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IUCB.L vs. VDPA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IUCB.L vs. VDPA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (IUCB.L) and Vanguard USD Corporate Bond UCITS ETF USD Accumulation (VDPA.L). The values are adjusted to include any dividend payments, if applicable.

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IUCB.L vs. VDPA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IUCB.L
SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF
-0.14%7.84%4.54%7.17%-9.26%-1.61%7.94%7.23%
VDPA.L
Vanguard USD Corporate Bond UCITS ETF USD Accumulation
-0.50%7.78%2.83%8.05%-14.88%-1.21%9.15%11.79%

Returns By Period

In the year-to-date period, IUCB.L achieves a -0.14% return, which is significantly higher than VDPA.L's -0.50% return.


IUCB.L

1D
0.37%
1M
-0.70%
YTD
-0.14%
6M
1.13%
1Y
5.48%
3Y*
5.60%
5Y*
2.02%
10Y*

VDPA.L

1D
0.55%
1M
-1.32%
YTD
-0.50%
6M
0.46%
1Y
5.01%
3Y*
5.02%
5Y*
0.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IUCB.L vs. VDPA.L - Expense Ratio Comparison

IUCB.L has a 0.12% expense ratio, which is higher than VDPA.L's 0.07% 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%.


Return for Risk

IUCB.L vs. VDPA.L — Risk / Return Rank

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

IUCB.L
IUCB.L Risk / Return Rank: 7171
Overall Rank
IUCB.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IUCB.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
IUCB.L Omega Ratio Rank: 6565
Omega Ratio Rank
IUCB.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
IUCB.L Martin Ratio Rank: 7575
Martin Ratio Rank

VDPA.L
VDPA.L Risk / Return Rank: 4242
Overall Rank
VDPA.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VDPA.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
VDPA.L Omega Ratio Rank: 4343
Omega Ratio Rank
VDPA.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
VDPA.L Martin Ratio Rank: 4848
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.

IUCB.L vs. VDPA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (IUCB.L) and Vanguard USD Corporate Bond UCITS ETF USD Accumulation (VDPA.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.


IUCB.LVDPA.LDifference

Sharpe ratio

Return per unit of total volatility

1.33

0.86

+0.46

Sortino ratio

Return per unit of downside risk

1.87

1.19

+0.68

Omega ratio

Gain probability vs. loss probability

1.25

1.18

+0.07

Calmar ratio

Return relative to maximum drawdown

2.12

1.20

+0.92

Martin ratio

Return relative to average drawdown

8.88

5.34

+3.54

IUCB.L vs. VDPA.L - Sharpe Ratio Comparison

The current IUCB.L Sharpe Ratio is 1.33, which is higher than the VDPA.L Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of IUCB.L and VDPA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IUCB.LVDPA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

0.86

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.12

+0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.32

+0.15

Correlation

The correlation between IUCB.L and VDPA.L is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IUCB.L vs. VDPA.L - Dividend Comparison

IUCB.L's dividend yield for the trailing twelve months is around 4.69%, while VDPA.L has not paid dividends to shareholders.


TTM202520242023202220212020
IUCB.L
SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF
4.69%4.66%4.70%3.89%2.62%2.37%2.67%
VDPA.L
Vanguard USD Corporate Bond UCITS ETF USD Accumulation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IUCB.L vs. VDPA.L - Drawdown Comparison

The maximum IUCB.L drawdown since its inception was -14.12%, smaller than the maximum VDPA.L drawdown of -21.43%. Use the drawdown chart below to compare losses from any high point for IUCB.L and VDPA.L.


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Drawdown Indicators


IUCB.LVDPA.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.12%

-21.43%

+7.31%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-4.16%

+1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-14.00%

-21.43%

+7.43%

Current Drawdown

Current decline from peak

-1.17%

-1.71%

+0.54%

Average Drawdown

Average peak-to-trough decline

-3.74%

-6.09%

+2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

0.93%

-0.27%

Volatility

IUCB.L vs. VDPA.L - Volatility Comparison

The current volatility for SPDR Bloomberg 1-10 Year US Corporate Bond UCITS ETF (IUCB.L) is 1.38%, while Vanguard USD Corporate Bond UCITS ETF USD Accumulation (VDPA.L) has a volatility of 2.06%. This indicates that IUCB.L experiences smaller price fluctuations and is considered to be less risky than VDPA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUCB.LVDPA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

2.06%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

2.34%

3.07%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

4.21%

5.78%

-1.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.32%

6.80%

-1.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.77%

8.83%

-1.06%