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CBU0.DE vs. VUCE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBU0.DE vs. VUCE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.DE) and Vanguard USD Corporate Bond UCITS ETF Accumulating (VUCE.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, CBU0.DE achieves a -0.89% return, which is significantly lower than VUCE.DE's 1.67% return.


CBU0.DE

1D
0.17%
1M
1.62%
YTD
-0.89%
6M
-0.90%
1Y
2.46%
3Y*
3.94%
5Y*
10Y*

VUCE.DE

1D
0.13%
1M
1.13%
YTD
1.67%
6M
0.98%
1Y
3.78%
3Y*
2.60%
5Y*
1.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBU0.DE vs. VUCE.DE - Yearly Performance Comparison


2026 (YTD)202520242023
CBU0.DE
iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc
-0.89%4.58%-0.25%5.06%
VUCE.DE
Vanguard USD Corporate Bond UCITS ETF Accumulating
1.67%-4.17%8.58%1.79%

Correlation

The correlation between CBU0.DE and VUCE.DE is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.33

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2023

0.34

Over the past year, the correlation between CBU0.DE and VUCE.DE has dropped to 0.08 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.

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Return for Risk

CBU0.DE vs. VUCE.DE — Risk / Return Rank

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

CBU0.DE
CBU0.DE Risk / Return Rank: 1616
Overall Rank
CBU0.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
CBU0.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
CBU0.DE Omega Ratio Rank: 1616
Omega Ratio Rank
CBU0.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
CBU0.DE Martin Ratio Rank: 1717
Martin Ratio Rank

VUCE.DE
VUCE.DE Risk / Return Rank: 2222
Overall Rank
VUCE.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VUCE.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
VUCE.DE Omega Ratio Rank: 1919
Omega Ratio Rank
VUCE.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
VUCE.DE Martin Ratio Rank: 2424
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.

CBU0.DE vs. VUCE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.DE) and Vanguard USD Corporate Bond UCITS ETF Accumulating (VUCE.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.


CBU0.DEVUCE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.09

1.12

-0.03

Calmar ratioReturn relative to maximum drawdown

0.58

1.16

-0.58

Martin ratioReturn relative to average drawdown

1.62

2.99

-1.37

CBU0.DE vs. VUCE.DE - Sharpe Ratio Comparison

The current CBU0.DE Sharpe Ratio is 0.48, which is comparable to the VUCE.DE Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of CBU0.DE and VUCE.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


CBU0.DEVUCE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

0.66

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.22

+0.23

Drawdowns

CBU0.DE vs. VUCE.DE - Drawdown Comparison

The maximum CBU0.DE drawdown since its inception was -6.02%, smaller than the maximum VUCE.DE drawdown of -13.02%. Use the drawdown chart below to compare losses from any high point for CBU0.DE and VUCE.DE.


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Drawdown Indicators


CBU0.DEVUCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-6.02%

-13.02%

+7.00%

Max Drawdown (1Y)

Largest decline over 1 year

-4.20%

-3.24%

-0.96%

Max Drawdown (3Y)

Largest decline over 3 years

-4.20%

-11.15%

+6.95%

Max Drawdown (5Y)

Largest decline over 5 years

-12.75%

Current Drawdown

Current decline from peak

-2.03%

-5.08%

+3.05%

Average Drawdown

Average peak-to-trough decline

-1.65%

-5.43%

+3.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

1.26%

+0.26%

Volatility

CBU0.DE vs. VUCE.DE - Volatility Comparison

iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.DE) has a higher volatility of 2.00% compared to Vanguard USD Corporate Bond UCITS ETF Accumulating (VUCE.DE) at 0.91%. This indicates that CBU0.DE's price experiences larger fluctuations and is considered to be riskier than VUCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBU0.DEVUCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.00%

0.91%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

4.39%

3.98%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

5.11%

5.71%

-0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.81%

8.02%

-2.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.81%

8.36%

-2.55%

CBU0.DE vs. VUCE.DE - Expense Ratio Comparison

CBU0.DE has a 0.25% expense ratio, which is higher than VUCE.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

CBU0.DE vs. VUCE.DE - Dividend Comparison

Neither CBU0.DE nor VUCE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CBU0.DE and VUCE.DE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VUCE.DE is cheaper with a 0.09% expense ratio, compared with 0.25% for CBU0.DE.

CBU0.DE tracks iBoxx® GBP Liquid Corporates Large Cap (EUR Hedged), while VUCE.DE tracks Bloomberg Global Aggregate Corporate USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for CBU0.DE and 0.09% for VUCE.DE.

Portfolio Optimizer

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