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VCSH vs. VEU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCSH vs. VEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Corporate Bond ETF (VCSH) and Vanguard FTSE All-World ex-US ETF (VEU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VCSH achieves a 0.80% return, which is significantly lower than VEU's 14.08% return. Over the past 10 years, VCSH has underperformed VEU with an annualized return of 2.70%, while VEU has yielded a comparatively higher 10.41% annualized return.


VCSH

1D
-0.03%
1M
0.24%
YTD
0.80%
6M
1.22%
1Y
4.43%
3Y*
5.69%
5Y*
2.33%
10Y*
2.70%

VEU

1D
0.40%
1M
1.00%
YTD
14.08%
6M
15.91%
1Y
28.82%
3Y*
18.67%
5Y*
8.56%
10Y*
10.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCSH vs. VEU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCSH
Vanguard Short-Term Corporate Bond ETF
0.80%6.77%4.91%6.20%-5.62%-0.63%5.13%7.02%0.92%2.17%
VEU
Vanguard FTSE All-World ex-US ETF
14.08%32.35%5.56%15.84%-15.58%8.27%11.10%21.83%-14.18%27.40%

Correlation

The correlation between VCSH and VEU is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.38

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

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2009

0.14

Over the past year, VCSH and VEU have become more correlated (0.46) than their long-term average of 0.14, meaning their price movements have been converging.

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Return for Risk

VCSH vs. VEU — Risk / Return Rank

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

VCSH
VCSH Risk / Return Rank: 8282
Overall Rank
VCSH Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VCSH Sortino Ratio Rank: 9090
Sortino Ratio Rank
VCSH Omega Ratio Rank: 8787
Omega Ratio Rank
VCSH Calmar Ratio Rank: 7272
Calmar Ratio Rank
VCSH Martin Ratio Rank: 7878
Martin Ratio Rank

VEU
VEU Risk / Return Rank: 6161
Overall Rank
VEU Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VEU Sortino Ratio Rank: 6161
Sortino Ratio Rank
VEU Omega Ratio Rank: 6363
Omega Ratio Rank
VEU Calmar Ratio Rank: 5858
Calmar Ratio Rank
VEU Martin Ratio Rank: 6262
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.

VCSH vs. VEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Corporate Bond ETF (VCSH) and Vanguard FTSE All-World ex-US ETF (VEU). 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.


VCSHVEUDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+1.23

Omega ratioGain probability vs. loss probability

1.47

1.33

+0.14

Calmar ratioReturn relative to maximum drawdown

3.18

2.53

+0.64

Martin ratioReturn relative to average drawdown

12.95

9.70

+3.24

VCSH vs. VEU - Sharpe Ratio Comparison

The current VCSH Sharpe Ratio is 2.37, which is higher than the VEU Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of VCSH and VEU, 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

VCSH vs. VEU - Drawdown Comparison

The maximum VCSH drawdown since its inception was -12.86%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for VCSH and VEU.


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Drawdown Indicators


VCSHVEUDifference

Max Drawdown

Largest peak-to-trough decline

-12.86%

-61.52%

+48.66%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-11.43%

+10.03%

Max Drawdown (3Y)

Largest decline over 3 years

-1.40%

-13.69%

+12.29%

Max Drawdown (5Y)

Largest decline over 5 years

-9.48%

-29.31%

+19.83%

Max Drawdown (10Y)

Largest decline over 10 years

-12.86%

-34.98%

+22.12%

Current Drawdown

Current decline from peak

-0.17%

-1.42%

+1.25%

Average Drawdown

Average peak-to-trough decline

-0.97%

-13.12%

+12.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

2.99%

-2.65%

Volatility

VCSH vs. VEU - Volatility Comparison

The current volatility for Vanguard Short-Term Corporate Bond ETF (VCSH) is 0.66%, while Vanguard FTSE All-World ex-US ETF (VEU) has a volatility of 6.77%. This indicates that VCSH experiences smaller price fluctuations and is considered to be less risky than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCSHVEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.66%

6.77%

-6.11%

Volatility (6M)

Calculated over the trailing 6-month period

1.42%

14.06%

-12.64%

Volatility (1Y)

Calculated over the trailing 1-year period

1.88%

16.18%

-14.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.88%

16.23%

-13.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.35%

17.25%

-13.90%

VCSH vs. VEU - Expense Ratio Comparison

Both VCSH and VEU have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VCSH vs. VEU - Dividend Comparison

VCSH's dividend yield for the trailing twelve months is around 4.45%, more than VEU's 2.62% yield.


PositionTTM20252024202320222021202020192018201720162015
VCSH
Vanguard Short-Term Corporate Bond ETF
4.45%4.35%3.96%3.09%2.01%1.81%2.27%2.87%2.65%2.26%2.10%2.08%
VEU
Vanguard FTSE All-World ex-US ETF
2.62%3.09%3.24%3.32%3.12%3.08%2.00%3.10%3.27%2.66%2.96%2.95%

Frequently Asked Questions


VCSH and VEU have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VEU has higher volatility (6.77%) compared to VCSH (0.66%). In terms of maximum drawdown, VCSH dropped -12.86% vs VEU's -61.52%.

On 10-year performance, VEU leads with 10.41% vs 2.70% for VCSH. Both ETFs have the same 0.04% expense ratio. On volatility, VCSH has been the lower-risk option at 0.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VEU has performed better with a 10.41% return vs 2.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCSH and VEU have the same expense ratio: 0.04% per year.

VCSH has the higher dividend yield at 4.45%, compared with 2.62% for VEU.

VCSH is categorized as Corporate Bonds, while VEU is Foreign Large Cap Equities. VCSH tracks Bloomberg U.S. 1-5 Year Corporate Bond Index, while VEU tracks FTSE All-World ex US Index.

VCSH currently has the higher Sharpe Ratio (2.37 vs 1.79), 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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