corporate Bond ETF (VCEB) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VCEB, currently valued at 1.34, compared to the broader market0.002.004.001.342.54
The chart of Sortino ratio for VCEB, currently valued at 1.99, compared to the broader market-2.000.002.004.006.008.0010.0012.001.993.40
The chart of Omega ratio for VCEB, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.47
The chart of Calmar ratio for VCEB, currently valued at 0.55, compared to the broader market0.005.0010.0015.000.553.66
The chart of Martin ratio for VCEB, currently valued at 5.08, compared to the broader market0.0020.0040.0060.0080.00100.00120.005.0816.26
VCEB
^GSPC

The current Vanguard ESG U.S. Corporate Bond ETF Sharpe ratio is 1.34. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard ESG U.S. Corporate Bond ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.34
2.54
VCEB (Vanguard ESG U.S. Corporate Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard ESG U.S. Corporate Bond ETF provided a 4.36% dividend yield over the last twelve months, with an annual payout of $2.73 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%1.00%2.00%3.00%4.00%$0.00$0.50$1.00$1.50$2.002020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020
Dividend$2.73$2.35$1.71$1.24$0.33

Dividend yield

4.36%3.70%2.82%1.69%0.43%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard ESG U.S. Corporate Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.22$0.21$0.23$0.23$0.23$0.23$0.24$0.24$0.23$0.24$2.30
2023$0.00$0.18$0.17$0.19$0.18$0.20$0.20$0.20$0.20$0.20$0.21$0.43$2.35
2022$0.00$0.12$0.11$0.13$0.13$0.14$0.14$0.14$0.15$0.17$0.16$0.34$1.71
2021$0.00$0.08$0.10$0.10$0.10$0.11$0.11$0.11$0.11$0.10$0.11$0.22$1.24
2020$0.03$0.10$0.20$0.33

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.43%
-0.88%
VCEB (Vanguard ESG U.S. Corporate Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard ESG U.S. Corporate Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard ESG U.S. Corporate Bond ETF was 21.61%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current Vanguard ESG U.S. Corporate Bond ETF drawdown is 7.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.61%Jan 4, 2021454Oct 20, 2022
-1.08%Dec 1, 20207Dec 9, 202014Dec 30, 202021
-1.06%Nov 6, 20203Nov 10, 20206Nov 18, 20209
-1.01%Oct 15, 202012Oct 30, 20203Nov 4, 202015
-0.41%Oct 2, 20204Oct 7, 20203Oct 12, 20207

Volatility

Volatility Chart

The current Vanguard ESG U.S. Corporate Bond ETF volatility is 1.70%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.70%
3.96%
VCEB (Vanguard ESG U.S. Corporate Bond ETF)
Benchmark (^GSPC)