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VCPA.L vs. UC84.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCPA.L vs. UC84.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 UBS ETF (LU) Bloomberg US Liquid Corporates UCITS ETF (USD) A-dis (UC84.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 UC84.L is traded in GBp. To make them comparable, the UC84.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 UC84.L's 0.32% 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*

UC84.L

1D
0.23%
1M
1.54%
YTD
0.32%
6M
-0.15%
1Y
6.36%
3Y*
2.40%
5Y*
1.22%
10Y*
3.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCPA.L vs. UC84.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VCPA.L
Vanguard USD Corporate Bond UCITS ETF Accumulating
0.51%-99.00%4.58%2.13%-4.89%-0.13%5.86%10.80%
UC84.L
UBS ETF (LU) Bloomberg US Liquid Corporates UCITS ETF (USD) A-dis
0.32%0.41%3.96%2.43%-7.77%-0.84%6.02%12.95%

Correlation

The correlation between VCPA.L and UC84.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

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

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2019

0.86

The correlation between VCPA.L and UC84.L shifts across timeframes, from 0.86 (all time) to 0.96 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VCPA.L vs. UC84.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

UC84.L
UC84.L Risk / Return Rank: 2828
Overall Rank
UC84.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
UC84.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
UC84.L Omega Ratio Rank: 2828
Omega Ratio Rank
UC84.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
UC84.L Martin Ratio Rank: 2525
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. UC84.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 UBS ETF (LU) Bloomberg US Liquid Corporates UCITS ETF (USD) A-dis (UC84.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.LUC84.LDifference
Sharpe ratioReturn per unit of total volatility

-2.04

Sortino ratioReturn per unit of downside risk

-2.50

Omega ratioGain probability vs. loss probability

0.31

1.18

-0.88

Calmar ratioReturn relative to maximum drawdown

-1.00

1.31

-2.31

Martin ratioReturn relative to average drawdown

-1.21

3.20

-4.42

VCPA.L vs. UC84.L - Sharpe Ratio Comparison

The current VCPA.L Sharpe Ratio is -1.00, which is lower than the UC84.L Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of VCPA.L and UC84.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.LUC84.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.00

1.04

-2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-1.32

0.13

-1.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.24

0.39

-1.63

Drawdowns

VCPA.L vs. UC84.L - Drawdown Comparison

The maximum VCPA.L drawdown since its inception was -99.06%, which is greater than UC84.L's maximum drawdown of -18.73%. Use the drawdown chart below to compare losses from any high point for VCPA.L and UC84.L.


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Drawdown Indicators


VCPA.LUC84.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.06%

-18.73%

-80.33%

Max Drawdown (1Y)

Largest decline over 1 year

-99.02%

-4.83%

-94.19%

Max Drawdown (3Y)

Largest decline over 3 years

-99.04%

-8.52%

-90.52%

Max Drawdown (5Y)

Largest decline over 5 years

-99.04%

-14.49%

-84.55%

Max Drawdown (10Y)

Largest decline over 10 years

-18.73%

Current Drawdown

Current decline from peak

-99.03%

-8.33%

-90.70%

Average Drawdown

Average peak-to-trough decline

-17.55%

-8.19%

-9.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

81.78%

1.98%

+79.80%

Volatility

VCPA.L vs. UC84.L - Volatility Comparison

Vanguard USD Corporate Bond UCITS ETF Accumulating (VCPA.L) and UBS ETF (LU) Bloomberg US Liquid Corporates UCITS ETF (USD) A-dis (UC84.L) have volatilities of 1.53% and 1.50%, 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


VCPA.LUC84.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

1.50%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

4.41%

4.47%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

98.63%

6.08%

+92.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.54%

9.08%

+36.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.64%

10.40%

+30.24%

VCPA.L vs. UC84.L - Expense Ratio Comparison

VCPA.L has a 0.09% expense ratio, which is lower than UC84.L's 0.18% 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

VCPA.L vs. UC84.L - Dividend Comparison

VCPA.L has not paid dividends to shareholders, while UC84.L's dividend yield for the trailing twelve months is around 5.52%.


PositionTTM20252024202320222021202020192018201720162015
UC84.L
UBS ETF (LU) Bloomberg US Liquid Corporates UCITS ETF (USD) A-dis
5.52%4.82%4.55%4.27%2.69%2.28%3.02%3.48%3.37%2.98%3.21%1.40%
VCPA.L
Vanguard USD Corporate Bond UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.96, VCPA.L and UC84.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, VCPA.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VCPA.L is cheaper with a 0.09% expense ratio, compared with 0.18% for UC84.L.

Both ETFs track Bloomberg US Corp Bond TR USD. They also come from different issuers: Vanguard and UBS. Their fees differ too: 0.09% for VCPA.L and 0.18% for UC84.L.

Portfolio Optimizer

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