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USCR.L vs. VUCE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USCR.L vs. VUCE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (USCR.L) and Vanguard USD Corporate Bond UCITS ETF Accumulating (VUCE.DE). The values are adjusted to include any dividend payments, if applicable.

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USCR.L vs. VUCE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
USCR.L
SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF
-0.62%7.70%2.19%8.02%-15.48%-1.86%2.28%
VUCE.DE
Vanguard USD Corporate Bond UCITS ETF Accumulating
-0.15%8.18%2.37%7.75%-14.54%-1.37%2.65%
Different Trading Currencies

USCR.L is traded in USD, while VUCE.DE is traded in EUR. To make them comparable, the VUCE.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, USCR.L achieves a -0.62% return, which is significantly lower than VUCE.DE's -0.15% return.


USCR.L

1D
0.44%
1M
-0.92%
YTD
-0.62%
6M
0.52%
1Y
4.84%
3Y*
4.66%
5Y*
0.50%
10Y*

VUCE.DE

1D
0.19%
1M
-1.30%
YTD
-0.15%
6M
0.51%
1Y
5.03%
3Y*
5.10%
5Y*
0.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USCR.L vs. VUCE.DE - Expense Ratio Comparison

USCR.L has a 0.15% expense ratio, which is higher than VUCE.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%.


Return for Risk

USCR.L vs. VUCE.DE — Risk / Return Rank

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

USCR.L
USCR.L Risk / Return Rank: 4040
Overall Rank
USCR.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
USCR.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
USCR.L Omega Ratio Rank: 3838
Omega Ratio Rank
USCR.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
USCR.L Martin Ratio Rank: 4444
Martin Ratio Rank

VUCE.DE
VUCE.DE Risk / Return Rank: 77
Overall Rank
VUCE.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VUCE.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
VUCE.DE Omega Ratio Rank: 66
Omega Ratio Rank
VUCE.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
VUCE.DE Martin Ratio Rank: 88
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.

USCR.L vs. VUCE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (USCR.L) and Vanguard USD Corporate Bond UCITS ETF Accumulating (VUCE.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.


USCR.LVUCE.DEDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.73

+0.11

Sortino ratio

Return per unit of downside risk

1.17

1.03

+0.14

Omega ratio

Gain probability vs. loss probability

1.16

1.14

+0.02

Calmar ratio

Return relative to maximum drawdown

1.18

1.36

-0.18

Martin ratio

Return relative to average drawdown

4.73

5.38

-0.65

USCR.L vs. VUCE.DE - Sharpe Ratio Comparison

The current USCR.L Sharpe Ratio is 0.84, which is comparable to the VUCE.DE Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of USCR.L and VUCE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


USCR.LVUCE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.73

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.11

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.28

-0.27

Correlation

The correlation between USCR.L and VUCE.DE is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

USCR.L vs. VUCE.DE - Dividend Comparison

Neither USCR.L nor VUCE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

USCR.L vs. VUCE.DE - Drawdown Comparison

The maximum USCR.L drawdown since its inception was -22.42%, which is greater than VUCE.DE's maximum drawdown of -21.21%. Use the drawdown chart below to compare losses from any high point for USCR.L and VUCE.DE.


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Drawdown Indicators


USCR.LVUCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.42%

-13.02%

-9.40%

Max Drawdown (1Y)

Largest decline over 1 year

-4.10%

-7.46%

+3.36%

Max Drawdown (5Y)

Largest decline over 5 years

-22.42%

-12.75%

-9.67%

Current Drawdown

Current decline from peak

-2.00%

-5.56%

+3.56%

Average Drawdown

Average peak-to-trough decline

-8.52%

-5.41%

-3.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

3.09%

-2.07%

Volatility

USCR.L vs. VUCE.DE - Volatility Comparison

The current volatility for SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (USCR.L) is 2.02%, while Vanguard USD Corporate Bond UCITS ETF Accumulating (VUCE.DE) has a volatility of 2.54%. This indicates that USCR.L experiences smaller price fluctuations and is considered to be less risky than VUCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USCR.LVUCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.02%

2.54%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

3.29%

3.60%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

5.74%

6.87%

-1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.16%

7.36%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.03%

7.94%

-0.91%