PortfoliosLab logoPortfoliosLab logo
FVUI.DE vs. VUCP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FVUI.DE vs. VUCP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin USD Investment Grade Corporate Bond UCITS ETF (FVUI.DE) and Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FVUI.DE achieves a 1.32% return, which is significantly lower than VUCP.DE's 1.74% return.


FVUI.DE

1D
0.08%
1M
1.16%
YTD
1.32%
6M
0.52%
1Y
3.14%
3Y*
1.75%
5Y*
0.97%
10Y*

VUCP.DE

1D
0.12%
1M
1.25%
YTD
1.74%
6M
1.22%
1Y
4.19%
3Y*
2.61%
5Y*
1.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FVUI.DE vs. VUCP.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FVUI.DE
Franklin USD Investment Grade Corporate Bond UCITS ETF
1.32%-4.78%7.37%2.60%-8.69%4.81%-0.94%16.34%0.00%
VUCP.DE
Vanguard USD Corporate Bond UCITS ETF Distributing
1.74%-4.23%8.63%4.43%-9.56%7.07%-0.54%17.45%-0.27%

Correlation

The correlation between FVUI.DE and VUCP.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

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

0.94

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

0.68

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2018

0.53

Over the past year, FVUI.DE and VUCP.DE have become more correlated (0.89) than their long-term average of 0.53, meaning their price movements have been converging.

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

FVUI.DE vs. VUCP.DE — Risk / Return Rank

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

FVUI.DE
FVUI.DE Risk / Return Rank: 1717
Overall Rank
FVUI.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FVUI.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
FVUI.DE Omega Ratio Rank: 1515
Omega Ratio Rank
FVUI.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
FVUI.DE Martin Ratio Rank: 1818
Martin Ratio Rank

VUCP.DE
VUCP.DE Risk / Return Rank: 2222
Overall Rank
VUCP.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
VUCP.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
VUCP.DE Omega Ratio Rank: 2020
Omega Ratio Rank
VUCP.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
VUCP.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.

FVUI.DE vs. VUCP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin USD Investment Grade Corporate Bond UCITS ETF (FVUI.DE) and Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.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.


FVUI.DEVUCP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.08

1.12

-0.04

Calmar ratioReturn relative to maximum drawdown

0.78

1.16

-0.38

Martin ratioReturn relative to average drawdown

1.84

3.03

-1.19

FVUI.DE vs. VUCP.DE - Sharpe Ratio Comparison

The current FVUI.DE Sharpe Ratio is 0.45, which is lower than the VUCP.DE Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of FVUI.DE and VUCP.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.


Loading charts...

Sharpe Ratios by Period


FVUI.DEVUCP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

0.67

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.20

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.31

-0.04

Drawdowns

FVUI.DE vs. VUCP.DE - Drawdown Comparison

The maximum FVUI.DE drawdown since its inception was -16.78%, which is greater than VUCP.DE's maximum drawdown of -14.51%. Use the drawdown chart below to compare losses from any high point for FVUI.DE and VUCP.DE.


Loading charts...

Drawdown Indicators


FVUI.DEVUCP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.78%

-14.51%

-2.27%

Max Drawdown (1Y)

Largest decline over 1 year

-3.55%

-3.33%

-0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-11.53%

-10.94%

-0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-13.77%

-12.70%

-1.07%

Current Drawdown

Current decline from peak

-6.12%

-4.99%

-1.13%

Average Drawdown

Average peak-to-trough decline

-6.88%

-4.96%

-1.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

1.29%

+0.22%

Volatility

FVUI.DE vs. VUCP.DE - Volatility Comparison

Franklin USD Investment Grade Corporate Bond UCITS ETF (FVUI.DE) has a higher volatility of 1.38% compared to Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.DE) at 0.96%. This indicates that FVUI.DE's price experiences larger fluctuations and is considered to be riskier than VUCP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FVUI.DEVUCP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

0.96%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

4.44%

3.85%

+0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

6.12%

5.79%

+0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.35%

8.02%

+1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.95%

8.42%

+4.53%

FVUI.DE vs. VUCP.DE - Expense Ratio Comparison

FVUI.DE has a 0.35% expense ratio, which is higher than VUCP.DE's 0.09% expense ratio.


Dividends

FVUI.DE vs. VUCP.DE - Dividend Comparison

FVUI.DE's dividend yield for the trailing twelve months is around 3.48%, less than VUCP.DE's 5.15% yield.


PositionTTM202520242023202220212020201920182017
FVUI.DE
Franklin USD Investment Grade Corporate Bond UCITS ETF
3.48%3.53%3.94%3.22%2.63%1.81%2.06%2.99%1.40%0.00%
VUCP.DE
Vanguard USD Corporate Bond UCITS ETF Distributing
5.15%5.41%4.83%4.45%3.56%2.50%3.06%3.27%3.48%3.36%

Frequently Asked Questions


FVUI.DE and VUCP.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VUCP.DE is cheaper with a 0.09% expense ratio, compared with 0.35% for FVUI.DE.

FVUI.DE tracks Franklin USD Investment Grade Corporate Bond, while VUCP.DE tracks Bloomberg US Corp Bond TR USD. They also come from different issuers: Franklin Templeton and Vanguard. Their fees differ too: 0.35% for FVUI.DE and 0.09% for VUCP.DE.

Portfolio Optimizer

Find the right allocation for FVUI.DE and VUCP.DE

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