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SLXX.L vs. VCPA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLXX.L vs. VCPA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core £ Corp Bond UCITS ETF (SLXX.L) and Vanguard USD Corporate Bond UCITS ETF Accumulating (VCPA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SLXX.L achieves a -0.09% return, which is significantly lower than VCPA.L's 0.51% return.


SLXX.L

1D
0.21%
1M
2.07%
YTD
-0.09%
6M
0.15%
1Y
4.74%
3Y*
5.83%
5Y*
-0.77%
10Y*
1.80%

VCPA.L

1D
0.29%
1M
1.41%
YTD
0.51%
6M
0.27%
1Y
-98.93%
3Y*
-77.87%
5Y*
-59.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLXX.L vs. VCPA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SLXX.L
iShares Core £ Corp Bond UCITS ETF
-0.09%6.50%1.60%8.54%-18.36%-4.01%9.03%7.61%
VCPA.L
Vanguard USD Corporate Bond UCITS ETF Accumulating
0.51%-99.00%4.58%2.13%-4.89%-0.13%5.86%10.80%

Correlation

The correlation between SLXX.L and VCPA.L is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.29

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

0.29

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2019

0.27

Over the past year, the correlation between SLXX.L and VCPA.L has dropped to 0.07 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.

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Return for Risk

SLXX.L vs. VCPA.L — Risk / Return Rank

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

SLXX.L
SLXX.L Risk / Return Rank: 2424
Overall Rank
SLXX.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SLXX.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
SLXX.L Omega Ratio Rank: 2424
Omega Ratio Rank
SLXX.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
SLXX.L Martin Ratio Rank: 2626
Martin Ratio Rank

VCPA.L
VCPA.L Risk / Return Rank: 22
Overall Rank
VCPA.L Sharpe Ratio Rank: 11
Sharpe Ratio Rank
VCPA.L Sortino Ratio Rank: 33
Sortino Ratio Rank
VCPA.L Omega Ratio Rank: 00
Omega Ratio Rank
VCPA.L Calmar Ratio Rank: 00
Calmar Ratio Rank
VCPA.L Martin Ratio Rank: 33
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.

SLXX.L vs. VCPA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core £ Corp Bond UCITS ETF (SLXX.L) and Vanguard USD Corporate Bond UCITS ETF Accumulating (VCPA.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.


SLXX.LVCPA.LDifference
Sharpe ratioReturn per unit of total volatility

+1.85

Sortino ratioReturn per unit of downside risk

+2.18

Omega ratioGain probability vs. loss probability

1.16

0.31

+0.85

Calmar ratioReturn relative to maximum drawdown

1.11

-1.00

+2.11

Martin ratioReturn relative to average drawdown

3.47

-1.21

+4.68

SLXX.L vs. VCPA.L - Sharpe Ratio Comparison

The current SLXX.L Sharpe Ratio is 0.85, which is higher than the VCPA.L Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of SLXX.L and VCPA.L, 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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Sharpe Ratios by Period


SLXX.LVCPA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

-1.00

+1.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

-1.32

+1.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

-1.24

+1.68

Drawdowns

SLXX.L vs. VCPA.L - Drawdown Comparison

The maximum SLXX.L drawdown since its inception was -30.27%, smaller than the maximum VCPA.L drawdown of -99.06%. Use the drawdown chart below to compare losses from any high point for SLXX.L and VCPA.L.


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Drawdown Indicators


SLXX.LVCPA.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.27%

-99.06%

+68.79%

Max Drawdown (1Y)

Largest decline over 1 year

-4.25%

-99.02%

+94.77%

Max Drawdown (3Y)

Largest decline over 3 years

-4.25%

-99.04%

+94.79%

Max Drawdown (5Y)

Largest decline over 5 years

-29.34%

-99.04%

+69.70%

Max Drawdown (10Y)

Largest decline over 10 years

-30.27%

Current Drawdown

Current decline from peak

-8.12%

-99.03%

+90.91%

Average Drawdown

Average peak-to-trough decline

-5.61%

-17.55%

+11.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

81.78%

-80.41%

Volatility

SLXX.L vs. VCPA.L - Volatility Comparison

iShares Core £ Corp Bond UCITS ETF (SLXX.L) has a higher volatility of 2.11% compared to Vanguard USD Corporate Bond UCITS ETF Accumulating (VCPA.L) at 1.53%. This indicates that SLXX.L's price experiences larger fluctuations and is considered to be riskier than VCPA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLXX.LVCPA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.11%

1.53%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

4.81%

4.41%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

5.59%

98.63%

-93.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.06%

45.54%

-37.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.08%

40.64%

-32.56%

SLXX.L vs. VCPA.L - Expense Ratio Comparison

SLXX.L has a 0.20% expense ratio, which is higher than VCPA.L'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

SLXX.L vs. VCPA.L - Dividend Comparison

SLXX.L's dividend yield for the trailing twelve months is around 4.93%, while VCPA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SLXX.L
iShares Core £ Corp Bond UCITS ETF
4.93%4.82%4.68%4.06%2.75%2.06%2.12%2.44%2.71%2.73%2.99%3.39%
VCPA.L
Vanguard USD Corporate Bond UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SLXX.L and VCPA.L have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VCPA.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VCPA.L is cheaper with a 0.09% expense ratio, compared with 0.20% for SLXX.L.

SLXX.L tracks Markit iBoxx GBP Liquid Corporates Large Cap Index, while VCPA.L tracks Bloomberg US Corp Bond TR USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for SLXX.L and 0.09% for VCPA.L.

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