SXRF.DE vs. VUCP.DE
SXRF.DE (iShares $ Intermediate Credit Bond UCITS ETF USD (Dist)) and VUCP.DE (Vanguard USD Corporate Bond UCITS ETF Distributing) are both Corporate Bonds funds - SXRF.DE tracks the Bloomberg US Intermediate Credit Index while VUCP.DE tracks the Bloomberg US Corp Bond TR USD. Both are passively managed. Over the past 5 years, SXRF.DE returned 2.42%/yr vs 1.18%/yr for VUCP.DE. A 0.80 correlation means they provide meaningful diversification when combined. SXRF.DE charges 0.15%/yr vs 0.09%/yr for VUCP.DE.
Performance
SXRF.DE vs. VUCP.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SXRF.DE having a 3.61% return and VUCP.DE slightly lower at 3.59%.
SXRF.DE
- 1D
- 0.00%
- 1M
- 1.91%
- 6M
- 3.13%
- YTD
- 3.61%
- 1Y
- 7.18%
- 3Y*
- 3.97%
- 5Y*
- 2.42%
- 10Y*
- —
VUCP.DE
- 1D
- -0.10%
- 1M
- 1.93%
- 6M
- 3.36%
- YTD
- 3.59%
- 1Y
- 7.48%
- 3Y*
- 3.70%
- 5Y*
- 1.18%
- 10Y*
- —
SXRF.DE vs. VUCP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRF.DE iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) | 3.61% | -4.30% | 10.07% | 2.89% | -3.43% | 7.01% | -2.85% | 12.53% | 4.12% | -1.64% |
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 SXRF.DE and VUCP.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2017 | 0.80 |
The correlation between SXRF.DE and VUCP.DE has been stable across timeframes, ranging from 0.79 to 0.81 - a consistent structural relationship.
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Return for Risk
SXRF.DE vs. VUCP.DE — Risk / Return Rank
SXRF.DE
VUCP.DE
SXRF.DE vs. VUCP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) (SXRF.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.
| SXRF.DE | VUCP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.23 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 2.22 | +0.03 |
| Martin ratioReturn relative to average drawdown | 5.97 | 6.12 | -0.16 |
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Drawdowns
SXRF.DE vs. VUCP.DE - Drawdown Comparison
The maximum SXRF.DE drawdown since its inception was -20.60%, which is greater than VUCP.DE's maximum drawdown of -14.52%. Use the drawdown chart below to compare losses from any high point for SXRF.DE and VUCP.DE.
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Drawdown Indicators
| SXRF.DE | VUCP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.60% | -14.52% | -6.08% |
Max Drawdown (1Y)Largest decline over 1 year | -3.17% | -3.35% | +0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -9.48% | -10.95% | +1.47% |
Max Drawdown (5Y)Largest decline over 5 years | -10.49% | -12.70% | +2.21% |
Current DrawdownCurrent decline from peak | -2.98% | -3.27% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -4.92% | -1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.20% | 1.22% | -0.02% |
Volatility
SXRF.DE vs. VUCP.DE - Volatility Comparison
The current volatility for iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) (SXRF.DE) is 1.55%, while Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.DE) has a volatility of 1.73%. This indicates that SXRF.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
| SXRF.DE | VUCP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.55% | 1.73% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 3.72% | 3.95% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.60% | 5.88% | -0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.10% | 8.00% | -0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.05% | 8.45% | +0.60% |
SXRF.DE vs. VUCP.DE - Expense Ratio Comparison
SXRF.DE has a 0.15% 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
SXRF.DE vs. VUCP.DE - Dividend Comparison
SXRF.DE's dividend yield for the trailing twelve months is around 5.44%, more than VUCP.DE's 5.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
SXRF.DE iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) | 5.44% | 4.55% | 3.62% | 2.79% | 1.94% | 1.82% | 3.03% | 2.91% | 2.57% | 0.47% |
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% |
Frequently Asked Questions
SXRF.DE and VUCP.DE have a correlation of 0.79, 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 0.15% for SXRF.DE.
SXRF.DE tracks Bloomberg US Intermediate Credit Index, while VUCP.DE tracks Bloomberg US Corp Bond TR USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.15% for SXRF.DE and 0.09% for VUCP.DE.
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