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Vanguard ESG U.S. Corporate Bond ETF (VCEB) Sharpe Ratio: 1.34

ETF · Currency in USD · Last updated Jun 3, 2026

VCEB is a passive ETF by Vanguard tracking the investment results of the Bloomberg Barclays MSCI US Corp SRI Select Index. VCEB launched on Sep 22, 2020 and has a 0.12% expense ratio.

VCEB's Sharpe Ratio of 1.34 indicates that for each unit of volatility, it generates 1.34 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

VCEB Sharpe Ratio Rank

VCEB Sharpe Ratio Rank: 36.837
Below Average

VCEB ranks above 36.8% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

VCEB Sharpe Ratio Market Positioning

The chart shows VCEB's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.91 or lower
  • Yellow zone (middle 50%): 0.91 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 7.90+
  • Median: 1.77 — half of all investments score higher

How it compares to other similar ETFs

The table compares Vanguard ESG U.S. Corporate Bond ETF's Sharpe Ratio with other ETFs in the Corporate Bonds, ESG category across multiple time periods, showing how VCEB's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
FLRNSPDR Bloomberg Barclays Investment Grade Floating Rate ETF7.18
BSCQInvesco BulletShares 2026 Corporate Bond ETF7.06
IBDRiShares iBonds Dec 2026 Term Corporate ETF7.02
MYCFState Street My2026 Corporate Bond ETF6.95
FLTRVanEck Vectors Investment Grade Floating Rate ETF6.84
PULTPutnam ESG Ultra Short ETF6.72
FLOTiShares Floating Rate Bond ETF6.68
FLDRFidelity Low Duration Bond Factor ETF5.99
MYCGState Street My2027 Corporate Bond ETF4.71
BSCRInvesco BulletShares 2027 Corporate Bond ETF4.26
VCEBVanguard ESG U.S. Corporate Bond ETF1.34

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows VCEB's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when VCEB consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does VCEB fit in your portfolio?

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