VECA.L's Sortino Ratio of -0.28 indicates that for each unit of downside volatility, it generates -0.28 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 17, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
VECA.L Sortino Ratio Rank
VECA.L ranks above 6.6% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Weak downside-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or implementing downside hedges
- Review higher-ranked alternatives in the same category
VECA.L Sortino Ratio Market Positioning
The chart shows VECA.L's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.16 or lower
- Yellow zone (middle 50%): 1.16 to 2.72
- Green zone (top 25%): 2.72 or higher
- Top 1%: 13.25+
- Median: 2.02 — half of all investments score higher
How it compares to other similar ETFs
The table compares Vanguard EUR Corporate Bond UCITS ETF Accumulating's Sortino Ratio with other ETFs in the European Corporate Bonds category across multiple time periods, showing how VECA.L'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 Jul 17, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| HYGU.L | iShares € High Yield Corp Bond UCITS ETF USD Hedged (Acc) | 2.51 | |||
| SEUC.L | SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF | 2.39 | |||
| IS15.L | iShares GBP Corporate Bond 0-5yr UCITS ETF | 2.09 | |||
| IRCP.L | iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) | 1.71 | |||
| SUOG.L | iShares EUR Corporate Bond ESG SRI UCITS ETF GBP Hedged (Dist) | 1.42 | |||
| JR15.L | JPM EUR 1-5 Year IG Corporate Bond Active UCITS ETF EUR (Acc) | 1.24 | |||
| IGBE.L | Invesco GBP Corporate Bond ESG UCITS ETF Dist | 1.19 | |||
| IGCB.L | Invesco GBP Corporate Bond UCITS ETF Dist | 1.05 | |||
| SUKC.L | SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF | 1.03 | |||
| UKCO.L | SPDR Bloomberg Sterling Corporate Bond UCITS ETF | 0.99 | |||
| VECA.L | Vanguard EUR Corporate Bond UCITS ETF Accumulating | -0.28 |
Historical Sortino Ratio
The chart shows VECA.L's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when VECA.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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