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5UOA.DE vs. VUSC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

5UOA.DE vs. VUSC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.DE) and Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing (VUSC.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 5UOA.DE achieves a 1.02% return, which is significantly lower than VUSC.DE's 1.87% return.


5UOA.DE

1D
0.04%
1M
1.01%
YTD
1.02%
6M
0.66%
1Y
3.48%
3Y*
2.19%
5Y*
1.37%
10Y*

VUSC.DE

1D
0.01%
1M
1.29%
YTD
1.87%
6M
1.19%
1Y
2.08%
3Y*
2.04%
5Y*
3.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

5UOA.DE vs. VUSC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
5UOA.DE
iShares USD Corporate Bond ESG UCITS ETF Acc
1.02%-4.01%7.93%4.48%-9.70%6.44%2.37%
VUSC.DE
Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing
1.87%-6.35%11.06%1.80%2.07%7.98%-4.66%

Correlation

The correlation between 5UOA.DE and VUSC.DE is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.69

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2020

0.68

The correlation between 5UOA.DE and VUSC.DE has been stable across timeframes, ranging from 0.67 to 0.76 - a consistent structural relationship.

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Return for Risk

5UOA.DE vs. VUSC.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

5UOA.DE
5UOA.DE Risk / Return Rank: 1919
Overall Rank
5UOA.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
5UOA.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
5UOA.DE Omega Ratio Rank: 1717
Omega Ratio Rank
5UOA.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
5UOA.DE Martin Ratio Rank: 2121
Martin Ratio Rank

VUSC.DE
VUSC.DE Risk / Return Rank: 1414
Overall Rank
VUSC.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
VUSC.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
VUSC.DE Omega Ratio Rank: 1313
Omega Ratio Rank
VUSC.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
VUSC.DE Martin Ratio Rank: 1515
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.

5UOA.DE vs. VUSC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.DE) and Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing (VUSC.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


5UOA.DEVUSC.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.10

1.06

+0.04

Calmar ratioReturn relative to maximum drawdown

0.95

0.56

+0.39

Martin ratioReturn relative to average drawdown

2.46

1.30

+1.16

5UOA.DE vs. VUSC.DE - Sharpe Ratio Comparison

The current 5UOA.DE Sharpe Ratio is 0.55, which is higher than the VUSC.DE Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of 5UOA.DE and VUSC.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


5UOA.DEVUSC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.35

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.46

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.35

-0.21

Drawdowns

5UOA.DE vs. VUSC.DE - Drawdown Comparison

The maximum 5UOA.DE drawdown since its inception was -12.65%, which is greater than VUSC.DE's maximum drawdown of -11.44%. Use the drawdown chart below to compare losses from any high point for 5UOA.DE and VUSC.DE.


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Drawdown Indicators


5UOA.DEVUSC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.65%

-11.44%

-1.21%

Max Drawdown (1Y)

Largest decline over 1 year

-3.32%

-3.36%

+0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-11.22%

-10.76%

-0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-12.65%

-11.44%

-1.21%

Current Drawdown

Current decline from peak

-5.64%

-6.70%

+1.06%

Average Drawdown

Average peak-to-trough decline

-5.96%

-4.51%

-1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

1.46%

-0.17%

Volatility

5UOA.DE vs. VUSC.DE - Volatility Comparison

iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.DE) has a higher volatility of 1.10% compared to Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing (VUSC.DE) at 1.04%. This indicates that 5UOA.DE's price experiences larger fluctuations and is considered to be riskier than VUSC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


5UOA.DEVUSC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

1.04%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.94%

3.65%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

5.70%

5.48%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.13%

7.03%

+1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.18%

6.66%

+1.52%

5UOA.DE vs. VUSC.DE - Expense Ratio Comparison

5UOA.DE has a 0.15% expense ratio, which is higher than VUSC.DE's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

5UOA.DE vs. VUSC.DE - Dividend Comparison

5UOA.DE has not paid dividends to shareholders, while VUSC.DE's dividend yield for the trailing twelve months is around 3.94%.


PositionTTM2025202420232022202120202019
5UOA.DE
iShares USD Corporate Bond ESG UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUSC.DE
Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing
3.94%4.49%4.42%4.11%1.92%0.85%1.90%0.92%

Frequently Asked Questions


5UOA.DE and VUSC.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUSC.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUSC.DE is cheaper with a 0.09% expense ratio, compared with 0.15% for 5UOA.DE.

5UOA.DE tracks Bloomberg MSCI US Corporate Sustainable SRI, while VUSC.DE tracks Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.15% for 5UOA.DE and 0.09% for VUSC.DE.

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