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Issuer
Vanguard
Inception Date
Oct 3, 2023
Leveraged
1x (No leverage)
Index Tracked
Vanguard USD Corporate 1-3 year Bond UCITS ETF
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

VUSC.L Performance Chart

Vanguard USD Corporate 1-3 year Bond UCITS ETF (VUSC.L) is up 1.0% since the beginning of the year. VUSC.L is currently trading at £36 per share. Investors who bought £1,000 worth of VUSC.L shares 5 years ago would now be looking at an investment worth £1,167.


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S&P 500 Index

Returns By Period

Vanguard USD Corporate 1-3 year Bond UCITS ETF (VUSC.L) has returned 1.01% so far this year and 3.35% over the past 12 months.


Vanguard USD Corporate 1-3 year Bond UCITS ETF

1D
0.03%
1M
-0.23%
6M
0.76%
YTD
1.01%
1Y
3.35%
3Y*
4.27%
5Y*
3.13%
10Y*

Benchmark (S&P 500 Index)

1D
-0.66%
1M
-0.64%
6M
8.66%
YTD
10.17%
1Y
19.99%
3Y*
17.60%
5Y*
12.23%
10Y*
13.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUSC.L Monthly Returns History

Based on dividend-adjusted daily data since May 22, 2018, VUSC.L's average daily return is +0.01%, while the average monthly return is +0.25%. At this rate, an investment would double in approximately 23.1 years.

Historically, 54% of months were positive and 46% were negative. The best month was Jul 2019 with a return of +4.2%, while the worst month was Jul 2020 at -5.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VUSC.L closed higher 50% of trading days. The best single day was Mar 23, 2020 with a return of +4.8%, while the worst single day was Mar 19, 2020 at -3.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.64%2.39%1.45%-2.42%1.09%1.72%-1.49%1.01%
20251.38%-0.67%-2.12%-2.62%-0.89%-0.92%3.91%-1.38%1.06%2.59%-0.56%-0.92%-1.33%
20240.81%0.38%0.60%0.61%-0.78%1.19%-0.49%-1.20%-1.06%3.63%1.73%1.63%7.18%
2023-1.28%1.00%-1.15%-1.08%1.40%-2.66%-0.57%1.79%3.79%0.81%-2.61%0.43%-0.33%
2022-0.34%-0.57%0.50%4.02%0.20%2.73%0.64%3.88%2.95%-3.34%-2.71%-0.22%7.69%
2021-0.40%-1.57%1.06%-0.07%-2.35%2.58%-0.59%1.11%1.81%-1.70%3.16%-1.78%1.08%

Benchmark Metrics

Vanguard USD Corporate 1-3 year Bond UCITS ETF has an annualized alpha of 2.66%, beta of 0.07, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since May 22, 2018.

  • This ETF captured 5.15% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -12.13%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.07 may look defensive, but with R2 of 0.02 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.02 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.66%
Beta
0.07
0.02
Upside Capture
5.15%
Downside Capture
-12.13%

Return for Risk

Risk / Return Rank

VUSC.L ranks 21 for risk / return — below 21% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


VUSC.L Risk / Return Rank: 2121
Overall Rank
VUSC.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
VUSC.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
VUSC.L Omega Ratio Rank: 1919
Omega Ratio Rank
VUSC.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
VUSC.L Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard USD Corporate 1-3 year Bond UCITS ETF (VUSC.L) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VUSC.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.04

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.11

1.31

-0.20

Calmar ratioReturn relative to maximum drawdown

0.86

2.50

-1.64

Martin ratioReturn relative to average drawdown

2.28

9.11

-6.83

Dividends

Dividend History

Vanguard USD Corporate 1-3 year Bond UCITS ETF provided a 4.93% dividend yield over the last twelve months, with an annual payout of £1.79 per share.


1.00%2.00%3.00%4.00%5.00%£0.00£0.50£1.00£1.50£2.0020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend£1.79£1.82£1.90£1.60£0.77£0.39£0.81£1.13£0.68

Dividend yield

4.93%4.94%4.85%4.15%1.92%1.03%2.12%2.92%1.75%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard USD Corporate 1-3 year Bond UCITS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026£0.12£0.15£0.14£0.11£0.16£0.12£0.13£0.92
2025£0.18£0.14£0.19£0.13£0.17£0.14£0.17£0.16£0.13£0.13£0.16£0.13£1.82
2024£0.17£0.15£0.15£0.15£0.19£0.14£0.15£0.19£0.15£0.14£0.18£0.15£1.90
2023£0.13£0.11£0.13£0.10£0.15£0.12£0.12£0.15£0.13£0.14£0.17£0.14£1.60
2022£0.03£0.02£0.04£0.03£0.06£0.05£0.07£0.09£0.08£0.09£0.11£0.10£0.77
2021£0.05£0.03£0.05£0.02£0.04£0.03£0.04£0.03£0.02£0.03£0.03£0.03£0.39

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard USD Corporate 1-3 year Bond UCITS 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 USD Corporate 1-3 year Bond UCITS ETF was 15.15%, occurring on Jul 14, 2023. The portfolio has not yet recovered.

The current Vanguard USD Corporate 1-3 year Bond UCITS ETF drawdown is 3.61%.


Drawdown

Fall

Recovery

Underwater

Related event

-15.15%Jul 2023
9mo 18d
3y 9moSep 2022 - now
-12.92%May 2021
1y 1mo1y 3mo
2y 4moMar 2020 - Aug 2022
-8.92%Dec 2019
3mo 11d3mo 11d
6mo 22dSep 2019 - Mar 2020
-4.27%Feb 2019
1mo 25d2mo 17d
4mo 12dJan 2019 - May 2019
-4.07%Sep 2018
1mo 5d2mo 21d
3mo 26dAug 2018 - Dec 2018
Rate-hike selloffLate 2018

Drawdown Indicators


VUSC.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-15.15%

-37.07%

+21.92%

Max Drawdown (1Y)

Largest decline over 1 year

-4.38%

-8.03%

+3.65%

Max Drawdown (3Y)

Largest decline over 3 years

-8.76%

-22.15%

+13.39%

Max Drawdown (5Y)

Largest decline over 5 years

-15.15%

-22.15%

+7.00%

Max Drawdown (10Y)

Largest decline over 10 years

-26.01%

Current Drawdown

Current decline from peak

-3.61%

-1.42%

-2.19%

Average Drawdown

Average peak-to-trough decline

-6.19%

-5.29%

-0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

2.20%

-0.54%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with VUSC.L

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