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VCEB vs. EUSB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VCEB and EUSB is 0.90, 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.


-0.50.00.51.00.9

Performance

VCEB vs. EUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard ESG U.S. Corporate Bond ETF (VCEB) and iShares ESG Advanced Total USD Bond Market ETF (EUSB). The values are adjusted to include any dividend payments, if applicable.

-10.00%-8.00%-6.00%-4.00%-2.00%JulyAugustSeptemberOctoberNovemberDecember
-5.32%
-6.82%
VCEB
EUSB

Key characteristics

Sharpe Ratio

VCEB:

0.48

EUSB:

0.40

Sortino Ratio

VCEB:

0.71

EUSB:

0.59

Omega Ratio

VCEB:

1.08

EUSB:

1.07

Calmar Ratio

VCEB:

0.21

EUSB:

0.18

Martin Ratio

VCEB:

1.63

EUSB:

1.23

Ulcer Index

VCEB:

1.65%

EUSB:

1.77%

Daily Std Dev

VCEB:

5.55%

EUSB:

5.48%

Max Drawdown

VCEB:

-21.61%

EUSB:

-17.86%

Current Drawdown

VCEB:

-7.60%

EUSB:

-7.79%

Returns By Period

In the year-to-date period, VCEB achieves a 2.40% return, which is significantly higher than EUSB's 1.62% return.


VCEB

YTD

2.40%

1M

-0.43%

6M

2.06%

1Y

2.69%

5Y*

N/A

10Y*

N/A

EUSB

YTD

1.62%

1M

-0.65%

6M

1.45%

1Y

1.86%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VCEB vs. EUSB - Expense Ratio Comparison

Both VCEB and EUSB have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VCEB
Vanguard ESG U.S. Corporate Bond ETF
Expense ratio chart for VCEB: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for EUSB: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

VCEB vs. EUSB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG U.S. Corporate Bond ETF (VCEB) and iShares ESG Advanced Total USD Bond Market ETF (EUSB). 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.


Sharpe ratio
The chart of Sharpe ratio for VCEB, currently valued at 0.48, compared to the broader market0.002.004.000.480.34
The chart of Sortino ratio for VCEB, currently valued at 0.71, compared to the broader market-2.000.002.004.006.008.0010.000.710.51
The chart of Omega ratio for VCEB, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.06
The chart of Calmar ratio for VCEB, currently valued at 0.21, compared to the broader market0.005.0010.0015.000.210.16
The chart of Martin ratio for VCEB, currently valued at 1.63, compared to the broader market0.0020.0040.0060.0080.00100.001.631.04
VCEB
EUSB

The current VCEB Sharpe Ratio is 0.48, which is comparable to the EUSB Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of VCEB and EUSB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.48
0.34
VCEB
EUSB

Dividends

VCEB vs. EUSB - Dividend Comparison

VCEB's dividend yield for the trailing twelve months is around 4.42%, more than EUSB's 3.68% yield.


TTM2023202220212020
VCEB
Vanguard ESG U.S. Corporate Bond ETF
4.42%3.70%2.82%1.69%0.43%
EUSB
iShares ESG Advanced Total USD Bond Market ETF
3.68%3.08%2.22%1.10%0.57%

Drawdowns

VCEB vs. EUSB - Drawdown Comparison

The maximum VCEB drawdown since its inception was -21.61%, which is greater than EUSB's maximum drawdown of -17.86%. Use the drawdown chart below to compare losses from any high point for VCEB and EUSB. For additional features, visit the drawdowns tool.


-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-7.60%
-7.46%
VCEB
EUSB

Volatility

VCEB vs. EUSB - Volatility Comparison

Vanguard ESG U.S. Corporate Bond ETF (VCEB) has a higher volatility of 1.82% compared to iShares ESG Advanced Total USD Bond Market ETF (EUSB) at 1.48%. This indicates that VCEB's price experiences larger fluctuations and is considered to be riskier than EUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%2.00%2.20%JulyAugustSeptemberOctoberNovemberDecember
1.82%
1.48%
VCEB
EUSB
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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