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VCEB vs. AUCP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCEB vs. AUCP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard ESG U.S. Corporate Bond ETF (VCEB) and L&G Gold Mining UCITS ETF (AUCP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VCEB is traded in USD, while AUCP.L is traded in GBp. To make them comparable, the AUCP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VCEB achieves a 0.56% return, which is significantly higher than AUCP.L's -8.09% return.


VCEB

1D
-0.07%
1M
0.67%
YTD
0.56%
6M
1.06%
1Y
5.13%
3Y*
5.34%
5Y*
0.38%
10Y*

AUCP.L

1D
5.80%
1M
-15.28%
YTD
-8.09%
6M
-6.21%
1Y
49.02%
3Y*
47.06%
5Y*
20.80%
10Y*
14.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCEB vs. AUCP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VCEB
Vanguard ESG U.S. Corporate Bond ETF
0.56%7.48%2.23%8.52%-15.15%-1.99%2.45%
AUCP.L
L&G Gold Mining UCITS ETF
-8.09%181.76%18.19%14.43%-14.30%-9.74%-4.52%

Correlation

The correlation between VCEB and AUCP.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

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

0.25

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

0.25

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2020

0.24

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Return for Risk

VCEB vs. AUCP.L — Risk / Return Rank

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

VCEB
VCEB Risk / Return Rank: 3535
Overall Rank
VCEB Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
VCEB Sortino Ratio Rank: 3434
Sortino Ratio Rank
VCEB Omega Ratio Rank: 3232
Omega Ratio Rank
VCEB Calmar Ratio Rank: 3838
Calmar Ratio Rank
VCEB Martin Ratio Rank: 3636
Martin Ratio Rank

AUCP.L
AUCP.L Risk / Return Rank: 3535
Overall Rank
AUCP.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
AUCP.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
AUCP.L Omega Ratio Rank: 3636
Omega Ratio Rank
AUCP.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
AUCP.L Martin Ratio Rank: 3333
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.

VCEB vs. AUCP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG U.S. Corporate Bond ETF (VCEB) and L&G Gold Mining UCITS ETF (AUCP.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.

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.


VCEBAUCP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.19

1.20

0.00

Calmar ratioReturn relative to maximum drawdown

1.65

1.43

+0.23

Martin ratioReturn relative to average drawdown

5.02

3.98

+1.03

VCEB vs. AUCP.L - Sharpe Ratio Comparison

The current VCEB Sharpe Ratio is 1.11, which is comparable to the AUCP.L Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of VCEB and AUCP.L, 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

VCEB vs. AUCP.L - Drawdown Comparison

The maximum VCEB drawdown since its inception was -21.60%, smaller than the maximum AUCP.L drawdown of -82.34%. Use the drawdown chart below to compare losses from any high point for VCEB and AUCP.L.


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Drawdown Indicators


VCEBAUCP.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.60%

-82.34%

+60.74%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-36.15%

+33.33%

Max Drawdown (3Y)

Largest decline over 3 years

-6.09%

-36.15%

+30.06%

Max Drawdown (5Y)

Largest decline over 5 years

-21.39%

-49.52%

+28.13%

Max Drawdown (10Y)

Largest decline over 10 years

-54.94%

Current Drawdown

Current decline from peak

-0.81%

-31.41%

+30.60%

Average Drawdown

Average peak-to-trough decline

-7.60%

-52.20%

+44.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

12.93%

-12.00%

Volatility

VCEB vs. AUCP.L - Volatility Comparison

The current volatility for Vanguard ESG U.S. Corporate Bond ETF (VCEB) is 1.43%, while L&G Gold Mining UCITS ETF (AUCP.L) has a volatility of 15.50%. This indicates that VCEB experiences smaller price fluctuations and is considered to be less risky than AUCP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCEBAUCP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

15.50%

-14.07%

Volatility (6M)

Calculated over the trailing 6-month period

3.21%

36.95%

-33.74%

Volatility (1Y)

Calculated over the trailing 1-year period

4.22%

46.89%

-42.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.84%

41.52%

-34.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.65%

37.83%

-31.18%

VCEB vs. AUCP.L - Expense Ratio Comparison

VCEB has a 0.12% expense ratio, which is lower than AUCP.L's 0.55% expense ratio.


Dividends

VCEB vs. AUCP.L - Dividend Comparison

VCEB's dividend yield for the trailing twelve months is around 4.64%, while AUCP.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020
AUCP.L
L&G Gold Mining UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VCEB
Vanguard ESG U.S. Corporate Bond ETF
4.64%4.57%4.47%3.70%2.84%1.69%0.43%

Frequently Asked Questions


VCEB and AUCP.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VCEB is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VCEB is cheaper with a 0.12% expense ratio, compared with 0.55% for AUCP.L.

VCEB is categorized as Corporate Bonds, while AUCP.L is Precious Metals. VCEB tracks Bloomberg Barclays MSCI US Corp SRI Select Index, while AUCP.L tracks STOXX Global Gold Miners. They also come from different issuers: Vanguard and Legal & General. Their fees differ too: 0.12% for VCEB and 0.55% for AUCP.L.

Portfolio Optimizer

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