EUHD.L vs. VUCP.L
EUHD.L (PowerShares EURO STOXX High Dividend Low Volatility UCITS) and VUCP.L (Vanguard USD Corporate Bond UCITS ETF Distributing) are both exchange-traded funds - EUHD.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while VUCP.L is a Corporate Bonds fund tracking the Bloomberg US Corp Bond TR USD. Both are passively managed. Over the past 10 years, EUHD.L returned 9.34%/yr vs 2.71%/yr for VUCP.L. At a 0.11 correlation, their price movements are largely independent. EUHD.L charges 0.30%/yr vs 0.09%/yr for VUCP.L.
Performance
EUHD.L vs. VUCP.L - Performance Comparison
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Different Trading Currencies
EUHD.L is traded in GBp, while VUCP.L is traded in GBP. To make them comparable, the VUCP.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, EUHD.L achieves a 9.03% return, which is significantly higher than VUCP.L's -0.23% return. Over the past 10 years, EUHD.L has outperformed VUCP.L with an annualized return of 9.34%, while VUCP.L has yielded a comparatively lower 2.71% annualized return.
EUHD.L
- 1D
- -0.96%
- 1M
- 0.20%
- YTD
- 9.03%
- 6M
- 11.47%
- 1Y
- 23.95%
- 3Y*
- 20.19%
- 5Y*
- 12.83%
- 10Y*
- 9.34%
VUCP.L
- 1D
- 0.29%
- 1M
- 1.74%
- YTD
- -0.23%
- 6M
- -0.79%
- 1Y
- 5.18%
- 3Y*
- 1.89%
- 5Y*
- 0.96%
- 10Y*
- 2.71%
EUHD.L vs. VUCP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUHD.L PowerShares EURO STOXX High Dividend Low Volatility UCITS | 9.03% | 42.88% | 5.23% | 11.37% | -3.26% | 13.30% | -13.39% | 11.53% | -7.27% | 13.76% |
VUCP.L Vanguard USD Corporate Bond UCITS ETF Distributing | -0.23% | -0.91% | 4.32% | 1.29% | -5.38% | -0.63% | 4.96% | 10.22% | 2.22% | -3.67% |
Correlation
The correlation between EUHD.L and VUCP.L is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2016 | 0.11 |
The correlation between EUHD.L and VUCP.L shifts across timeframes, from -0.01 (5 years) to 0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EUHD.L vs. VUCP.L — Risk / Return Rank
EUHD.L
VUCP.L
EUHD.L vs. VUCP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L) and Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.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.
| EUHD.L | VUCP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.16 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.32 | 1.14 | +2.19 |
| Martin ratioReturn relative to average drawdown | 11.62 | 2.59 | +9.03 |
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
| EUHD.L | VUCP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 0.95 | +1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.11 | +0.82 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.27 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.27 | +0.35 |
Drawdowns
EUHD.L vs. VUCP.L - Drawdown Comparison
The maximum EUHD.L drawdown since its inception was -35.97%, which is greater than VUCP.L's maximum drawdown of -16.84%. Use the drawdown chart below to compare losses from any high point for EUHD.L and VUCP.L.
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Drawdown Indicators
| EUHD.L | VUCP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.97% | -16.84% | -19.13% |
Max Drawdown (1Y)Largest decline over 1 year | -7.17% | -5.00% | -2.17% |
Max Drawdown (3Y)Largest decline over 3 years | -10.52% | -9.00% | -1.52% |
Max Drawdown (5Y)Largest decline over 5 years | -19.82% | -13.14% | -6.68% |
Max Drawdown (10Y)Largest decline over 10 years | -35.97% | -16.84% | -19.13% |
Current DrawdownCurrent decline from peak | -2.33% | -7.92% | +5.59% |
Average DrawdownAverage peak-to-trough decline | -5.30% | -7.67% | +2.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 2.20% | -0.14% |
Volatility
EUHD.L vs. VUCP.L - Volatility Comparison
PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L) has a higher volatility of 3.81% compared to Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.L) at 1.73%. This indicates that EUHD.L's price experiences larger fluctuations and is considered to be riskier than VUCP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUHD.L | VUCP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 1.73% | +2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.70% | 4.46% | +4.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.19% | 6.05% | +5.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.74% | 8.51% | +5.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.55% | 9.92% | +5.63% |
EUHD.L vs. VUCP.L - Expense Ratio Comparison
EUHD.L has a 0.30% expense ratio, which is higher than VUCP.L's 0.09% expense ratio.
Dividends
EUHD.L vs. VUCP.L - Dividend Comparison
EUHD.L's dividend yield for the trailing twelve months is around 3.96%, more than VUCP.L's 3.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EUHD.L PowerShares EURO STOXX High Dividend Low Volatility UCITS | 3.96% | 4.61% | 5.86% | 5.50% | 5.44% | 4.28% | 3.06% | 4.66% | 4.34% | 3.41% | 3.51% |
VUCP.L Vanguard USD Corporate Bond UCITS ETF Distributing | 3.86% | 4.02% | 4.73% | 3.57% | 2.79% | 1.85% | 2.36% | 2.64% | 2.58% | 2.57% | 1.73% |
Frequently Asked Questions
EUHD.L and VUCP.L have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUCP.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUCP.L is cheaper with a 0.09% expense ratio, compared with 0.30% for EUHD.L.
EUHD.L is categorized as Europe Equities, while VUCP.L is Corporate Bonds. EUHD.L tracks MSCI EMU NR EUR, while VUCP.L tracks Bloomberg US Corp Bond TR USD. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.30% for EUHD.L and 0.09% for VUCP.L.
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