VECP.DE's Sortino Ratio of 0.84 indicates that for each unit of downside volatility, it generates 0.84 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 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.
VECP.DE Sortino Ratio Rank
VECP.DE ranks above 17.3% 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
VECP.DE Sortino Ratio Market Positioning
The chart shows VECP.DE'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%): 1.32 or lower
- Yellow zone (middle 50%): 1.32 to 3.31
- Green zone (top 25%): 3.31 or higher
- Top 1%: 12.64+
- Median: 2.39 — half of all investments score higher
How it compares to other similar ETFs
The table compares Vanguard EUR Corporate Bond UCITS ETF Distributing's Sortino Ratio with other ETFs in the European Corporate Bonds category across multiple time periods, showing how VECP.DE'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 5, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| ECR1.DE | Amundi Euro Corporate 0-1Y ESG UCITS ETF | 6.71 | |||
| IB26.DE | iShares iBonds Dec 2026 Term EUR Corporate UCITS ETF EUR (Dist) | 5.04 | |||
| EFRN.DE | iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) | 3.96 | |||
| ECR3.DE | Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF | 2.88 | |||
| QDVL.DE | iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) | 2.55 | |||
| IE3E.DE | iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR Acc | 1.86 | |||
| ASR3.DE | BNP Paribas Easy EUR Corporate Bond SRI PAB 1-3Y UCITS ETF | 1.63 | |||
| JER5.DE | JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 1.62 | |||
| UEF6.DE | UBS ETF (LU) Bloomberg Euro Area Liquid Corporates 1-5 Year UCITS ETF (EUR) Dist | 1.50 | |||
| SPPS.DE | SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc | 1.45 | |||
| VECP.DE | Vanguard EUR Corporate Bond UCITS ETF Distributing | 0.84 |
Historical Sortino Ratio
The chart shows VECP.DE'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 VECP.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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