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LCRP.L vs. VCLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LCRP.L and VCLT is 0.64, 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.


-0.50.00.51.00.6

Performance

LCRP.L vs. VCLT - Performance Comparison

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

5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%SeptemberOctoberNovemberDecember2025February
12.58%
30.36%
LCRP.L
VCLT

Key characteristics

Sharpe Ratio

LCRP.L:

0.46

VCLT:

0.46

Sortino Ratio

LCRP.L:

0.72

VCLT:

0.70

Omega Ratio

LCRP.L:

1.08

VCLT:

1.08

Calmar Ratio

LCRP.L:

0.20

VCLT:

0.19

Martin Ratio

LCRP.L:

2.05

VCLT:

1.20

Ulcer Index

LCRP.L:

2.20%

VCLT:

3.87%

Daily Std Dev

LCRP.L:

9.80%

VCLT:

10.20%

Max Drawdown

LCRP.L:

-28.37%

VCLT:

-34.31%

Current Drawdown

LCRP.L:

-17.08%

VCLT:

-19.36%

Returns By Period

In the year-to-date period, LCRP.L achieves a 0.89% return, which is significantly lower than VCLT's 1.91% return.


LCRP.L

YTD

0.89%

1M

-1.07%

6M

0.76%

1Y

4.51%

5Y*

-1.67%

10Y*

N/A

VCLT

YTD

1.91%

1M

2.06%

6M

-2.36%

1Y

3.97%

5Y*

-2.48%

10Y*

2.23%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LCRP.L vs. VCLT - Expense Ratio Comparison

LCRP.L has a 0.12% expense ratio, which is higher than VCLT's 0.04% 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%.


LCRP.L
SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF
Expense ratio chart for LCRP.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VCLT: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

LCRP.L vs. VCLT — Risk-Adjusted Performance Rank

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

LCRP.L
The Risk-Adjusted Performance Rank of LCRP.L is 1515
Overall Rank
The Sharpe Ratio Rank of LCRP.L is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of LCRP.L is 1515
Sortino Ratio Rank
The Omega Ratio Rank of LCRP.L is 1414
Omega Ratio Rank
The Calmar Ratio Rank of LCRP.L is 1212
Calmar Ratio Rank
The Martin Ratio Rank of LCRP.L is 2121
Martin Ratio Rank

VCLT
The Risk-Adjusted Performance Rank of VCLT is 1414
Overall Rank
The Sharpe Ratio Rank of VCLT is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of VCLT is 1414
Sortino Ratio Rank
The Omega Ratio Rank of VCLT is 1414
Omega Ratio Rank
The Calmar Ratio Rank of VCLT is 1212
Calmar Ratio Rank
The Martin Ratio Rank of VCLT is 1414
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LCRP.L vs. VCLT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF (LCRP.L) and Vanguard Long-Term Corporate Bond ETF (VCLT). 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.


Sharpe ratio
The chart of Sharpe ratio for LCRP.L, currently valued at 0.38, compared to the broader market0.002.004.000.380.36
The chart of Sortino ratio for LCRP.L, currently valued at 0.59, compared to the broader market0.005.0010.000.590.57
The chart of Omega ratio for LCRP.L, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.07
The chart of Calmar ratio for LCRP.L, currently valued at 0.15, compared to the broader market0.005.0010.0015.0020.000.150.15
The chart of Martin ratio for LCRP.L, currently valued at 1.00, compared to the broader market0.0020.0040.0060.0080.00100.001.000.92
LCRP.L
VCLT

The current LCRP.L Sharpe Ratio is 0.46, which is comparable to the VCLT Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of LCRP.L and VCLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.38
0.36
LCRP.L
VCLT

Dividends

LCRP.L vs. VCLT - Dividend Comparison

LCRP.L's dividend yield for the trailing twelve months is around 5.40%, more than VCLT's 5.12% yield.


TTM20242023202220212020201920182017201620152014
LCRP.L
SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF
5.40%5.14%4.64%4.37%3.29%3.49%0.00%0.00%0.00%0.00%0.00%0.00%
VCLT
Vanguard Long-Term Corporate Bond ETF
5.12%5.19%4.67%4.44%3.07%3.16%3.81%4.55%4.01%4.33%4.68%4.29%

Drawdowns

LCRP.L vs. VCLT - Drawdown Comparison

The maximum LCRP.L drawdown since its inception was -28.37%, smaller than the maximum VCLT drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for LCRP.L and VCLT. For additional features, visit the drawdowns tool.


-22.00%-20.00%-18.00%-16.00%-14.00%SeptemberOctoberNovemberDecember2025February
-19.32%
-19.36%
LCRP.L
VCLT

Volatility

LCRP.L vs. VCLT - Volatility Comparison

SPDR Bloomberg 10+ Year US Corporate Bond UCITS ETF (LCRP.L) and Vanguard Long-Term Corporate Bond ETF (VCLT) have volatilities of 2.58% and 2.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%SeptemberOctoberNovemberDecember2025February
2.58%
2.69%
LCRP.L
VCLT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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