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SHYU.L vs. VCIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHYU.L vs. VCIT - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares $ High Yield Corp Bond UCITS ETF (SHYU.L) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SHYU.L is traded in GBP, while VCIT is traded in USD. To make them comparable, the VCIT values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SHYU.L achieves a 3.70% return, which is significantly higher than VCIT's 2.96% return. Over the past 10 years, SHYU.L has outperformed VCIT with an annualized return of 5.50%, while VCIT has yielded a comparatively lower 3.30% annualized return.


SHYU.L

1D
0.39%
1M
2.85%
YTD
3.70%
6M
4.61%
1Y
9.88%
3Y*
7.35%
5Y*
5.04%
10Y*
5.50%

VCIT

1D
0.57%
1M
2.94%
YTD
2.96%
6M
3.03%
1Y
8.58%
3Y*
4.98%
5Y*
2.30%
10Y*
3.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHYU.L vs. VCIT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHYU.L
iShares $ High Yield Corp Bond UCITS ETF
3.70%1.93%8.55%4.73%2.04%4.96%1.60%9.12%4.39%-3.90%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
2.96%1.55%5.00%3.53%-3.75%-0.84%6.24%9.76%4.09%-3.80%

Correlation

The correlation between SHYU.L and VCIT is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

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

0.66

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

0.63

Correlation (10Y)
Calculated over the trailing 10-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2011

0.63

The correlation between SHYU.L and VCIT has been stable across timeframes, ranging from 0.63 to 0.66 - a consistent structural relationship.

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Return for Risk

SHYU.L vs. VCIT — Risk / Return Rank

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

SHYU.L
SHYU.L Risk / Return Rank: 5959
Overall Rank
SHYU.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SHYU.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
SHYU.L Omega Ratio Rank: 5656
Omega Ratio Rank
SHYU.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
SHYU.L Martin Ratio Rank: 5656
Martin Ratio Rank

VCIT
VCIT Risk / Return Rank: 3838
Overall Rank
VCIT Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VCIT Sortino Ratio Rank: 4040
Sortino Ratio Rank
VCIT Omega Ratio Rank: 3636
Omega Ratio Rank
VCIT Calmar Ratio Rank: 3838
Calmar Ratio Rank
VCIT Martin Ratio Rank: 3838
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.

SHYU.L vs. VCIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ High Yield Corp Bond UCITS ETF (SHYU.L) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). 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.


SHYU.LVCITDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.43

Omega ratioGain probability vs. loss probability

1.31

1.26

+0.05

Calmar ratioReturn relative to maximum drawdown

2.76

1.74

+1.02

Martin ratioReturn relative to average drawdown

8.64

4.72

+3.93

SHYU.L vs. VCIT - Sharpe Ratio Comparison

The current SHYU.L Sharpe Ratio is 1.70, which is comparable to the VCIT Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of SHYU.L and VCIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SHYU.L vs. VCIT - Drawdown Comparison

The maximum SHYU.L drawdown since its inception was -38.05%, which is greater than VCIT's maximum drawdown of -15.57%. Use the drawdown chart below to compare losses from any high point for SHYU.L and VCIT.


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Drawdown Indicators


SHYU.LVCITDifference

Max Drawdown

Largest peak-to-trough decline

-38.05%

-15.57%

-22.48%

Max Drawdown (1Y)

Largest decline over 1 year

-3.56%

-4.96%

+1.40%

Max Drawdown (3Y)

Largest decline over 3 years

-9.06%

-8.03%

-1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-10.47%

-12.32%

+1.85%

Max Drawdown (10Y)

Largest decline over 10 years

-15.00%

-15.57%

+0.57%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.90%

-5.22%

-3.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

1.82%

-0.68%

Volatility

SHYU.L vs. VCIT - Volatility Comparison

iShares $ High Yield Corp Bond UCITS ETF (SHYU.L) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT) have volatilities of 1.51% and 1.46%, 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.


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Volatility by Period


SHYU.LVCITDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

1.46%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

4.21%

4.83%

-0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

5.83%

6.05%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.83%

8.53%

-0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.36%

9.42%

-0.06%

SHYU.L vs. VCIT - Expense Ratio Comparison

SHYU.L has a 0.50% expense ratio, which is higher than VCIT's 0.03% expense ratio.


Dividends

SHYU.L vs. VCIT - Dividend Comparison

SHYU.L's dividend yield for the trailing twelve months is around 6.15%, more than VCIT's 4.78% yield.


PositionTTM20252024202320222021202020192018201720162015
SHYU.L
iShares $ High Yield Corp Bond UCITS ETF
6.15%6.25%6.32%5.76%4.82%4.27%5.16%5.58%5.52%5.74%5.16%5.87%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.78%4.62%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%

Frequently Asked Questions


SHYU.L and VCIT have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VCIT is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VCIT is cheaper with a 0.03% expense ratio, compared with 0.50% for SHYU.L.

SHYU.L tracks Markit iBoxx USD Liquid High Yield Capped Index, while VCIT tracks Bloomberg U.S. 5-10 Year Corporate Bond Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.50% for SHYU.L and 0.03% for VCIT.

Portfolio Optimizer

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