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VCPA.L vs. PRIP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCPA.L vs. PRIP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard USD Corporate Bond UCITS ETF Accumulating (VCPA.L) and Amundi Prime US Corporates UCITS ETF DR (D) (PRIP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VCPA.L is traded in GBP, while PRIP.L is traded in GBp. To make them comparable, the PRIP.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VCPA.L achieves a 0.51% return, which is significantly higher than PRIP.L's -0.05% return.


VCPA.L

1D
0.29%
1M
1.41%
YTD
0.51%
6M
0.27%
1Y
-98.93%
3Y*
-77.87%
5Y*
-59.47%
10Y*

PRIP.L

1D
-0.13%
1M
1.24%
YTD
-0.05%
6M
-5.06%
1Y
1.54%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCPA.L vs. PRIP.L - Yearly Performance Comparison


Correlation

The correlation between VCPA.L and PRIP.L is 0.94, 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

0.94

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2025

0.94

The correlation between VCPA.L and PRIP.L has been stable across timeframes, ranging from 0.94 to 0.94 - a consistent structural relationship.

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Return for Risk

VCPA.L vs. PRIP.L — Risk / Return Rank

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

VCPA.L
VCPA.L Risk / Return Rank: 22
Overall Rank
VCPA.L Sharpe Ratio Rank: 11
Sharpe Ratio Rank
VCPA.L Sortino Ratio Rank: 33
Sortino Ratio Rank
VCPA.L Omega Ratio Rank: 00
Omega Ratio Rank
VCPA.L Calmar Ratio Rank: 00
Calmar Ratio Rank
VCPA.L Martin Ratio Rank: 33
Martin Ratio Rank

PRIP.L
PRIP.L Risk / Return Rank: 1111
Overall Rank
PRIP.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
PRIP.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
PRIP.L Omega Ratio Rank: 1212
Omega Ratio Rank
PRIP.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
PRIP.L Martin Ratio Rank: 1111
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.

VCPA.L vs. PRIP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Corporate Bond UCITS ETF Accumulating (VCPA.L) and Amundi Prime US Corporates UCITS ETF DR (D) (PRIP.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.


VCPA.LPRIP.LDifference
Sharpe ratioReturn per unit of total volatility

-1.24

Sortino ratioReturn per unit of downside risk

-1.27

Omega ratioGain probability vs. loss probability

0.31

1.05

-0.74

Calmar ratioReturn relative to maximum drawdown

-1.00

0.20

-1.20

Martin ratioReturn relative to average drawdown

-1.21

0.37

-1.58

VCPA.L vs. PRIP.L - Sharpe Ratio Comparison

The current VCPA.L Sharpe Ratio is -1.00, which is lower than the PRIP.L Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of VCPA.L and PRIP.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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Sharpe Ratios by Period


VCPA.LPRIP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.00

0.23

-1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-1.32

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.24

0.09

-1.33

Drawdowns

VCPA.L vs. PRIP.L - Drawdown Comparison

The maximum VCPA.L drawdown since its inception was -99.06%, which is greater than PRIP.L's maximum drawdown of -9.14%. Use the drawdown chart below to compare losses from any high point for VCPA.L and PRIP.L.


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Drawdown Indicators


VCPA.LPRIP.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.06%

-9.14%

-89.92%

Max Drawdown (1Y)

Largest decline over 1 year

-99.02%

-9.14%

-89.88%

Max Drawdown (3Y)

Largest decline over 3 years

-99.04%

Max Drawdown (5Y)

Largest decline over 5 years

-99.04%

Current Drawdown

Current decline from peak

-99.03%

-6.78%

-92.25%

Average Drawdown

Average peak-to-trough decline

-17.55%

-3.49%

-14.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

81.78%

4.95%

+76.83%

Volatility

VCPA.L vs. PRIP.L - Volatility Comparison

The current volatility for Vanguard USD Corporate Bond UCITS ETF Accumulating (VCPA.L) is 1.53%, while Amundi Prime US Corporates UCITS ETF DR (D) (PRIP.L) has a volatility of 1.68%. This indicates that VCPA.L experiences smaller price fluctuations and is considered to be less risky than PRIP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCPA.LPRIP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

1.68%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

4.41%

6.61%

-2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

98.63%

7.82%

+90.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.54%

7.90%

+37.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.64%

7.90%

+32.74%

VCPA.L vs. PRIP.L - Expense Ratio Comparison

VCPA.L has a 0.09% expense ratio, which is higher than PRIP.L's 0.05% 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%.


Dividends

VCPA.L vs. PRIP.L - Dividend Comparison

Neither VCPA.L nor PRIP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, VCPA.L and PRIP.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, PRIP.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRIP.L is cheaper with a 0.05% expense ratio, compared with 0.09% for VCPA.L.

Both ETFs track Bloomberg US Corp Bond TR USD. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.09% for VCPA.L and 0.05% for PRIP.L.

Portfolio Optimizer

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