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VAGY.DE vs. VUCE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VAGY.DE vs. VUCE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE) 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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Returns By Period

In the year-to-date period, VAGY.DE achieves a 2.12% return, which is significantly higher than VUCE.DE's 1.67% return.


VAGY.DE

1D
-0.00%
1M
0.97%
YTD
2.12%
6M
1.62%
1Y
2.54%
3Y*
2.52%
5Y*
10Y*

VUCE.DE

1D
0.13%
1M
1.13%
YTD
1.67%
6M
0.98%
1Y
3.78%
3Y*
2.60%
5Y*
1.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VAGY.DE vs. VUCE.DE - Yearly Performance Comparison


2026 (YTD)202520242023
VAGY.DE
Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating
2.12%-5.79%11.38%0.78%
VUCE.DE
Vanguard USD Corporate Bond UCITS ETF Accumulating
1.67%-4.17%8.58%3.12%

Correlation

The correlation between VAGY.DE and VUCE.DE is 0.77, 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

0.77

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

0.70

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2023

0.71

The correlation between VAGY.DE and VUCE.DE has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.

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Return for Risk

VAGY.DE vs. VUCE.DE — Risk / Return Rank

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

VAGY.DE
VAGY.DE Risk / Return Rank: 1717
Overall Rank
VAGY.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
VAGY.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
VAGY.DE Omega Ratio Rank: 1515
Omega Ratio Rank
VAGY.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
VAGY.DE Martin Ratio Rank: 1818
Martin Ratio Rank

VUCE.DE
VUCE.DE Risk / Return Rank: 2222
Overall Rank
VUCE.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VUCE.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
VUCE.DE Omega Ratio Rank: 1919
Omega Ratio Rank
VUCE.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
VUCE.DE Martin Ratio Rank: 2424
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.

VAGY.DE vs. VUCE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE) 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.


VAGY.DEVUCE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.08

1.12

-0.04

Calmar ratioReturn relative to maximum drawdown

0.79

1.16

-0.38

Martin ratioReturn relative to average drawdown

1.82

2.99

-1.16

VAGY.DE vs. VUCE.DE - Sharpe Ratio Comparison

The current VAGY.DE Sharpe Ratio is 0.46, which is lower than the VUCE.DE Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of VAGY.DE and VUCE.DE, 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


VAGY.DEVUCE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

0.66

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.22

+0.15

Drawdowns

VAGY.DE vs. VUCE.DE - Drawdown Comparison

The maximum VAGY.DE drawdown since its inception was -10.58%, smaller than the maximum VUCE.DE drawdown of -13.02%. Use the drawdown chart below to compare losses from any high point for VAGY.DE and VUCE.DE.


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Drawdown Indicators


VAGY.DEVUCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-10.58%

-13.02%

+2.44%

Max Drawdown (1Y)

Largest decline over 1 year

-3.20%

-3.24%

+0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-10.58%

-11.15%

+0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-12.75%

Current Drawdown

Current decline from peak

-5.93%

-5.08%

-0.85%

Average Drawdown

Average peak-to-trough decline

-3.66%

-5.43%

+1.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

1.26%

+0.13%

Volatility

VAGY.DE vs. VUCE.DE - Volatility Comparison

Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE) has a higher volatility of 1.09% compared to Vanguard USD Corporate Bond UCITS ETF Accumulating (VUCE.DE) at 0.91%. This indicates that VAGY.DE's price experiences larger fluctuations and is considered to be riskier 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


VAGY.DEVUCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

0.91%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

3.74%

3.98%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

5.56%

5.71%

-0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.46%

8.02%

-1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.46%

8.36%

-1.90%

VAGY.DE vs. VUCE.DE - Expense Ratio Comparison

Both VAGY.DE and VUCE.DE 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%.


Dividends

VAGY.DE vs. VUCE.DE - Dividend Comparison

Neither VAGY.DE nor VUCE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VAGY.DE and VUCE.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.09% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VAGY.DE and VUCE.DE have the same expense ratio: 0.09% per year.

VAGY.DE tracks Bloomberg Global Aggregate Corporate USD 1-3, while VUCE.DE tracks Bloomberg Global Aggregate Corporate USD.

Portfolio Optimizer

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