EFRN.DE vs. VECA.DE
EFRN.DE (iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist)) and VECA.DE (Vanguard EUR Corporate Bond UCITS ETF Accumulating) are both European Corporate Bonds funds - EFRN.DE tracks the Bloomberg Euro Agg Corp 1-3 Yr TR EUR while VECA.DE tracks the Bloomberg Euro Corp TR EUR. Both are passively managed. Over the past 5 years, EFRN.DE returned 2.35%/yr vs 0.09%/yr for VECA.DE. At a 0.06 correlation, their price movements are largely independent. EFRN.DE charges 0.10%/yr vs 0.09%/yr for VECA.DE.
Performance
EFRN.DE vs. VECA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EFRN.DE achieves a 0.87% return, which is significantly higher than VECA.DE's 0.53% return.
EFRN.DE
- 1D
- 0.05%
- 1M
- 0.17%
- YTD
- 0.87%
- 6M
- 1.29%
- 1Y
- 2.55%
- 3Y*
- 3.61%
- 5Y*
- 2.35%
- 10Y*
- —
VECA.DE
- 1D
- 0.10%
- 1M
- 0.30%
- YTD
- 0.53%
- 6M
- 0.60%
- 1Y
- 2.10%
- 3Y*
- 4.55%
- 5Y*
- 0.09%
- 10Y*
- —
EFRN.DE vs. VECA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EFRN.DE iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) | 0.87% | 2.94% | 4.31% | 3.97% | -0.03% | -0.22% | -0.04% | 0.63% |
VECA.DE Vanguard EUR Corporate Bond UCITS ETF Accumulating | 0.53% | 2.98% | 4.38% | 7.53% | -13.48% | -1.05% | 2.50% | 4.88% |
Correlation
The correlation between EFRN.DE and VECA.DE is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2019 | 0.06 |
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Return for Risk
EFRN.DE vs. VECA.DE — Risk / Return Rank
EFRN.DE
VECA.DE
EFRN.DE vs. VECA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) (EFRN.DE) and Vanguard EUR Corporate Bond UCITS ETF Accumulating (VECA.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.
| EFRN.DE | VECA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.02 | ||
| Sortino ratioReturn per unit of downside risk | +3.11 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.11 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 8.25 | 0.69 | +7.56 |
| Martin ratioReturn relative to average drawdown | 32.61 | 2.35 | +30.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EFRN.DE | VECA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.58 | 0.56 | +2.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.35 | 0.02 | +2.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.12 | 0.19 | +0.93 |
Drawdowns
EFRN.DE vs. VECA.DE - Drawdown Comparison
The maximum EFRN.DE drawdown since its inception was -5.68%, smaller than the maximum VECA.DE drawdown of -17.21%. Use the drawdown chart below to compare losses from any high point for EFRN.DE and VECA.DE.
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Drawdown Indicators
| EFRN.DE | VECA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.68% | -17.21% | +11.53% |
Max Drawdown (1Y)Largest decline over 1 year | -0.31% | -2.63% | +2.32% |
Max Drawdown (3Y)Largest decline over 3 years | -0.48% | -2.63% | +2.15% |
Max Drawdown (5Y)Largest decline over 5 years | -1.13% | -17.21% | +16.08% |
Current DrawdownCurrent decline from peak | -0.01% | -0.99% | +0.98% |
Average DrawdownAverage peak-to-trough decline | -0.33% | -5.14% | +4.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.08% | 0.77% | -0.69% |
Volatility
EFRN.DE vs. VECA.DE - Volatility Comparison
The current volatility for iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) (EFRN.DE) is 0.34%, while Vanguard EUR Corporate Bond UCITS ETF Accumulating (VECA.DE) has a volatility of 1.20%. This indicates that EFRN.DE experiences smaller price fluctuations and is considered to be less risky than VECA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFRN.DE | VECA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.34% | 1.20% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 0.80% | 2.78% | -1.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.98% | 3.22% | -2.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.99% | 4.48% | -3.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.35% | 4.72% | -3.37% |
EFRN.DE vs. VECA.DE - Expense Ratio Comparison
EFRN.DE has a 0.10% expense ratio, which is higher than VECA.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
EFRN.DE vs. VECA.DE - Dividend Comparison
EFRN.DE's dividend yield for the trailing twelve months is around 2.50%, while VECA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EFRN.DE iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) | 2.50% | 2.88% | 4.22% | 2.93% | 0.00% | 0.00% | 0.00% |
VECA.DE Vanguard EUR Corporate Bond UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EFRN.DE and VECA.DE have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VECA.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VECA.DE is cheaper with a 0.09% expense ratio, compared with 0.10% for EFRN.DE.
EFRN.DE tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR, while VECA.DE tracks Bloomberg Euro Corp TR EUR. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.10% for EFRN.DE and 0.09% for VECA.DE.
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