VCIT vs. BBEU
VCIT (Vanguard Intermediate-Term Corporate Bond ETF) and BBEU (JPMorgan BetaBuilders Europe ETF) are both exchange-traded funds - VCIT is a Corporate Bonds fund tracking the Bloomberg U.S. 5-10 Year Corporate Bond Index, while BBEU is a Europe Equities fund tracking the Morningstar Developed Europe Target Market Exposure Index. Both are passively managed. Over the past 5 years, VCIT returned 1.04%/yr vs 8.62%/yr for BBEU. At a 0.27 correlation, their price movements are largely independent. VCIT charges 0.03%/yr vs 0.09%/yr for BBEU.
Performance
VCIT vs. BBEU - Performance Comparison
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Returns By Period
In the year-to-date period, VCIT achieves a -0.26% return, which is significantly lower than BBEU's 5.14% return.
VCIT
- 1D
- -0.01%
- 1M
- -0.79%
- YTD
- -0.26%
- 6M
- 0.06%
- 1Y
- 5.98%
- 3Y*
- 6.04%
- 5Y*
- 1.04%
- 10Y*
- 2.85%
BBEU
- 1D
- 0.47%
- 1M
- -0.53%
- YTD
- 5.14%
- 6M
- 8.45%
- 1Y
- 16.57%
- 3Y*
- 16.39%
- 5Y*
- 8.62%
- 10Y*
- —
VCIT vs. BBEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VCIT Vanguard Intermediate-Term Corporate Bond ETF | -0.26% | 9.34% | 3.20% | 8.98% | -13.98% | -1.77% | 9.46% | 14.10% | 1.55% |
BBEU JPMorgan BetaBuilders Europe ETF | 5.14% | 36.37% | 1.85% | 20.31% | -14.72% | 17.50% | 5.00% | 23.96% | -13.25% |
Correlation
The correlation between VCIT and BBEU is 0.50, 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 | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jun 19, 2018 | 0.27 |
Over the past year, VCIT and BBEU have become more correlated (0.50) than their long-term average of 0.27, meaning their price movements have been converging.
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Return for Risk
VCIT vs. BBEU — Risk / Return Rank
VCIT
BBEU
VCIT vs. BBEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and JPMorgan BetaBuilders Europe ETF (BBEU). 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.
| VCIT | BBEU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.19 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 1.36 | +0.67 |
| Martin ratioReturn relative to average drawdown | 6.67 | 5.04 | +1.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VCIT | BBEU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 1.06 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.49 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.47 | +0.28 |
Drawdowns
VCIT vs. BBEU - Drawdown Comparison
The maximum VCIT drawdown since its inception was -20.56%, smaller than the maximum BBEU drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for VCIT and BBEU.
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Drawdown Indicators
| VCIT | BBEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.56% | -36.27% | +15.71% |
Max Drawdown (1Y)Largest decline over 1 year | -2.96% | -12.23% | +9.27% |
Max Drawdown (3Y)Largest decline over 3 years | -6.11% | -14.23% | +8.12% |
Max Drawdown (5Y)Largest decline over 5 years | -20.56% | -31.08% | +10.52% |
Max Drawdown (10Y)Largest decline over 10 years | -20.56% | — | — |
Current DrawdownCurrent decline from peak | -1.79% | -3.01% | +1.22% |
Average DrawdownAverage peak-to-trough decline | -3.16% | -6.13% | +2.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 3.30% | -2.40% |
Volatility
VCIT vs. BBEU - Volatility Comparison
The current volatility for Vanguard Intermediate-Term Corporate Bond ETF (VCIT) is 1.39%, while JPMorgan BetaBuilders Europe ETF (BBEU) has a volatility of 4.79%. This indicates that VCIT experiences smaller price fluctuations and is considered to be less risky than BBEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VCIT | BBEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.39% | 4.79% | -3.40% |
Volatility (6M)Calculated over the trailing 6-month period | 3.10% | 13.18% | -10.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.07% | 15.67% | -11.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.61% | 17.52% | -10.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.28% | 19.32% | -13.04% |
VCIT vs. BBEU - Expense Ratio Comparison
VCIT has a 0.03% expense ratio, which is lower than BBEU's 0.09% 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
VCIT vs. BBEU - Dividend Comparison
VCIT's dividend yield for the trailing twelve months is around 4.82%, more than BBEU's 2.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBEU JPMorgan BetaBuilders Europe ETF | 2.83% | 2.83% | 4.16% | 2.94% | 4.72% | 2.63% | 2.29% | 3.24% | 0.49% | 0.00% | 0.00% | 0.00% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 4.82% | 4.62% | 4.43% | 3.72% | 3.03% | 2.87% | 2.78% | 3.37% | 3.61% | 3.21% | 3.29% | 3.34% |
Frequently Asked Questions
VCIT and BBEU have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BBEU has higher volatility (4.79%) compared to VCIT (1.39%). In terms of maximum drawdown, VCIT dropped -20.56% vs BBEU's -36.27%.
On 5-year performance, BBEU leads with 8.62% vs 1.04% for VCIT. On fees, VCIT is cheaper at 0.03% per year. On volatility, VCIT has been the lower-risk option at 1.39%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, BBEU has performed better with a 8.62% return vs 1.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VCIT is cheaper with a 0.03% expense ratio, compared with 0.09% for BBEU.
VCIT has the higher dividend yield at 4.82%, compared with 2.83% for BBEU.
VCIT is categorized as Corporate Bonds, while BBEU is Europe Equities. VCIT tracks Bloomberg U.S. 5-10 Year Corporate Bond Index, while BBEU tracks Morningstar Developed Europe Target Market Exposure Index. They also come from different issuers: Vanguard and JPMorgan. Their fees differ too: 0.03% for VCIT and 0.09% for BBEU.
VCIT currently has the higher Sharpe Ratio (1.48 vs 1.06), 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.
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