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Vanguard EUR Corporate Bond UCITS ETF Accumulating...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BGYWT403
WKNA2PA8G
IssuerVanguard
Inception DateFeb 19, 2019
CategoryEuropean Corporate Bonds
Index TrackedBloomberg Euro Corp TR EUR
DomicileIreland
Distribution PolicyAccumulating
Asset ClassBond

Expense Ratio

VECA.L has an expense ratio of 0.09% which is considered to be low.


Expense ratio chart for VECA.L: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

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.


Vanguard EUR Corporate Bond UCITS ETF Accumulating

Popular comparisons: VECA.L vs. VCLT

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Vanguard EUR Corporate Bond UCITS ETF Accumulating, 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%20.00%40.00%60.00%80.00%100.00%December2024FebruaryMarchAprilMay
-2.11%
98.28%
VECA.L (Vanguard EUR Corporate Bond UCITS ETF Accumulating)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard EUR Corporate Bond UCITS ETF Accumulating had a return of -0.99% year-to-date (YTD) and 4.96% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-0.99%11.05%
1 month1.07%4.86%
6 months2.56%17.50%
1 year4.96%27.37%
5 years (annualized)-1.02%13.14%
10 years (annualized)N/A10.90%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.07%-0.49%1.16%-1.03%-0.99%
20231.16%-2.39%1.61%0.45%-1.87%-0.48%0.70%-0.06%0.31%0.94%1.52%3.56%5.47%
2022-2.21%-1.93%-0.54%-3.50%0.38%-2.43%2.53%-1.85%-1.26%-2.50%3.61%1.13%-8.48%
2021-1.75%-2.68%-1.63%2.16%-1.49%0.27%0.44%0.19%-0.65%-2.32%1.10%-1.34%-7.55%
2020-0.22%1.62%-4.02%1.96%3.98%2.24%0.13%-0.65%2.32%-0.31%0.67%0.52%8.32%
2019-1.21%1.94%0.51%2.57%2.93%3.02%-0.21%-2.56%-3.01%-1.31%-0.18%2.29%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VECA.L is 24, indicating that it is in the bottom 24% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of VECA.L is 2424
VECA.L (Vanguard EUR Corporate Bond UCITS ETF Accumulating)
The Sharpe Ratio Rank of VECA.L is 1414Sharpe Ratio Rank
The Sortino Ratio Rank of VECA.L is 1717Sortino Ratio Rank
The Omega Ratio Rank of VECA.L is 5252Omega Ratio Rank
The Calmar Ratio Rank of VECA.L is 2323Calmar Ratio Rank
The Martin Ratio Rank of VECA.L is 1414Martin 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 EUR Corporate Bond UCITS ETF Accumulating (VECA.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VECA.L
Sharpe ratio
The chart of Sharpe ratio for VECA.L, currently valued at 0.17, compared to the broader market0.002.004.000.17
Sortino ratio
The chart of Sortino ratio for VECA.L, currently valued at 0.53, compared to the broader market-2.000.002.004.006.008.0010.000.53
Omega ratio
The chart of Omega ratio for VECA.L, currently valued at 1.22, compared to the broader market0.501.001.502.002.501.22
Calmar ratio
The chart of Calmar ratio for VECA.L, currently valued at 0.24, compared to the broader market0.002.004.006.008.0010.0012.0014.000.24
Martin ratio
The chart of Martin ratio for VECA.L, currently valued at 0.41, compared to the broader market0.0020.0040.0060.0080.000.41
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.49, compared to the broader market0.002.004.002.49
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market-2.000.002.004.006.008.0010.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.501.001.502.002.501.43
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.03, compared to the broader market0.002.004.006.008.0010.0012.0014.002.03
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.57, compared to the broader market0.0020.0040.0060.0080.009.57

Sharpe Ratio

The current Vanguard EUR Corporate Bond UCITS ETF Accumulating Sharpe ratio is 0.17. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard EUR Corporate Bond UCITS ETF Accumulating 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 Ratio0.000.501.001.502.00December2024FebruaryMarchAprilMay
0.17
2.06
VECA.L (Vanguard EUR Corporate Bond UCITS ETF Accumulating)
Benchmark (^GSPC)

Dividends

Dividend History


Vanguard EUR Corporate Bond UCITS ETF Accumulating doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-21.62%
0
VECA.L (Vanguard EUR Corporate Bond UCITS ETF Accumulating)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard EUR Corporate Bond UCITS ETF Accumulating. 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 EUR Corporate Bond UCITS ETF Accumulating was 23.45%, occurring on Feb 13, 2024. The portfolio has not yet recovered.

The current Vanguard EUR Corporate Bond UCITS ETF Accumulating drawdown is 21.62%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.45%Dec 27, 202334Feb 13, 2024
-21.36%Dec 14, 2020462Oct 17, 2022301Dec 26, 2023763
-12.45%Aug 13, 2019163Apr 2, 2020165Dec 11, 2020328
-2.08%Mar 22, 20194Mar 27, 201917Apr 23, 201921
-1.52%Feb 26, 20192Feb 27, 201916Mar 21, 201918

Volatility

Volatility Chart

The current Vanguard EUR Corporate Bond UCITS ETF Accumulating volatility is 1.51%, 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%December2024FebruaryMarchAprilMay
1.51%
3.80%
VECA.L (Vanguard EUR Corporate Bond UCITS ETF Accumulating)
Benchmark (^GSPC)