PortfoliosLab logoPortfoliosLab logo
ECRP.L vs. VECP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ECRP.L vs. VECP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.L) and Vanguard EUR Corporate Bond UCITS ETF Distributing (VECP.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

ECRP.L is traded in GBp, while VECP.L is traded in GBP. To make them comparable, the VECP.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ECRP.L achieves a -0.42% return, which is significantly higher than VECP.L's -0.48% return.


ECRP.L

1D
0.28%
1M
1.04%
YTD
-0.42%
6M
-0.50%
1Y
4.66%
3Y*
4.58%
5Y*
0.12%
10Y*

VECP.L

1D
0.27%
1M
1.02%
YTD
-0.48%
6M
-0.49%
1Y
4.68%
3Y*
4.97%
5Y*
0.73%
10Y*
2.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECRP.L vs. VECP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ECRP.L
Amundi Index Euro Corporate SRI UCITS ETF DR (C)
-0.42%8.36%-0.55%5.00%-8.32%-8.20%10.39%
VECP.L
Vanguard EUR Corporate Bond UCITS ETF Distributing
-0.48%8.47%0.17%6.15%-7.51%-7.24%10.29%

Correlation

The correlation between ECRP.L and VECP.L is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.96

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

0.94

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2020

0.88

The correlation between ECRP.L and VECP.L shifts across timeframes, from 0.88 (all time) to 0.99 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ECRP.L vs. VECP.L — Risk / Return Rank

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

ECRP.L
ECRP.L Risk / Return Rank: 2626
Overall Rank
ECRP.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
ECRP.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
ECRP.L Omega Ratio Rank: 2525
Omega Ratio Rank
ECRP.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
ECRP.L Martin Ratio Rank: 2424
Martin Ratio Rank

VECP.L
VECP.L Risk / Return Rank: 2626
Overall Rank
VECP.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
VECP.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
VECP.L Omega Ratio Rank: 2525
Omega Ratio Rank
VECP.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
VECP.L 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.

ECRP.L vs. VECP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.L) and Vanguard EUR Corporate Bond UCITS ETF Distributing (VECP.L). 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.


ECRP.LVECP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.17

1.16

0.00

Calmar ratioReturn relative to maximum drawdown

1.20

1.21

-0.01

Martin ratioReturn relative to average drawdown

3.05

3.08

-0.03

ECRP.L vs. VECP.L - Sharpe Ratio Comparison

The current ECRP.L Sharpe Ratio is 0.97, which is comparable to the VECP.L Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of ECRP.L and VECP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


ECRP.LVECP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.97

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.12

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.33

-0.21

Drawdowns

ECRP.L vs. VECP.L - Drawdown Comparison

The maximum ECRP.L drawdown since its inception was -21.22%, roughly equal to the maximum VECP.L drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for ECRP.L and VECP.L.


Loading charts...

Drawdown Indicators


ECRP.LVECP.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.22%

-20.56%

-0.66%

Max Drawdown (1Y)

Largest decline over 1 year

-3.87%

-3.86%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-3.87%

-3.86%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-16.71%

-16.13%

-0.58%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

Current Drawdown

Current decline from peak

-6.37%

-3.44%

-2.93%

Average Drawdown

Average peak-to-trough decline

-11.10%

-7.60%

-3.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

1.52%

0.00%

Volatility

ECRP.L vs. VECP.L - Volatility Comparison

Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.L) and Vanguard EUR Corporate Bond UCITS ETF Distributing (VECP.L) have volatilities of 1.50% and 1.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ECRP.LVECP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

1.45%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.64%

3.64%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

4.77%

4.82%

-0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.35%

6.17%

+0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.88%

7.58%

-0.70%

ECRP.L vs. VECP.L - Expense Ratio Comparison

ECRP.L has a 0.14% expense ratio, which is higher than VECP.L'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

ECRP.L vs. VECP.L - Dividend Comparison

ECRP.L has not paid dividends to shareholders, while VECP.L's dividend yield for the trailing twelve months is around 3.42%.


PositionTTM2025202420232022202120202019201820172016
ECRP.L
Amundi Index Euro Corporate SRI UCITS ETF DR (C)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VECP.L
Vanguard EUR Corporate Bond UCITS ETF Distributing
3.42%3.37%4.05%3.45%2.12%0.94%0.99%0.93%1.10%1.23%1.04%

Frequently Asked Questions


With a correlation of 0.99, ECRP.L and VECP.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

VECP.L is cheaper with a 0.09% expense ratio, compared with 0.14% for ECRP.L.

Both ETFs track Bloomberg Euro Corp TR EUR. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.14% for ECRP.L and 0.09% for VECP.L.

Portfolio Optimizer

Find the right allocation for ECRP.L and VECP.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer