SXRR.DE vs. VUCP.DE
SXRR.DE (iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist)) and VUCP.DE (Vanguard USD Corporate Bond UCITS ETF Distributing) are both Corporate Bonds funds - SXRR.DE tracks the Bloomberg US Floating Rate Notes 1-5 Year Index (EUR Hedged) while VUCP.DE tracks the Bloomberg US Corp Bond TR USD. Both are passively managed. Over the past 5 years, SXRR.DE returned 2.44%/yr vs 1.18%/yr for VUCP.DE. At a correlation of -0.02, they often move in opposite directions. SXRR.DE charges 0.12%/yr vs 0.09%/yr for VUCP.DE.
Performance
SXRR.DE vs. VUCP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRR.DE achieves a 1.42% return, which is significantly lower than VUCP.DE's 3.59% return.
SXRR.DE
- 1D
- 0.00%
- 1M
- 0.24%
- 6M
- 1.42%
- YTD
- 1.42%
- 1Y
- 2.84%
- 3Y*
- 3.76%
- 5Y*
- 2.44%
- 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*
- —
SXRR.DE vs. VUCP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRR.DE iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) | 1.42% | 2.69% | 4.90% | 4.43% | -0.72% | -0.50% | -0.32% | 1.07% | -1.64% | -0.04% |
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 SXRR.DE and VUCP.DE is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2017 | -0.02 |
The correlation between SXRR.DE and VUCP.DE shifts across timeframes, from -0.16 (1 year) to 0.01 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SXRR.DE vs. VUCP.DE — Risk / Return Rank
SXRR.DE
VUCP.DE
SXRR.DE vs. VUCP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (SXRR.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.
| SXRR.DE | VUCP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.93 | 1.23 | +0.70 |
| Calmar ratioReturn relative to maximum drawdown | 12.00 | 2.22 | +9.78 |
| Martin ratioReturn relative to average drawdown | 38.03 | 6.12 | +31.91 |
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Drawdowns
SXRR.DE vs. VUCP.DE - Drawdown Comparison
The maximum SXRR.DE drawdown since its inception was -14.20%, roughly equal to the maximum VUCP.DE drawdown of -14.52%. Use the drawdown chart below to compare losses from any high point for SXRR.DE and VUCP.DE.
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Drawdown Indicators
| SXRR.DE | VUCP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.20% | -14.52% | +0.32% |
Max Drawdown (1Y)Largest decline over 1 year | -0.24% | -3.35% | +3.11% |
Max Drawdown (3Y)Largest decline over 3 years | -1.36% | -10.95% | +9.59% |
Max Drawdown (5Y)Largest decline over 5 years | -2.72% | -12.70% | +9.98% |
Current DrawdownCurrent decline from peak | 0.00% | -3.27% | +3.27% |
Average DrawdownAverage peak-to-trough decline | -1.22% | -4.92% | +3.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.07% | 1.22% | -1.15% |
Volatility
SXRR.DE vs. VUCP.DE - Volatility Comparison
The current volatility for iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (SXRR.DE) is 0.24%, while Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.DE) has a volatility of 1.73%. This indicates that SXRR.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
| SXRR.DE | VUCP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.24% | 1.73% | -1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 1.10% | 3.95% | -2.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.42% | 5.88% | -4.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.94% | 8.00% | -6.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.81% | 8.45% | -4.64% |
SXRR.DE vs. VUCP.DE - Expense Ratio Comparison
SXRR.DE has a 0.12% 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
SXRR.DE vs. VUCP.DE - Dividend Comparison
SXRR.DE's dividend yield for the trailing twelve months is around 4.72%, less than VUCP.DE's 5.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
SXRR.DE iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) | 4.72% | 5.04% | 6.01% | 5.52% | 1.49% | 0.58% | 1.60% | 3.00% | 2.06% | 0.36% |
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
SXRR.DE and VUCP.DE have a correlation of -0.16, 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 0.12% for SXRR.DE.
SXRR.DE tracks Bloomberg US Floating Rate Notes 1-5 Year Index (EUR Hedged), while VUCP.DE tracks Bloomberg US Corp Bond TR USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.12% for SXRR.DE and 0.09% for VUCP.DE.
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