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VCEB vs. USVN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCEB vs. USVN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard ESG U.S. Corporate Bond ETF (VCEB) and US Treasury 7 Year Note ETF (USVN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VCEB achieves a 0.56% return, which is significantly higher than USVN's -0.54% return.


VCEB

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

USVN

1D
-0.17%
1M
0.15%
YTD
-0.54%
6M
-0.27%
1Y
3.35%
3Y*
3.04%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCEB vs. USVN - Yearly Performance Comparison


2026 (YTD)202520242023
VCEB
Vanguard ESG U.S. Corporate Bond ETF
0.56%7.48%2.23%5.59%
USVN
US Treasury 7 Year Note ETF
-0.54%7.66%0.03%0.67%

Correlation

The correlation between VCEB and USVN is 0.87, 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

0.87

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

0.89

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2023

0.89

The correlation between VCEB and USVN has been stable across timeframes, ranging from 0.87 to 0.89 - a consistent structural relationship.

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Return for Risk

VCEB vs. USVN — 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

USVN
USVN Risk / Return Rank: 2222
Overall Rank
USVN Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
USVN Sortino Ratio Rank: 2222
Sortino Ratio Rank
USVN Omega Ratio Rank: 2020
Omega Ratio Rank
USVN Calmar Ratio Rank: 2121
Calmar Ratio Rank
USVN Martin Ratio Rank: 2121
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. USVN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG U.S. Corporate Bond ETF (VCEB) and US Treasury 7 Year Note ETF (USVN). 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.


VCEBUSVNDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.19

1.12

+0.07

Calmar ratioReturn relative to maximum drawdown

1.65

0.83

+0.83

Martin ratioReturn relative to average drawdown

5.02

2.31

+2.71

VCEB vs. USVN - Sharpe Ratio Comparison

The current VCEB Sharpe Ratio is 1.11, which is higher than the USVN Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of VCEB and USVN, 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. USVN - Drawdown Comparison

The maximum VCEB drawdown since its inception was -21.60%, which is greater than USVN's maximum drawdown of -8.27%. Use the drawdown chart below to compare losses from any high point for VCEB and USVN.


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Drawdown Indicators


VCEBUSVNDifference

Max Drawdown

Largest peak-to-trough decline

-21.60%

-8.27%

-13.33%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-3.68%

+0.86%

Max Drawdown (3Y)

Largest decline over 3 years

-6.09%

-5.85%

-0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-21.39%

Current Drawdown

Current decline from peak

-0.81%

-2.51%

+1.70%

Average Drawdown

Average peak-to-trough decline

-7.60%

-2.34%

-5.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

1.32%

-0.39%

Volatility

VCEB vs. USVN - Volatility Comparison

Vanguard ESG U.S. Corporate Bond ETF (VCEB) and US Treasury 7 Year Note ETF (USVN) have volatilities of 1.43% and 1.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCEBUSVNDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

1.42%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.21%

3.04%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

4.22%

4.20%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.84%

5.78%

+1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.65%

5.78%

+0.87%

VCEB vs. USVN - Expense Ratio Comparison

VCEB has a 0.12% expense ratio, which is lower than USVN's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VCEB vs. USVN - Dividend Comparison

VCEB's dividend yield for the trailing twelve months is around 4.64%, more than USVN's 3.74% yield.


PositionTTM202520242023202220212020
USVN
US Treasury 7 Year Note ETF
3.74%3.81%4.07%2.91%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 USVN have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VCEB has higher volatility (1.43%) compared to USVN (1.42%). In terms of maximum drawdown, VCEB dropped -21.60% vs USVN's -8.27%.

On 3-year performance, VCEB leads with 5.34% vs 3.04% for USVN. On fees, VCEB is cheaper at 0.12% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VCEB has performed better with a 5.34% return vs 3.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCEB is cheaper with a 0.12% expense ratio, compared with 0.15% for USVN.

VCEB has the higher dividend yield at 4.64%, compared with 3.74% for USVN.

VCEB is categorized as Corporate Bonds, while USVN is Government Bonds. VCEB tracks Bloomberg Barclays MSCI US Corp SRI Select Index, while USVN tracks ICE BofA Current 7-Year US Treasury Index - Benchmark TR Gross. They also come from different issuers: Vanguard and US Benchmark Series. Their fees differ too: 0.12% for VCEB and 0.15% for USVN.

VCEB currently has the higher Sharpe Ratio (1.11 vs 0.73), 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 VCEB and USVN

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