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VDCA.L vs. LYP6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VDCA.L vs. LYP6.DE - 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 Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VDCA.L is traded in USD, while LYP6.DE is traded in EUR. To make them comparable, the LYP6.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VDCA.L achieves a 0.68% return, which is significantly lower than LYP6.DE's 6.24% return.


VDCA.L

1D
-0.09%
1M
0.05%
YTD
0.68%
6M
1.01%
1Y
4.12%
3Y*
5.27%
5Y*
2.55%
10Y*

LYP6.DE

1D
0.70%
1M
2.40%
YTD
6.24%
6M
9.76%
1Y
18.54%
3Y*
17.09%
5Y*
8.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VDCA.L vs. LYP6.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VDCA.L
Vanguard USD Corporate 1-3 Year Bond UCITS ETF USD Accumulation
0.68%5.87%5.54%5.39%-3.80%-0.21%3.56%4.32%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
6.24%36.40%2.06%19.63%-15.34%14.96%7.89%15.14%

Correlation

The correlation between VDCA.L and LYP6.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.19

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

0.18

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2019

0.14

The correlation between VDCA.L and LYP6.DE shifts across timeframes, from 0.14 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VDCA.L vs. LYP6.DE — 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: 8787
Overall Rank
VDCA.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VDCA.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
VDCA.L Omega Ratio Rank: 8787
Omega Ratio Rank
VDCA.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
VDCA.L Martin Ratio Rank: 8989
Martin Ratio Rank

LYP6.DE
LYP6.DE Risk / Return Rank: 3838
Overall Rank
LYP6.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 3737
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 4242
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. LYP6.DE - 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 Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE). 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.


VDCA.LLYP6.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.35

Sortino ratioReturn per unit of downside risk

+2.29

Omega ratioGain probability vs. loss probability

1.53

1.23

+0.30

Calmar ratioReturn relative to maximum drawdown

5.07

1.63

+3.44

Martin ratioReturn relative to average drawdown

19.78

5.85

+13.93

VDCA.L vs. LYP6.DE - Sharpe Ratio Comparison

The current VDCA.L Sharpe Ratio is 2.60, which is higher than the LYP6.DE Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of VDCA.L and LYP6.DE, 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


VDCA.LLYP6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

1.24

+1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

0.49

+0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.47

+0.37

Drawdowns

VDCA.L vs. LYP6.DE - Drawdown Comparison

The maximum VDCA.L drawdown since its inception was -9.85%, smaller than the maximum LYP6.DE drawdown of -35.72%. Use the drawdown chart below to compare losses from any high point for VDCA.L and LYP6.DE.


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Drawdown Indicators


VDCA.LLYP6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-9.85%

-35.72%

+25.87%

Max Drawdown (1Y)

Largest decline over 1 year

-0.80%

-11.34%

+10.54%

Max Drawdown (3Y)

Largest decline over 3 years

-1.14%

-14.96%

+13.82%

Max Drawdown (5Y)

Largest decline over 5 years

-6.43%

-32.18%

+25.75%

Current Drawdown

Current decline from peak

-0.34%

-1.88%

+1.54%

Average Drawdown

Average peak-to-trough decline

-1.06%

-7.09%

+6.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

3.16%

-2.95%

Volatility

VDCA.L vs. LYP6.DE - Volatility Comparison

The current volatility for Vanguard USD Corporate 1-3 Year Bond UCITS ETF USD Accumulation (VDCA.L) is 0.56%, while Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) has a volatility of 4.95%. This indicates that VDCA.L experiences smaller price fluctuations and is considered to be less risky than LYP6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VDCA.LLYP6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.56%

4.95%

-4.39%

Volatility (6M)

Calculated over the trailing 6-month period

1.10%

12.34%

-11.24%

Volatility (1Y)

Calculated over the trailing 1-year period

1.57%

14.87%

-13.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.11%

17.65%

-15.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.46%

18.10%

-14.64%

VDCA.L vs. LYP6.DE - Expense Ratio Comparison

VDCA.L has a 0.09% expense ratio, which is higher than LYP6.DE's 0.07% 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

VDCA.L vs. LYP6.DE - Dividend Comparison

Neither VDCA.L nor LYP6.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VDCA.L and LYP6.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYP6.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYP6.DE is cheaper with a 0.07% expense ratio, compared with 0.09% for VDCA.L.

VDCA.L is categorized as Short-Term Bond, while LYP6.DE is Europe Equities. VDCA.L tracks Bloomberg Global Aggregate Corporate - United States Dollar Index 1-3 Year, while LYP6.DE tracks STOXX® Europe 600. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.09% for VDCA.L and 0.07% for LYP6.DE.

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