PortfoliosLab logoPortfoliosLab logo
VDCA.L vs. U13G.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VDCA.L vs. U13G.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 Amundi US Treasury Bond 1-3Y UCITS ETF Dist (U13G.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

VDCA.L is traded in USD, while U13G.L is traded in GBp. To make them comparable, the U13G.L 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 higher than U13G.L's 0.36% 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*

U13G.L

1D
0.16%
1M
0.22%
YTD
0.36%
6M
1.16%
1Y
3.39%
3Y*
4.08%
5Y*
1.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VDCA.L vs. U13G.L - 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%
U13G.L
Amundi US Treasury Bond 1-3Y UCITS ETF Dist
0.36%5.38%4.09%3.59%-3.85%-0.33%3.35%2.97%

Correlation

The correlation between VDCA.L and U13G.L is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

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

0.10

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

0.14

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

0.10

The correlation between VDCA.L and U13G.L shifts across timeframes, from -0.01 (1 year) to 0.14 (5 years), reflecting how their relationship changes across market environments.

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. U13G.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: 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

U13G.L
U13G.L Risk / Return Rank: 2424
Overall Rank
U13G.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
U13G.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
U13G.L Omega Ratio Rank: 2222
Omega Ratio Rank
U13G.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
U13G.L Martin Ratio Rank: 2424
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. U13G.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 Amundi US Treasury Bond 1-3Y UCITS ETF Dist (U13G.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.


VDCA.LU13G.LDifference
Sharpe ratioReturn per unit of total volatility

+1.75

Sortino ratioReturn per unit of downside risk

+2.83

Omega ratioGain probability vs. loss probability

1.53

1.15

+0.38

Calmar ratioReturn relative to maximum drawdown

5.07

3.39

+1.67

Martin ratioReturn relative to average drawdown

19.78

9.16

+10.62

VDCA.L vs. U13G.L - Sharpe Ratio Comparison

The current VDCA.L Sharpe Ratio is 2.60, which is higher than the U13G.L Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of VDCA.L and U13G.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...

Sharpe Ratios by Period


VDCA.LU13G.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

0.85

+1.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

0.41

+0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.43

+0.41

Drawdowns

VDCA.L vs. U13G.L - Drawdown Comparison

The maximum VDCA.L drawdown since its inception was -9.85%, which is greater than U13G.L's maximum drawdown of -7.32%. Use the drawdown chart below to compare losses from any high point for VDCA.L and U13G.L.


Loading charts...

Drawdown Indicators


VDCA.LU13G.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.85%

-7.32%

-2.53%

Max Drawdown (1Y)

Largest decline over 1 year

-0.80%

-1.32%

+0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-1.14%

-1.51%

+0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-6.43%

-6.90%

+0.47%

Current Drawdown

Current decline from peak

-0.34%

-0.52%

+0.18%

Average Drawdown

Average peak-to-trough decline

-1.06%

-1.48%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

0.50%

-0.29%

Volatility

VDCA.L vs. U13G.L - Volatility Comparison

The current volatility for Vanguard USD Corporate 1-3 Year Bond UCITS ETF USD Accumulation (VDCA.L) is 0.56%, while Amundi US Treasury Bond 1-3Y UCITS ETF Dist (U13G.L) has a volatility of 1.59%. This indicates that VDCA.L experiences smaller price fluctuations and is considered to be less risky than U13G.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VDCA.LU13G.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.56%

1.59%

-1.03%

Volatility (6M)

Calculated over the trailing 6-month period

1.10%

4.03%

-2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

1.57%

5.26%

-3.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.11%

5.52%

-3.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.46%

5.35%

-1.89%

VDCA.L vs. U13G.L - Expense Ratio Comparison

VDCA.L has a 0.09% expense ratio, which is higher than U13G.L's 0.06% 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. U13G.L - Dividend Comparison

VDCA.L has not paid dividends to shareholders, while U13G.L's dividend yield for the trailing twelve months is around 3.04%.


PositionTTM2025202420232022202120202019201820172016
U13G.L
Amundi US Treasury Bond 1-3Y UCITS ETF Dist
3.04%3.06%2.39%1.79%1.46%1.19%1.69%2.19%1.96%1.81%0.73%
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%

Frequently Asked Questions


VDCA.L and U13G.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, U13G.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

U13G.L is cheaper with a 0.06% expense ratio, compared with 0.09% for VDCA.L.

VDCA.L is categorized as Short-Term Bond, while U13G.L is Government Bonds. VDCA.L tracks Bloomberg Global Aggregate Corporate - United States Dollar Index 1-3 Year, while U13G.L tracks Bloomberg US 1-3 Year Treasury Bond Index. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.09% for VDCA.L and 0.06% for U13G.L.

Portfolio Optimizer

Find the right allocation for VDCA.L and U13G.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