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VCEB vs. BSCR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCEB vs. BSCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard ESG U.S. Corporate Bond ETF (VCEB) and Invesco BulletShares 2027 Corporate Bond ETF (BSCR). The values are adjusted to include any dividend payments, if applicable.

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VCEB vs. BSCR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VCEB
Vanguard ESG U.S. Corporate Bond ETF
-0.36%7.48%2.23%8.52%-15.15%-1.99%2.46%
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
0.51%5.77%4.52%6.41%-9.56%-1.72%2.78%

Returns By Period

In the year-to-date period, VCEB achieves a -0.36% return, which is significantly lower than BSCR's 0.51% return.


VCEB

1D
0.15%
1M
-1.43%
YTD
-0.36%
6M
-0.06%
1Y
4.43%
3Y*
4.56%
5Y*
0.61%
10Y*

BSCR

1D
0.05%
1M
-0.11%
YTD
0.51%
6M
1.59%
1Y
4.62%
3Y*
4.86%
5Y*
1.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCEB vs. BSCR - Expense Ratio Comparison

VCEB has a 0.12% expense ratio, which is higher than BSCR's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VCEB vs. BSCR — Risk / Return Rank

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

VCEB
VCEB Risk / Return Rank: 4848
Overall Rank
VCEB Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VCEB Sortino Ratio Rank: 4141
Sortino Ratio Rank
VCEB Omega Ratio Rank: 4040
Omega Ratio Rank
VCEB Calmar Ratio Rank: 6262
Calmar Ratio Rank
VCEB Martin Ratio Rank: 5151
Martin Ratio Rank

BSCR
BSCR Risk / Return Rank: 9898
Overall Rank
BSCR Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
BSCR Sortino Ratio Rank: 9898
Sortino Ratio Rank
BSCR Omega Ratio Rank: 9898
Omega Ratio Rank
BSCR Calmar Ratio Rank: 9898
Calmar Ratio Rank
BSCR Martin Ratio Rank: 9898
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. BSCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG U.S. Corporate Bond ETF (VCEB) and Invesco BulletShares 2027 Corporate Bond ETF (BSCR). 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.


VCEBBSCRDifference

Sharpe ratio

Return per unit of total volatility

0.87

3.14

-2.27

Sortino ratio

Return per unit of downside risk

1.23

4.95

-3.73

Omega ratio

Gain probability vs. loss probability

1.17

1.80

-0.63

Calmar ratio

Return relative to maximum drawdown

1.67

5.68

-4.01

Martin ratio

Return relative to average drawdown

5.21

29.17

-23.96

VCEB vs. BSCR - Sharpe Ratio Comparison

The current VCEB Sharpe Ratio is 0.87, which is lower than the BSCR Sharpe Ratio of 3.14. The chart below compares the historical Sharpe Ratios of VCEB and BSCR, 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


VCEBBSCRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

3.14

-2.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.38

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.58

-0.55

Correlation

The correlation between VCEB and BSCR is 0.84, 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

VCEB vs. BSCR - Dividend Comparison

VCEB's dividend yield for the trailing twelve months is around 4.64%, more than BSCR's 4.30% yield.


TTM202520242023202220212020201920182017
VCEB
Vanguard ESG U.S. Corporate Bond ETF
4.64%4.57%4.47%3.70%2.84%1.69%0.43%0.00%0.00%0.00%
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
4.30%4.26%4.27%3.74%2.65%2.12%2.46%3.11%3.35%0.78%

Drawdowns

VCEB vs. BSCR - Drawdown Comparison

The maximum VCEB drawdown since its inception was -21.60%, which is greater than BSCR's maximum drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for VCEB and BSCR.


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Drawdown Indicators


VCEBBSCRDifference

Max Drawdown

Largest peak-to-trough decline

-21.60%

-17.26%

-4.34%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-0.81%

-2.01%

Max Drawdown (5Y)

Largest decline over 5 years

-21.39%

-14.87%

-6.52%

Current Drawdown

Current decline from peak

-1.72%

-0.14%

-1.58%

Average Drawdown

Average peak-to-trough decline

-7.83%

-3.41%

-4.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.16%

+0.74%

Volatility

VCEB vs. BSCR - Volatility Comparison

Vanguard ESG U.S. Corporate Bond ETF (VCEB) has a higher volatility of 2.16% compared to Invesco BulletShares 2027 Corporate Bond ETF (BSCR) at 0.36%. This indicates that VCEB's price experiences larger fluctuations and is considered to be riskier than BSCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCEBBSCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.16%

0.36%

+1.80%

Volatility (6M)

Calculated over the trailing 6-month period

2.94%

0.62%

+2.32%

Volatility (1Y)

Calculated over the trailing 1-year period

5.10%

1.48%

+3.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.84%

4.12%

+2.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.72%

5.40%

+1.32%