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UC98.L vs. VSCA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UC98.L vs. VSCA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) Bloomberg MSCI US Liquid Corporates Sustainable UCITS ETF (USD) A-dis (UC98.L) and Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VSCA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UC98.L is traded in GBp, while VSCA.L is traded in GBP. To make them comparable, the VSCA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UC98.L achieves a 2.66% return, which is significantly lower than VSCA.L's 3.21% return.


UC98.L

1D
0.62%
1M
3.34%
YTD
2.66%
6M
3.49%
1Y
8.23%
3Y*
3.76%
5Y*
1.03%
10Y*
2.30%

VSCA.L

1D
0.32%
1M
2.51%
YTD
3.21%
6M
3.85%
1Y
7.64%
3Y*
4.17%
5Y*
3.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UC98.L vs. VSCA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
UC98.L
UBS ETF (LU) Bloomberg MSCI US Liquid Corporates Sustainable UCITS ETF (USD) A-dis
2.66%0.33%3.62%2.43%-7.46%-1.33%6.37%10.38%
VSCA.L
Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating
3.21%-1.28%7.11%-0.28%7.72%0.72%0.35%-20.77%

Correlation

The correlation between UC98.L and VSCA.L is 0.81, 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

0.81

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

0.70

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

0.68

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

0.71

The correlation between UC98.L and VSCA.L shifts across timeframes, from 0.68 (5 years) to 0.81 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UC98.L vs. VSCA.L — Risk / Return Rank

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

UC98.L
UC98.L Risk / Return Rank: 4141
Overall Rank
UC98.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
UC98.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
UC98.L Omega Ratio Rank: 4343
Omega Ratio Rank
UC98.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
UC98.L Martin Ratio Rank: 3131
Martin Ratio Rank

VSCA.L
VSCA.L Risk / Return Rank: 3838
Overall Rank
VSCA.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VSCA.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
VSCA.L Omega Ratio Rank: 3737
Omega Ratio Rank
VSCA.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
VSCA.L Martin Ratio Rank: 3535
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.

UC98.L vs. VSCA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg MSCI US Liquid Corporates Sustainable UCITS ETF (USD) A-dis (UC98.L) and Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VSCA.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.


UC98.LVSCA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.25

1.22

+0.02

Calmar ratioReturn relative to maximum drawdown

1.69

1.79

-0.11

Martin ratioReturn relative to average drawdown

4.05

4.75

-0.70

UC98.L vs. VSCA.L - Sharpe Ratio Comparison

The current UC98.L Sharpe Ratio is 1.37, which is comparable to the VSCA.L Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of UC98.L and VSCA.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

UC98.L vs. VSCA.L - Drawdown Comparison

The maximum UC98.L drawdown since its inception was -36.07%, which is greater than VSCA.L's maximum drawdown of -24.56%. Use the drawdown chart below to compare losses from any high point for UC98.L and VSCA.L.


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Drawdown Indicators


UC98.LVSCA.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.07%

-24.56%

-11.51%

Max Drawdown (1Y)

Largest decline over 1 year

-4.86%

-4.24%

-0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-8.30%

-20.80%

+12.50%

Max Drawdown (5Y)

Largest decline over 5 years

-14.17%

-20.80%

+6.63%

Max Drawdown (10Y)

Largest decline over 10 years

-19.62%

Current Drawdown

Current decline from peak

-7.60%

-12.65%

+5.05%

Average Drawdown

Average peak-to-trough decline

-14.43%

-17.31%

+2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

1.60%

+0.43%

Volatility

UC98.L vs. VSCA.L - Volatility Comparison

UBS ETF (LU) Bloomberg MSCI US Liquid Corporates Sustainable UCITS ETF (USD) A-dis (UC98.L) has a higher volatility of 1.65% compared to Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VSCA.L) at 1.53%. This indicates that UC98.L's price experiences larger fluctuations and is considered to be riskier than VSCA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UC98.LVSCA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

1.53%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

4.48%

4.45%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

6.03%

6.13%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.95%

16.07%

-7.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.91%

16.93%

-7.02%

UC98.L vs. VSCA.L - Expense Ratio Comparison

UC98.L has a 0.20% expense ratio, which is higher than VSCA.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

UC98.L vs. VSCA.L - Dividend Comparison

UC98.L's dividend yield for the trailing twelve months is around 4.36%, while VSCA.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
UC98.L
UBS ETF (LU) Bloomberg MSCI US Liquid Corporates Sustainable UCITS ETF (USD) A-dis
4.36%5.96%4.81%3.91%2.35%2.01%2.72%3.27%2.04%1.74%
VSCA.L
Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UC98.L and VSCA.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VSCA.L is cheaper with a 0.09% expense ratio, compared with 0.20% for UC98.L.

UC98.L tracks Bloomberg US Corp Bond TR USD, while VSCA.L tracks Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: UBS and Vanguard. Their fees differ too: 0.20% for UC98.L and 0.09% for VSCA.L.

Portfolio Optimizer

Find the right allocation for UC98.L and VSCA.L

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