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UC81.L vs. VUCP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UC81.L vs. VUCP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UC81.L) and Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UC81.L is traded in GBp, while VUCP.L is traded in GBP. To make them comparable, the VUCP.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UC81.L achieves a 0.48% return, which is significantly higher than VUCP.L's 0.04% return. Over the past 10 years, UC81.L has outperformed VUCP.L with an annualized return of 3.31%, while VUCP.L has yielded a comparatively lower 2.70% annualized return.


UC81.L

1D
0.17%
1M
1.13%
YTD
0.48%
6M
0.19%
1Y
5.34%
3Y*
2.64%
5Y*
3.20%
10Y*
3.31%

VUCP.L

1D
0.29%
1M
1.42%
YTD
0.04%
6M
-0.47%
1Y
5.40%
3Y*
1.87%
5Y*
1.01%
10Y*
2.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UC81.L vs. VUCP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UC81.L
UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis
0.48%-0.20%6.44%0.38%4.76%0.32%1.51%4.23%6.12%-6.53%
VUCP.L
Vanguard USD Corporate Bond UCITS ETF Distributing
0.04%-0.91%4.32%1.29%-5.38%-0.63%4.96%10.22%2.22%-3.67%

Correlation

The correlation between UC81.L and VUCP.L is 0.86, 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

0.86

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

0.83

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

0.83

Correlation (10Y)
Calculated over the trailing 10-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2016

0.87

The correlation between UC81.L and VUCP.L has been stable across timeframes, ranging from 0.83 to 0.87 - a consistent structural relationship.

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Return for Risk

UC81.L vs. VUCP.L — Risk / Return Rank

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

UC81.L
UC81.L Risk / Return Rank: 2626
Overall Rank
UC81.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
UC81.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
UC81.L Omega Ratio Rank: 2525
Omega Ratio Rank
UC81.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
UC81.L Martin Ratio Rank: 2525
Martin Ratio Rank

VUCP.L
VUCP.L Risk / Return Rank: 2424
Overall Rank
VUCP.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
VUCP.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
VUCP.L Omega Ratio Rank: 2424
Omega Ratio Rank
VUCP.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
VUCP.L Martin Ratio Rank: 2121
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.

UC81.L vs. VUCP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UC81.L) and Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.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.


UC81.LVUCP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.16

1.15

+0.01

Calmar ratioReturn relative to maximum drawdown

1.24

1.08

+0.16

Martin ratioReturn relative to average drawdown

3.19

2.44

+0.75

UC81.L vs. VUCP.L - Sharpe Ratio Comparison

The current UC81.L Sharpe Ratio is 0.91, which is comparable to the VUCP.L Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of UC81.L and VUCP.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


UC81.LVUCP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.90

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.12

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.27

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.27

+0.16

Drawdowns

UC81.L vs. VUCP.L - Drawdown Comparison

The maximum UC81.L drawdown since its inception was -14.94%, smaller than the maximum VUCP.L drawdown of -16.84%. Use the drawdown chart below to compare losses from any high point for UC81.L and VUCP.L.


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Drawdown Indicators


UC81.LVUCP.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.94%

-16.84%

+1.90%

Max Drawdown (1Y)

Largest decline over 1 year

-4.29%

-5.00%

+0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-8.01%

-9.00%

+0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-14.31%

-13.14%

-1.17%

Max Drawdown (10Y)

Largest decline over 10 years

-14.94%

-16.84%

+1.90%

Current Drawdown

Current decline from peak

-2.57%

-7.67%

+5.10%

Average Drawdown

Average peak-to-trough decline

-5.56%

-7.67%

+2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

2.21%

-0.54%

Volatility

UC81.L vs. VUCP.L - Volatility Comparison

The current volatility for UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UC81.L) is 1.51%, while Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.L) has a volatility of 1.62%. This indicates that UC81.L experiences smaller price fluctuations and is considered to be less risky than VUCP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UC81.LVUCP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

1.62%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

4.27%

4.46%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

5.82%

5.99%

-0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.78%

8.51%

-0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.16%

9.92%

-0.76%

UC81.L vs. VUCP.L - Expense Ratio Comparison

UC81.L has a 0.18% expense ratio, which is higher than VUCP.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

UC81.L vs. VUCP.L - Dividend Comparison

UC81.L's dividend yield for the trailing twelve months is around 4.67%, more than VUCP.L's 3.85% yield.


PositionTTM20252024202320222021202020192018201720162015
UC81.L
UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis
4.67%5.59%4.77%3.28%1.36%1.58%2.75%2.90%2.20%2.16%1.86%0.84%
VUCP.L
Vanguard USD Corporate Bond UCITS ETF Distributing
3.85%4.02%4.73%3.57%2.79%1.85%2.36%2.64%2.58%2.57%1.73%0.00%

Frequently Asked Questions


UC81.L and VUCP.L have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VUCP.L is cheaper with a 0.09% expense ratio, compared with 0.18% for UC81.L.

UC81.L tracks Bloomberg US Corp 1-3 Yr TR USD, while VUCP.L tracks Bloomberg US Corp Bond TR USD. They also come from different issuers: UBS and Vanguard. Their fees differ too: 0.18% for UC81.L and 0.09% for VUCP.L.

Portfolio Optimizer

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