PortfoliosLab logoPortfoliosLab logo
VDCA.L vs. ERND.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VDCA.L vs. ERND.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard USD Corporate 1-3 Year Bond UCITS ETF USD Accumulation (VDCA.L) and iShares $ Ultrashort Bond UCITS ETF USD (Dist) (ERND.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VDCA.L achieves a 1.21% return, which is significantly lower than ERND.L's 2.00% return.


VDCA.L

1D
0.16%
1M
0.13%
6M
1.16%
YTD
1.21%
1Y
4.12%
3Y*
5.28%
5Y*
2.68%
10Y*

ERND.L

1D
-0.02%
1M
0.30%
6M
1.83%
YTD
2.00%
1Y
4.19%
3Y*
5.09%
5Y*
3.83%
10Y*
2.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VDCA.L vs. ERND.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VDCA.L
Vanguard USD Corporate 1-3 Year Bond UCITS ETF USD Accumulation
1.21%5.87%5.55%5.39%-3.80%-0.21%3.56%4.54%
ERND.L
iShares $ Ultrashort Bond UCITS ETF USD (Dist)
2.00%4.84%5.55%5.09%2.03%0.00%1.21%2.44%

Correlation

The correlation between VDCA.L and ERND.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.21

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

0.20

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2019

0.16

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VDCA.L vs. ERND.L — Risk / Return Rank

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

VDCA.L
VDCA.L Risk / Return Rank: 9292
Overall Rank
VDCA.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VDCA.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
VDCA.L Omega Ratio Rank: 9292
Omega Ratio Rank
VDCA.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
VDCA.L Martin Ratio Rank: 9393
Martin Ratio Rank

ERND.L
ERND.L Risk / Return Rank: 9999
Overall Rank
ERND.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ERND.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
ERND.L Omega Ratio Rank: 9898
Omega Ratio Rank
ERND.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
ERND.L Martin Ratio Rank: 9999
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.

VDCA.L vs. ERND.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Corporate 1-3 Year Bond UCITS ETF USD Accumulation (VDCA.L) and iShares $ Ultrashort Bond UCITS ETF USD (Dist) (ERND.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.

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.


VDCA.LERND.LDifference
Sharpe ratioReturn per unit of total volatility

-2.75

Sortino ratioReturn per unit of downside risk

-5.03

Omega ratioGain probability vs. loss probability

1.49

2.31

-0.82

Calmar ratioReturn relative to maximum drawdown

5.16

20.61

-15.45

Martin ratioReturn relative to average drawdown

19.28

101.10

-81.82

VDCA.L vs. ERND.L - Sharpe Ratio Comparison

The current VDCA.L Sharpe Ratio is 2.44, which is lower than the ERND.L Sharpe Ratio of 5.19. The chart below compares the historical Sharpe Ratios of VDCA.L and ERND.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.


Loading charts...

Drawdowns

VDCA.L vs. ERND.L - Drawdown Comparison

The maximum VDCA.L drawdown since its inception was -9.85%, which is greater than ERND.L's maximum drawdown of -7.48%. Use the drawdown chart below to compare losses from any high point for VDCA.L and ERND.L.


Loading charts...

Drawdown Indicators


VDCA.LERND.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.85%

-7.48%

-2.37%

Max Drawdown (1Y)

Largest decline over 1 year

-0.79%

-0.20%

-0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-1.14%

-0.64%

-0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-6.43%

-1.06%

-5.37%

Max Drawdown (10Y)

Largest decline over 10 years

-7.48%

Current Drawdown

Current decline from peak

-0.05%

-0.02%

-0.03%

Average Drawdown

Average peak-to-trough decline

-1.05%

-0.08%

-0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

0.04%

+0.17%

Volatility

VDCA.L vs. ERND.L - Volatility Comparison

Vanguard USD Corporate 1-3 Year Bond UCITS ETF USD Accumulation (VDCA.L) has a higher volatility of 0.63% compared to iShares $ Ultrashort Bond UCITS ETF USD (Dist) (ERND.L) at 0.21%. This indicates that VDCA.L's price experiences larger fluctuations and is considered to be riskier than ERND.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VDCA.LERND.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

0.21%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

1.32%

0.66%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

1.68%

0.79%

+0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.14%

1.26%

+0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.45%

2.08%

+1.37%

VDCA.L vs. ERND.L - Expense Ratio Comparison

Both VDCA.L and ERND.L have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VDCA.L vs. ERND.L - Dividend Comparison

VDCA.L has not paid dividends to shareholders, while ERND.L's dividend yield for the trailing twelve months is around 4.31%.


PositionTTM20252024202320222021202020192018201720162015
ERND.L
iShares $ Ultrashort Bond UCITS ETF USD (Dist)
4.31%4.70%5.54%5.00%1.57%0.49%1.55%2.71%2.19%1.39%0.99%0.72%
VDCA.L
Vanguard USD Corporate 1-3 Year Bond UCITS ETF USD Accumulation
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


VDCA.L and ERND.L have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.09% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VDCA.L and ERND.L have the same expense ratio: 0.09% per year.

VDCA.L is categorized as Short-Term Bond, while ERND.L is Ultrashort Bond. VDCA.L tracks Bloomberg Global Aggregate Corporate - United States Dollar Index 1-3 Year, while ERND.L tracks Markit iBoxx USD Liquid Investment Grade Ultrashort Index (USD). They also come from different issuers: Vanguard and iShares.

Portfolio Optimizer

Find the right allocation for VDCA.L and ERND.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer