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USIG vs. VCSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USIG vs. VCSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Broad USD Investment Grade Corporate Bond ETF (USIG) and Vanguard Short-Term Corporate Bond ETF (VCSH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USIG achieves a 0.56% return, which is significantly lower than VCSH's 0.64% return. Both investments have delivered pretty close results over the past 10 years, with USIG having a 2.63% annualized return and VCSH not far ahead at 2.70%.


USIG

1D
-0.23%
1M
0.56%
YTD
0.56%
6M
0.37%
1Y
6.04%
3Y*
5.46%
5Y*
0.72%
10Y*
2.63%

VCSH

1D
-0.08%
1M
0.20%
YTD
0.64%
6M
0.95%
1Y
4.59%
3Y*
5.52%
5Y*
2.32%
10Y*
2.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USIG vs. VCSH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USIG
iShares Broad USD Investment Grade Corporate Bond ETF
0.56%7.86%2.56%8.71%-15.30%-1.34%9.44%13.99%-2.21%5.75%
VCSH
Vanguard Short-Term Corporate Bond ETF
0.64%6.77%4.91%6.20%-5.62%-0.63%5.13%7.02%0.92%2.17%

Correlation

The correlation between USIG and VCSH is 0.89, 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

0.89

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

0.89

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

0.87

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

0.82

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2009

0.72

The correlation between USIG and VCSH shifts across timeframes, from 0.72 (all time) to 0.89 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

USIG vs. VCSH — Risk / Return Rank

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

USIG
USIG Risk / Return Rank: 4242
Overall Rank
USIG Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
USIG Sortino Ratio Rank: 4242
Sortino Ratio Rank
USIG Omega Ratio Rank: 3939
Omega Ratio Rank
USIG Calmar Ratio Rank: 4444
Calmar Ratio Rank
USIG Martin Ratio Rank: 4343
Martin Ratio Rank

VCSH
VCSH Risk / Return Rank: 7474
Overall Rank
VCSH Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VCSH Sortino Ratio Rank: 8484
Sortino Ratio Rank
VCSH Omega Ratio Rank: 7979
Omega Ratio Rank
VCSH Calmar Ratio Rank: 6565
Calmar Ratio Rank
VCSH Martin Ratio Rank: 7171
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.

USIG vs. VCSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Broad USD Investment Grade Corporate Bond ETF (USIG) and Vanguard Short-Term Corporate Bond ETF (VCSH). 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.


USIGVCSHDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-1.69

Omega ratioGain probability vs. loss probability

1.26

1.48

-0.22

Calmar ratioReturn relative to maximum drawdown

2.17

3.29

-1.12

Martin ratioReturn relative to average drawdown

7.07

13.55

-6.49

USIG vs. VCSH - Sharpe Ratio Comparison

The current USIG Sharpe Ratio is 1.47, which is lower than the VCSH Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of USIG and VCSH, 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


USIGVCSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

2.45

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.81

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.81

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

1.02

-0.48

Drawdowns

USIG vs. VCSH - Drawdown Comparison

The maximum USIG drawdown since its inception was -22.21%, which is greater than VCSH's maximum drawdown of -12.86%. Use the drawdown chart below to compare losses from any high point for USIG and VCSH.


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Drawdown Indicators


USIGVCSHDifference

Max Drawdown

Largest peak-to-trough decline

-22.21%

-12.86%

-9.35%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-1.40%

-1.39%

Max Drawdown (3Y)

Largest decline over 3 years

-6.10%

-1.40%

-4.70%

Max Drawdown (5Y)

Largest decline over 5 years

-21.45%

-9.48%

-11.97%

Max Drawdown (10Y)

Largest decline over 10 years

-21.45%

-12.86%

-8.59%

Current Drawdown

Current decline from peak

-0.97%

-0.32%

-0.65%

Average Drawdown

Average peak-to-trough decline

-3.42%

-0.97%

-2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

0.34%

+0.52%

Volatility

USIG vs. VCSH - Volatility Comparison

iShares Broad USD Investment Grade Corporate Bond ETF (USIG) has a higher volatility of 1.27% compared to Vanguard Short-Term Corporate Bond ETF (VCSH) at 0.57%. This indicates that USIG's price experiences larger fluctuations and is considered to be riskier than VCSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USIGVCSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

0.57%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

3.04%

1.38%

+1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

4.13%

1.88%

+2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.82%

2.88%

+3.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.82%

3.35%

+3.47%

USIG vs. VCSH - Expense Ratio Comparison

Both USIG and VCSH have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

USIG vs. VCSH - Dividend Comparison

USIG's dividend yield for the trailing twelve months is around 4.74%, more than VCSH's 4.45% yield.


PositionTTM20252024202320222021202020192018201720162015
USIG
iShares Broad USD Investment Grade Corporate Bond ETF
4.74%4.62%4.51%3.94%3.14%2.33%2.82%3.37%3.44%3.03%2.87%3.24%
VCSH
Vanguard Short-Term Corporate Bond ETF
4.45%4.35%3.96%3.09%2.01%1.81%2.27%2.87%2.65%2.26%2.10%2.08%

Frequently Asked Questions


USIG and VCSH have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USIG has higher volatility (1.27%) compared to VCSH (0.57%). In terms of maximum drawdown, USIG dropped -22.21% vs VCSH's -12.86%.

On 10-year performance, VCSH leads with 2.70% vs 2.63% for USIG. Both ETFs have the same 0.04% expense ratio. On volatility, VCSH has been the lower-risk option at 0.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VCSH has performed better with a 2.70% return vs 2.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USIG and VCSH have the same expense ratio: 0.04% per year.

USIG has the higher dividend yield at 4.74%, compared with 4.45% for VCSH.

USIG tracks ICE BofA US Corporate, while VCSH tracks Barclays Capital U.S. 1-5 Year Corporate Index. They also come from different issuers: iShares and Vanguard.

VCSH currently has the higher Sharpe Ratio (2.45 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for USIG and VCSH

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