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USTB vs. VCSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USTB vs. VCSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares Short-Term Bond ETF (USTB) 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, USTB achieves a 1.24% return, which is significantly higher than VCSH's 0.62% return.


USTB

1D
-0.08%
1M
0.28%
YTD
1.24%
6M
1.42%
1Y
4.43%
3Y*
6.10%
5Y*
3.50%
10Y*

VCSH

1D
-0.10%
1M
0.25%
YTD
0.62%
6M
0.82%
1Y
4.15%
3Y*
5.56%
5Y*
2.36%
10Y*
2.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USTB vs. VCSH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USTB
VictoryShares Short-Term Bond ETF
1.24%6.08%6.49%6.69%-2.82%0.90%5.12%5.10%1.08%0.35%
VCSH
Vanguard Short-Term Corporate Bond ETF
0.62%6.77%4.91%6.20%-5.62%-0.63%5.13%7.02%0.92%-0.23%

Correlation

The correlation between USTB and VCSH is 0.85, 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

0.85

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

0.80

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

0.79

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2017

0.72

The correlation between USTB and VCSH shifts across timeframes, from 0.72 (all time) to 0.85 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

USTB vs. VCSH — Risk / Return Rank

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

USTB
USTB Risk / Return Rank: 9494
Overall Rank
USTB Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
USTB Sortino Ratio Rank: 9797
Sortino Ratio Rank
USTB Omega Ratio Rank: 9696
Omega Ratio Rank
USTB Calmar Ratio Rank: 9090
Calmar Ratio Rank
USTB Martin Ratio Rank: 9393
Martin Ratio Rank

VCSH
VCSH Risk / Return Rank: 7171
Overall Rank
VCSH Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VCSH Sortino Ratio Rank: 7979
Sortino Ratio Rank
VCSH Omega Ratio Rank: 7575
Omega Ratio Rank
VCSH Calmar Ratio Rank: 6262
Calmar Ratio Rank
VCSH Martin Ratio Rank: 6767
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.

USTB vs. VCSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Short-Term Bond ETF (USTB) 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.

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.


USTBVCSHDifference
Sharpe ratioReturn per unit of total volatility

+1.44

Sortino ratioReturn per unit of downside risk

+2.59

Omega ratioGain probability vs. loss probability

1.80

1.42

+0.37

Calmar ratioReturn relative to maximum drawdown

5.27

2.98

+2.29

Martin ratioReturn relative to average drawdown

23.86

12.06

+11.80

USTB vs. VCSH - Sharpe Ratio Comparison

The current USTB Sharpe Ratio is 3.61, which is higher than the VCSH Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of USTB 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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Drawdowns

USTB vs. VCSH - Drawdown Comparison

The maximum USTB drawdown since its inception was -5.32%, smaller than the maximum VCSH drawdown of -12.86%. Use the drawdown chart below to compare losses from any high point for USTB and VCSH.


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Drawdown Indicators


USTBVCSHDifference

Max Drawdown

Largest peak-to-trough decline

-5.32%

-12.86%

+7.54%

Max Drawdown (1Y)

Largest decline over 1 year

-0.84%

-1.40%

+0.56%

Max Drawdown (3Y)

Largest decline over 3 years

-1.02%

-1.40%

+0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-4.96%

-9.48%

+4.52%

Max Drawdown (10Y)

Largest decline over 10 years

-12.86%

Current Drawdown

Current decline from peak

-0.22%

-0.34%

+0.12%

Average Drawdown

Average peak-to-trough decline

-0.65%

-0.96%

+0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.19%

0.35%

-0.16%

Volatility

USTB vs. VCSH - Volatility Comparison

The current volatility for VictoryShares Short-Term Bond ETF (USTB) is 0.42%, while Vanguard Short-Term Corporate Bond ETF (VCSH) has a volatility of 0.68%. This indicates that USTB experiences smaller price fluctuations and is considered to be less risky 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


USTBVCSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.42%

0.68%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

0.90%

1.48%

-0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

1.24%

1.92%

-0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.02%

2.89%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.00%

3.35%

-1.35%

USTB vs. VCSH - Expense Ratio Comparison

USTB has a 0.34% expense ratio, which is higher than VCSH's 0.04% expense ratio.


Dividends

USTB vs. VCSH - Dividend Comparison

USTB's dividend yield for the trailing twelve months is around 4.57%, more than VCSH's 4.45% yield.


PositionTTM20252024202320222021202020192018201720162015
USTB
VictoryShares Short-Term Bond ETF
4.57%4.62%5.05%4.49%2.54%1.84%2.59%2.69%2.32%0.43%0.00%0.00%
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


USTB and VCSH have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VCSH has higher volatility (0.68%) compared to USTB (0.42%). In terms of maximum drawdown, USTB dropped -5.32% vs VCSH's -12.86%.

On 5-year performance, USTB leads with 3.50% vs 2.36% for VCSH. On fees, VCSH is cheaper at 0.04% per year. On volatility, USTB has been the lower-risk option at 0.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, USTB has performed better with a 3.50% return vs 2.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCSH is cheaper with a 0.04% expense ratio, compared with 0.34% for USTB.

USTB has the higher dividend yield at 4.57%, compared with 4.45% for VCSH.

USTB is categorized as Short-Term Bond, while VCSH is Corporate Bonds. USTB tracks Bloomberg 1–3 Year Credit Index, while VCSH tracks Bloomberg U.S. 1-5 Year Corporate Bond Index. They also come from different issuers: Victory and Vanguard. Their fees differ too: 0.34% for USTB and 0.04% for VCSH.

USTB currently has the higher Sharpe Ratio (3.61 vs 2.17), 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 USTB and VCSH

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