PortfoliosLab logoPortfoliosLab logo
SXRF.DE vs. VUSC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRF.DE vs. VUSC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) (SXRF.DE) and Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing (VUSC.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SXRF.DE achieves a 3.61% return, which is significantly lower than VUSC.DE's 4.06% return.


SXRF.DE

1D
0.00%
1M
1.91%
6M
3.13%
YTD
3.61%
1Y
7.18%
3Y*
3.97%
5Y*
2.42%
10Y*

VUSC.DE

1D
0.12%
1M
1.89%
6M
3.96%
YTD
4.06%
1Y
6.95%
3Y*
3.78%
5Y*
3.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRF.DE vs. VUSC.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%5.87%
VUSC.DE
Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing
4.06%-5.83%11.48%1.85%2.14%8.14%-5.67%7.84%3.68%

Correlation

The correlation between SXRF.DE and VUSC.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

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

0.86

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

0.87

Correlation (All Time)
Calculated using the full available price history since May 22, 2018

0.83

The correlation between SXRF.DE and VUSC.DE has been stable across timeframes, ranging from 0.83 to 0.87 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

SXRF.DE vs. VUSC.DE — Risk / Return Rank

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

SXRF.DE
SXRF.DE Risk / Return Rank: 4646
Overall Rank
SXRF.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SXRF.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
SXRF.DE Omega Ratio Rank: 4444
Omega Ratio Rank
SXRF.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
SXRF.DE Martin Ratio Rank: 4343
Martin Ratio Rank

VUSC.DE
VUSC.DE Risk / Return Rank: 4343
Overall Rank
VUSC.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VUSC.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
VUSC.DE Omega Ratio Rank: 3939
Omega Ratio Rank
VUSC.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
VUSC.DE Martin Ratio Rank: 4141
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.

SXRF.DE vs. VUSC.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 1-3 Bond UCITS ETF Distributing (VUSC.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.DEVUSC.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.24

1.22

+0.02

Calmar ratioReturn relative to maximum drawdown

2.25

2.12

+0.13

Martin ratioReturn relative to average drawdown

5.97

5.51

+0.46

SXRF.DE vs. VUSC.DE - Sharpe Ratio Comparison

The current SXRF.DE Sharpe Ratio is 1.28, which is comparable to the VUSC.DE Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of SXRF.DE and VUSC.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SXRF.DE vs. VUSC.DE - Drawdown Comparison

The maximum SXRF.DE drawdown since its inception was -20.60%, which is greater than VUSC.DE's maximum drawdown of -11.52%. Use the drawdown chart below to compare losses from any high point for SXRF.DE and VUSC.DE.


Loading charts...

Drawdown Indicators


SXRF.DEVUSC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.60%

-11.52%

-9.08%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-3.26%

+0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-9.48%

-10.56%

+1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-10.49%

-11.52%

+1.03%

Current Drawdown

Current decline from peak

-2.98%

-4.17%

+1.19%

Average Drawdown

Average peak-to-trough decline

-6.48%

-4.32%

-2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

1.26%

-0.06%

Volatility

SXRF.DE vs. VUSC.DE - Volatility Comparison

iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) (SXRF.DE) has a higher volatility of 1.55% compared to Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing (VUSC.DE) at 1.46%. This indicates that SXRF.DE's price experiences larger fluctuations and is considered to be riskier than VUSC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SXRF.DEVUSC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

1.46%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.72%

3.77%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

5.60%

5.49%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.10%

7.02%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.05%

6.65%

+2.40%

SXRF.DE vs. VUSC.DE - Expense Ratio Comparison

SXRF.DE has a 0.15% expense ratio, which is higher than VUSC.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. VUSC.DE - Dividend Comparison

SXRF.DE's dividend yield for the trailing twelve months is around 5.44%, more than VUSC.DE's 4.46% yield.


PositionTTM202520242023202220212020201920182017
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%
VUSC.DE
Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing
4.46%5.05%4.78%4.15%1.99%1.01%2.15%2.83%1.76%0.00%

Frequently Asked Questions


SXRF.DE and VUSC.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VUSC.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 VUSC.DE tracks Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.15% for SXRF.DE and 0.09% for VUSC.DE.

Portfolio Optimizer

Find the right allocation for SXRF.DE and VUSC.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer