UCRP.DE vs. VAGY.DE
UCRP.DE (Amundi USD Corporate Bond ESG UCITS ETF DR (Acc)) and VAGY.DE (Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating) are both Corporate Bonds funds - UCRP.DE tracks the Bloomberg MSCI US Corporate SRI Index while VAGY.DE tracks the Bloomberg Global Aggregate Corporate USD 1-3. Both are passively managed. Over the past 3 years, UCRP.DE returned 3.27%/yr vs 3.78%/yr for VAGY.DE. A 0.69 correlation means they provide meaningful diversification when combined. UCRP.DE charges 0.14%/yr vs 0.09%/yr for VAGY.DE.
Performance
UCRP.DE vs. VAGY.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, UCRP.DE achieves a 3.24% return, which is significantly lower than VAGY.DE's 4.01% return.
UCRP.DE
- 1D
- -0.16%
- 1M
- 1.82%
- 6M
- 2.96%
- YTD
- 3.24%
- 1Y
- 6.79%
- 3Y*
- 3.27%
- 5Y*
- 0.91%
- 10Y*
- —
VAGY.DE
- 1D
- 0.00%
- 1M
- 1.85%
- 6M
- 3.90%
- YTD
- 4.01%
- 1Y
- 6.93%
- 3Y*
- 3.78%
- 5Y*
- —
- 10Y*
- —
UCRP.DE vs. VAGY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
UCRP.DE Amundi USD Corporate Bond ESG UCITS ETF DR (Acc) | 3.24% | -4.44% | 7.79% | 2.97% |
VAGY.DE Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating | 4.01% | -5.79% | 11.38% | 0.66% |
Correlation
The correlation between UCRP.DE and VAGY.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2023 | 0.69 |
The correlation between UCRP.DE and VAGY.DE has been stable across timeframes, ranging from 0.68 to 0.76 - 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
UCRP.DE vs. VAGY.DE — Risk / Return Rank
UCRP.DE
VAGY.DE
UCRP.DE vs. VAGY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi USD Corporate Bond ESG UCITS ETF DR (Acc) (UCRP.DE) and Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.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.
| UCRP.DE | VAGY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.22 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | 2.17 | -0.12 |
| Martin ratioReturn relative to average drawdown | 5.77 | 5.57 | +0.20 |
Loading charts...
Drawdowns
UCRP.DE vs. VAGY.DE - Drawdown Comparison
The maximum UCRP.DE drawdown since its inception was -14.40%, which is greater than VAGY.DE's maximum drawdown of -10.58%. Use the drawdown chart below to compare losses from any high point for UCRP.DE and VAGY.DE.
Loading charts...
Drawdown Indicators
| UCRP.DE | VAGY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.40% | -10.58% | -3.82% |
Max Drawdown (1Y)Largest decline over 1 year | -3.29% | -3.20% | -0.09% |
Max Drawdown (3Y)Largest decline over 3 years | -11.27% | -10.58% | -0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -12.94% | — | — |
Current DrawdownCurrent decline from peak | -3.97% | -4.19% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -5.31% | -3.68% | -1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | 1.25% | -0.08% |
Volatility
UCRP.DE vs. VAGY.DE - Volatility Comparison
Amundi USD Corporate Bond ESG UCITS ETF DR (Acc) (UCRP.DE) has a higher volatility of 1.70% compared to Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE) at 1.53%. This indicates that UCRP.DE's price experiences larger fluctuations and is considered to be riskier than VAGY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| UCRP.DE | VAGY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.70% | 1.53% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 3.95% | 3.86% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.74% | 5.56% | +0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.35% | 6.44% | +1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.07% | 6.44% | +2.63% |
UCRP.DE vs. VAGY.DE - Expense Ratio Comparison
UCRP.DE has a 0.14% expense ratio, which is higher than VAGY.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
UCRP.DE vs. VAGY.DE - Dividend Comparison
Neither UCRP.DE nor VAGY.DE has paid dividends to shareholders.
Frequently Asked Questions
UCRP.DE and VAGY.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VAGY.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VAGY.DE is cheaper with a 0.09% expense ratio, compared with 0.14% for UCRP.DE.
UCRP.DE tracks Bloomberg MSCI US Corporate SRI Index, while VAGY.DE tracks Bloomberg Global Aggregate Corporate USD 1-3. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.14% for UCRP.DE and 0.09% for VAGY.DE.
Find the right allocation for UCRP.DE and VAGY.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