IJS vs. VUSC.DE

Last updated Apr 5, 2026

Compare and contrast key facts about iShares S&P SmallCap 600 Value ETF (IJS) and Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing (VUSC.DE).

IJS and VUSC.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IJS is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600/Citigroup Value Index. It was launched on Jul 24, 2000. VUSC.DE is a passively managed fund by Vanguard that tracks the performance of the Bloomberg US Corp 1-3 Yr TR USD. It was launched on May 22, 2018. Both IJS and VUSC.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IJS vs. VUSC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P SmallCap 600 Value ETF (IJS) and Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing (VUSC.DE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

IJS is traded in USD, while VUSC.DE is traded in EUR. To make them comparable, the VUSC.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IJS achieves a 4.77% return, which is significantly higher than VUSC.DE's 0.22% return.

IJS

• 1D: 0.22%
• 1M: 0.37%
• YTD: 4.77%
• 6M: 6.54%
• 1Y: 37.59%
• 3Y*: 10.12%
• 5Y*: 4.81%
• 10Y*: 9.52%

VUSC.DE

• 1D: 0.02%
• 1M: -0.66%
• YTD: 0.22%
• 6M: 1.06%
• 1Y: 3.80%
• 3Y*: 4.66%
• 5Y*: 2.26%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IJS vs. VUSC.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
IJS iShares S&P SmallCap 600 Value ETF	4.77%	6.54%	7.33%	14.68%	-11.34%	30.53%	2.63%	24.11%	-19.17%
VUSC.DE Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing	0.22%	5.73%	4.70%	5.02%	-3.72%	-0.36%	3.31%	3.55%	-0.68%

Correlation

The correlation between IJS and VUSC.DE is 0.10, meaning there is essentially no relationship between their price movements. They neither move together nor in opposition — each responds to its own set of market drivers. This independence makes them strong candidates for combining in a diversified portfolio.

IJS vs. VUSC.DE - Expense Ratio Comparison

IJS has a 0.25% expense ratio, which is higher than VUSC.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%.

IJS

iShares S&P SmallCap 600 Value ETF

VUSC.DE

Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing

Return for Risk

IJS vs. VUSC.DE — Risk / Return Rank

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

IJS

IJS Risk / Return Rank: 47
IJS Sharpe Ratio Rank: 48
IJS Sortino Ratio Rank: 50
IJS Omega Ratio Rank: 45
IJS Calmar Ratio Rank: 45
IJS Martin Ratio Rank: 45

VUSC.DE

VUSC.DE Risk / Return Rank: 7
VUSC.DE Sharpe Ratio Rank: 6
VUSC.DE Sortino Ratio Rank: 5
VUSC.DE Omega Ratio Rank: 5
VUSC.DE Calmar Ratio Rank: 8
VUSC.DE Martin Ratio Rank: 9

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.

IJS vs. VUSC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Value ETF (IJS) and Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing (VUSC.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.

	IJS	VUSC.DE	Difference
Sharpe ratio Return per unit of total volatility	0.93	0.80	+0.12
Sortino ratio Return per unit of downside risk	1.43	1.15	+0.28
Omega ratio Gain probability vs. loss probability	1.19	1.16	+0.03
Calmar ratio Return relative to maximum drawdown	1.51	1.89	-0.38
Martin ratio Return relative to average drawdown	5.68	9.28	-3.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IJS vs. VUSC.DE - Sharpe Ratio Comparison

The current IJS Sharpe Ratio is 0.93, which is comparable to the VUSC.DE Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of IJS and VUSC.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.

Sharpe Ratios by Period

	IJS	VUSC.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.93	0.80	+0.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.22	0.51	-0.29
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.40	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.53	-0.15

Drawdowns

IJS vs. VUSC.DE - Drawdown Comparison

The maximum IJS drawdown since its inception was -60.11%, which is greater than VUSC.DE's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for IJS and VUSC.DE.

Drawdown Indicators

	IJS	VUSC.DE	Difference
Max Drawdown Largest peak-to-trough decline	-60.11%	-11.44%	-48.67%
Max Drawdown (1Y) Largest decline over 1 year	-9.28%	-6.22%	-3.06%
Max Drawdown (5Y) Largest decline over 5 years	-28.65%	-11.44%	-17.21%
Max Drawdown (10Y) Largest decline over 10 years	-47.68%	—	—
Current Drawdown Current decline from peak	-5.84%	-6.56%	+0.72%
Average Drawdown Average peak-to-trough decline	-9.95%	-4.60%	-5.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.17%	3.87%	+0.30%

Volatility

IJS vs. VUSC.DE - Volatility Comparison

iShares S&P SmallCap 600 Value ETF (IJS) has a higher volatility of 5.31% compared to Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing (VUSC.DE) at 1.58%. This indicates that IJS's price experiences larger fluctuations and is considered to be riskier than VUSC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IJS	VUSC.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.31%	1.58%	+3.73%
Volatility (6M) Calculated over the trailing 6-month period	13.50%	2.57%	+10.93%
Volatility (1Y) Calculated over the trailing 1-year period	23.75%	4.82%	+18.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.13%	4.39%	+17.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.60%	4.41%	+19.19%

Dividends

IJS vs. VUSC.DE - Dividend Comparison

IJS's dividend yield for the trailing twelve months is around 1.42%, less than VUSC.DE's 4.03% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IJS iShares S&P SmallCap 600 Value ETF	1.42%	1.62%	1.78%	1.42%	1.46%	1.52%	1.00%	1.66%	1.75%	1.41%	1.22%	1.59%
VUSC.DE Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing	4.03%	4.49%	4.42%	4.11%	1.92%	0.85%	1.90%	0.92%	0.00%	0.00%	0.00%	0.00%