IS0Y.DE vs. VUCP.DE
IS0Y.DE (iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)) and VUCP.DE (Vanguard USD Corporate Bond UCITS ETF Distributing) are both Corporate Bonds funds - IS0Y.DE tracks the Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index while VUCP.DE tracks the Bloomberg US Corp Bond TR USD. Both are passively managed. Over the past 5 years, IS0Y.DE returned 2.72%/yr vs 1.18%/yr for VUCP.DE. At a correlation of -0.06, they often move in opposite directions. IS0Y.DE charges 0.25%/yr vs 0.09%/yr for VUCP.DE.
Performance
IS0Y.DE vs. VUCP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS0Y.DE achieves a 1.38% return, which is significantly lower than VUCP.DE's 3.59% return.
IS0Y.DE
- 1D
- -0.08%
- 1M
- 0.27%
- 6M
- 1.51%
- YTD
- 1.38%
- 1Y
- 3.06%
- 3Y*
- 5.28%
- 5Y*
- 2.72%
- 10Y*
- 1.68%
VUCP.DE
- 1D
- -0.10%
- 1M
- 1.93%
- 6M
- 3.36%
- YTD
- 3.59%
- 1Y
- 7.48%
- 3Y*
- 3.70%
- 5Y*
- 1.18%
- 10Y*
- —
IS0Y.DE vs. VUCP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS0Y.DE iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) | 1.38% | 4.15% | 6.61% | 5.08% | -2.70% | -0.25% | 0.80% | 4.09% | -3.73% | 0.12% |
VUCP.DE Vanguard USD Corporate Bond UCITS ETF Distributing | 3.59% | -4.23% | 8.62% | 4.43% | -9.57% | 7.07% | -0.54% | 17.46% | 1.88% | -2.79% |
Correlation
The correlation between IS0Y.DE and VUCP.DE is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.08 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2017 | -0.06 |
The correlation between IS0Y.DE and VUCP.DE shifts across timeframes, from -0.14 (1 year) to -0.03 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
IS0Y.DE vs. VUCP.DE — Risk / Return Rank
IS0Y.DE
VUCP.DE
IS0Y.DE vs. VUCP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IS0Y.DE | VUCP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.23 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 2.22 | +0.78 |
| Martin ratioReturn relative to average drawdown | 11.41 | 6.12 | +5.28 |
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Drawdowns
IS0Y.DE vs. VUCP.DE - Drawdown Comparison
The maximum IS0Y.DE drawdown since its inception was -13.95%, roughly equal to the maximum VUCP.DE drawdown of -14.52%. Use the drawdown chart below to compare losses from any high point for IS0Y.DE and VUCP.DE.
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Drawdown Indicators
| IS0Y.DE | VUCP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.95% | -14.52% | +0.57% |
Max Drawdown (1Y)Largest decline over 1 year | -1.02% | -3.35% | +2.33% |
Max Drawdown (3Y)Largest decline over 3 years | -2.07% | -10.95% | +8.88% |
Max Drawdown (5Y)Largest decline over 5 years | -7.09% | -12.70% | +5.61% |
Max Drawdown (10Y)Largest decline over 10 years | -13.95% | — | — |
Current DrawdownCurrent decline from peak | -0.08% | -3.27% | +3.19% |
Average DrawdownAverage peak-to-trough decline | -1.32% | -4.92% | +3.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.27% | 1.22% | -0.95% |
Volatility
IS0Y.DE vs. VUCP.DE - Volatility Comparison
The current volatility for iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.DE) is 0.59%, while Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.DE) has a volatility of 1.73%. This indicates that IS0Y.DE experiences smaller price fluctuations and is considered to be less risky than VUCP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS0Y.DE | VUCP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.59% | 1.73% | -1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 1.75% | 3.95% | -2.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.19% | 5.88% | -3.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.85% | 8.00% | -5.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.69% | 8.45% | -4.76% |
IS0Y.DE vs. VUCP.DE - Expense Ratio Comparison
IS0Y.DE has a 0.25% expense ratio, which is higher than VUCP.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
IS0Y.DE vs. VUCP.DE - Dividend Comparison
IS0Y.DE's dividend yield for the trailing twelve months is around 2.58%, less than VUCP.DE's 5.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0Y.DE iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) | 2.58% | 2.91% | 3.70% | 2.52% | 0.43% | 0.70% | 0.82% | 0.92% | 0.58% | 0.71% | 1.35% | 1.47% |
VUCP.DE Vanguard USD Corporate Bond UCITS ETF Distributing | 5.06% | 5.40% | 4.83% | 4.45% | 3.56% | 2.50% | 3.06% | 3.27% | 3.48% | 0.55% | 0.00% | 0.00% |
Frequently Asked Questions
IS0Y.DE and VUCP.DE have a correlation of -0.14, 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 0.25% for IS0Y.DE.
IS0Y.DE tracks Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index, while VUCP.DE tracks Bloomberg US Corp Bond TR USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for IS0Y.DE and 0.09% for VUCP.DE.
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