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UB74.L vs. VDCA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UB74.L vs. VDCA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.L) and Vanguard USD Corporate 1-3 Year Bond UCITS ETF USD Accumulation (VDCA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UB74.L is traded in GBp, while VDCA.L is traded in USD. To make them comparable, the VDCA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UB74.L achieves a 2.73% return, which is significantly lower than VDCA.L's 3.28% return.


UB74.L

1D
0.33%
1M
2.38%
YTD
2.73%
6M
3.35%
1Y
6.60%
3Y*
2.98%
5Y*
2.93%
10Y*
2.01%

VDCA.L

1D
0.38%
1M
2.33%
YTD
3.28%
6M
3.69%
1Y
7.35%
3Y*
4.17%
5Y*
3.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UB74.L vs. VDCA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
UB74.L
UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis
2.73%-2.06%5.76%-1.66%7.62%0.57%-0.46%1.12%
VDCA.L
Vanguard USD Corporate 1-3 Year Bond UCITS ETF USD Accumulation
3.28%-1.68%7.40%0.12%7.63%0.73%0.52%2.98%

Correlation

The correlation between UB74.L and VDCA.L is 0.75, 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

0.75

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

0.77

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

0.77

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2019

0.77

The correlation between UB74.L and VDCA.L has been stable across timeframes, ranging from 0.75 to 0.77 - a consistent structural relationship.

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Return for Risk

UB74.L vs. VDCA.L — Risk / Return Rank

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

UB74.L
UB74.L Risk / Return Rank: 3131
Overall Rank
UB74.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
UB74.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
UB74.L Omega Ratio Rank: 3030
Omega Ratio Rank
UB74.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
UB74.L Martin Ratio Rank: 2929
Martin Ratio Rank

VDCA.L
VDCA.L Risk / Return Rank: 8989
Overall Rank
VDCA.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VDCA.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
VDCA.L Omega Ratio Rank: 8989
Omega Ratio Rank
VDCA.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
VDCA.L Martin Ratio Rank: 9191
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.

UB74.L vs. VDCA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.L) and Vanguard USD Corporate 1-3 Year Bond UCITS ETF USD Accumulation (VDCA.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.

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.


UB74.LVDCA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.19

1.20

-0.01

Calmar ratioReturn relative to maximum drawdown

1.43

1.46

-0.04

Martin ratioReturn relative to average drawdown

3.63

4.12

-0.50

UB74.L vs. VDCA.L - Sharpe Ratio Comparison

The current UB74.L Sharpe Ratio is 1.07, which is comparable to the VDCA.L Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of UB74.L and VDCA.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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Drawdowns

UB74.L vs. VDCA.L - Drawdown Comparison

The maximum UB74.L drawdown since its inception was -41.53%, which is greater than VDCA.L's maximum drawdown of -15.72%. Use the drawdown chart below to compare losses from any high point for UB74.L and VDCA.L.


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Drawdown Indicators


UB74.LVDCA.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.53%

-15.72%

-25.81%

Max Drawdown (1Y)

Largest decline over 1 year

-4.61%

-5.00%

+0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-8.93%

-8.97%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-16.34%

-15.72%

-0.62%

Max Drawdown (10Y)

Largest decline over 10 years

-18.81%

Current Drawdown

Current decline from peak

-8.75%

-2.23%

-6.52%

Average Drawdown

Average peak-to-trough decline

-21.38%

-6.89%

-14.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

1.78%

+0.03%

Volatility

UB74.L vs. VDCA.L - Volatility Comparison

The current volatility for UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.L) is 1.53%, while Vanguard USD Corporate 1-3 Year Bond UCITS ETF USD Accumulation (VDCA.L) has a volatility of 1.80%. This indicates that UB74.L experiences smaller price fluctuations and is considered to be less risky than VDCA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UB74.LVDCA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

1.80%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

4.53%

5.14%

-0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

6.22%

6.59%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.07%

8.28%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.76%

8.88%

-0.12%

UB74.L vs. VDCA.L - Expense Ratio Comparison

UB74.L has a 0.05% expense ratio, which is lower than VDCA.L's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

UB74.L vs. VDCA.L - Dividend Comparison

UB74.L's dividend yield for the trailing twelve months is around 3.62%, while VDCA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
UB74.L
UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis
3.62%4.94%3.67%2.22%0.41%0.36%1.68%2.28%1.10%0.65%0.62%0.41%
VDCA.L
Vanguard USD Corporate 1-3 Year Bond UCITS ETF USD Accumulation
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


UB74.L and VDCA.L have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UB74.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UB74.L is cheaper with a 0.05% expense ratio, compared with 0.09% for VDCA.L.

UB74.L is categorized as Government Bonds, while VDCA.L is Short-Term Bond. UB74.L tracks Bloomberg US 1-3 Year Treasury Bond Index, while VDCA.L tracks Bloomberg Global Aggregate Corporate - United States Dollar Index 1-3 Year. They also come from different issuers: UBS and Vanguard. Their fees differ too: 0.05% for UB74.L and 0.09% for VDCA.L.

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