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

Performance

USDG.L vs. VSCA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G ESG USD Corporate Bond UCITS ETF (USDG.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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USDG.L vs. VSCA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
USDG.L
L&G ESG USD Corporate Bond UCITS ETF
0.87%0.15%4.75%2.41%-3.62%1.57%
VSCA.L
Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating
1.34%-1.28%7.12%-0.30%7.72%1.51%
Different Trading Currencies

USDG.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, USDG.L achieves a 0.87% return, which is significantly lower than VSCA.L's 1.34% return.


USDG.L

1D
-0.35%
1M
-0.49%
YTD
0.87%
6M
2.09%
1Y
1.85%
3Y*
2.64%
5Y*
1.86%
10Y*

VSCA.L

1D
-0.72%
1M
0.16%
YTD
1.34%
6M
2.67%
1Y
1.41%
3Y*
2.73%
5Y*
3.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both USDG.L and VSCA.L have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

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

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

USDG.L
USDG.L Risk / Return Rank: 1616
Overall Rank
USDG.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
USDG.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
USDG.L Omega Ratio Rank: 1515
Omega Ratio Rank
USDG.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
USDG.L Martin Ratio Rank: 1616
Martin Ratio Rank

VSCA.L
VSCA.L Risk / Return Rank: 1616
Overall Rank
VSCA.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
VSCA.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
VSCA.L Omega Ratio Rank: 1414
Omega Ratio Rank
VSCA.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
VSCA.L Martin Ratio Rank: 1616
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.

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

This table presents a comparison of risk-adjusted performance metrics for L&G ESG USD Corporate Bond UCITS ETF (USDG.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.


USDG.LVSCA.LDifference

Sharpe ratio

Return per unit of total volatility

0.21

0.22

-0.01

Sortino ratio

Return per unit of downside risk

0.35

0.36

0.00

Omega ratio

Gain probability vs. loss probability

1.05

1.04

+0.01

Calmar ratio

Return relative to maximum drawdown

0.37

0.31

+0.05

Martin ratio

Return relative to average drawdown

0.75

0.61

+0.14

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

The current USDG.L Sharpe Ratio is 0.21, which is comparable to the VSCA.L Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of USDG.L and VSCA.L, 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


USDG.LVSCA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

0.22

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.42

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.29

-0.16

Correlation

The correlation between USDG.L and VSCA.L is 0.79, 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

USDG.L vs. VSCA.L - Dividend Comparison

USDG.L's dividend yield for the trailing twelve months is around 4.67%, while VSCA.L has not paid dividends to shareholders.


TTM20252024202320222021
USDG.L
L&G ESG USD Corporate Bond UCITS ETF
4.67%4.70%3.99%3.27%2.25%0.76%
VSCA.L
Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

USDG.L vs. VSCA.L - Drawdown Comparison

The maximum USDG.L drawdown since its inception was -12.80%, smaller than the maximum VSCA.L drawdown of -15.11%. Use the drawdown chart below to compare losses from any high point for USDG.L and VSCA.L.


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Drawdown Indicators


USDG.LVSCA.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.80%

-15.11%

+2.31%

Max Drawdown (1Y)

Largest decline over 1 year

-6.09%

-5.73%

-0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-12.80%

-15.11%

+2.31%

Current Drawdown

Current decline from peak

-2.15%

-3.23%

+1.08%

Average Drawdown

Average peak-to-trough decline

-5.07%

-6.82%

+1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

2.94%

+0.05%

Volatility

USDG.L vs. VSCA.L - Volatility Comparison

L&G ESG USD Corporate Bond UCITS ETF (USDG.L) has a higher volatility of 5.30% compared to Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VSCA.L) at 1.99%. This indicates that USDG.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


USDG.LVSCA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

1.99%

+3.31%

Volatility (6M)

Calculated over the trailing 6-month period

6.64%

4.23%

+2.41%

Volatility (1Y)

Calculated over the trailing 1-year period

8.80%

6.54%

+2.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.73%

7.89%

+0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.70%

9.04%

-0.34%