EFRN.DE vs. VECP.DE
EFRN.DE (iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist)) and VECP.DE (Vanguard EUR Corporate Bond UCITS ETF Distributing) are both European Corporate Bonds funds - EFRN.DE tracks the Bloomberg Euro Agg Corp 1-3 Yr TR EUR while VECP.DE tracks the Bloomberg Euro Corp TR EUR. Both are passively managed. Over the past 5 years, EFRN.DE returned 2.35%/yr vs 0.20%/yr for VECP.DE. At a 0.08 correlation, their price movements are largely independent. EFRN.DE charges 0.10%/yr vs 0.09%/yr for VECP.DE.
Performance
EFRN.DE vs. VECP.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 VECP.DE's 0.52% 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*
- —
VECP.DE
- 1D
- 0.10%
- 1M
- 0.30%
- YTD
- 0.52%
- 6M
- 0.50%
- 1Y
- 2.12%
- 3Y*
- 4.57%
- 5Y*
- 0.20%
- 10Y*
- —
EFRN.DE vs. VECP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | 1.18% | -0.78% |
VECP.DE Vanguard EUR Corporate Bond UCITS ETF Distributing | 0.52% | 3.00% | 4.33% | 7.73% | -13.11% | -0.93% | 2.85% | 6.02% | -0.35% |
Correlation
The correlation between EFRN.DE and VECP.DE is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jul 3, 2018 | 0.08 |
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Return for Risk
EFRN.DE vs. VECP.DE — Risk / Return Rank
EFRN.DE
VECP.DE
EFRN.DE vs. VECP.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 Distributing (VECP.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 | VECP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.02 | ||
| Sortino ratioReturn per unit of downside risk | +3.12 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.10 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 8.25 | 0.68 | +7.57 |
| Martin ratioReturn relative to average drawdown | 32.61 | 2.33 | +30.29 |
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 | VECP.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 | 0.04 | +2.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.12 | 0.18 | +0.94 |
Drawdowns
EFRN.DE vs. VECP.DE - Drawdown Comparison
The maximum EFRN.DE drawdown since its inception was -5.68%, smaller than the maximum VECP.DE drawdown of -17.05%. Use the drawdown chart below to compare losses from any high point for EFRN.DE and VECP.DE.
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Drawdown Indicators
| EFRN.DE | VECP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.68% | -17.05% | +11.37% |
Max Drawdown (1Y)Largest decline over 1 year | -0.31% | -2.65% | +2.34% |
Max Drawdown (3Y)Largest decline over 3 years | -0.48% | -2.65% | +2.17% |
Max Drawdown (5Y)Largest decline over 5 years | -1.13% | -17.05% | +15.92% |
Current DrawdownCurrent decline from peak | -0.01% | -0.67% | +0.66% |
Average DrawdownAverage peak-to-trough decline | -0.33% | -4.33% | +4.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.08% | 0.77% | -0.69% |
Volatility
EFRN.DE vs. VECP.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 Distributing (VECP.DE) has a volatility of 1.22%. This indicates that EFRN.DE experiences smaller price fluctuations and is considered to be less risky than VECP.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 | VECP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.34% | 1.22% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 0.80% | 2.76% | -1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.98% | 3.20% | -2.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.99% | 4.50% | -3.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.35% | 5.08% | -3.73% |
EFRN.DE vs. VECP.DE - Expense Ratio Comparison
EFRN.DE has a 0.10% expense ratio, which is higher than VECP.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. VECP.DE - Dividend Comparison
EFRN.DE's dividend yield for the trailing twelve months is around 2.50%, less than VECP.DE's 3.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
VECP.DE Vanguard EUR Corporate Bond UCITS ETF Distributing | 3.41% | 3.43% | 3.37% | 3.00% | 1.45% | 0.66% | 0.76% | 0.79% | 0.97% | 0.19% |
Frequently Asked Questions
EFRN.DE and VECP.DE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VECP.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VECP.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 VECP.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 VECP.DE.
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