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VDPA.L vs. PRIP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VDPA.L vs. PRIP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard USD Corporate Bond UCITS ETF USD Accumulation (VDPA.L) and Amundi Prime US Corporates UCITS ETF DR (D) (PRIP.L). The values are adjusted to include any dividend payments, if applicable.

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VDPA.L vs. PRIP.L - Yearly Performance Comparison


Different Trading Currencies

VDPA.L is traded in USD, while PRIP.L is traded in GBp. To make them comparable, the PRIP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VDPA.L achieves a -1.05% return, which is significantly higher than PRIP.L's -1.46% return.


VDPA.L

1D
0.10%
1M
-2.25%
YTD
-1.05%
6M
-0.06%
1Y
4.59%
3Y*
4.82%
5Y*
0.69%
10Y*

PRIP.L

1D
0.89%
1M
-2.85%
YTD
-1.46%
6M
-5.13%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VDPA.L vs. PRIP.L - Expense Ratio Comparison

VDPA.L has a 0.07% expense ratio, which is higher than PRIP.L's 0.05% 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%.


Return for Risk

VDPA.L vs. PRIP.L — Risk / Return Rank

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

VDPA.L
VDPA.L Risk / Return Rank: 4242
Overall Rank
VDPA.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VDPA.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
VDPA.L Omega Ratio Rank: 4141
Omega Ratio Rank
VDPA.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
VDPA.L Martin Ratio Rank: 4848
Martin Ratio Rank

PRIP.L
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.

VDPA.L vs. PRIP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Corporate Bond UCITS ETF USD Accumulation (VDPA.L) and Amundi Prime US Corporates UCITS ETF DR (D) (PRIP.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.


VDPA.LPRIP.LDifference

Sharpe ratio

Return per unit of total volatility

0.80

Sortino ratio

Return per unit of downside risk

1.10

Omega ratio

Gain probability vs. loss probability

1.17

Calmar ratio

Return relative to maximum drawdown

1.06

Martin ratio

Return relative to average drawdown

4.78

VDPA.L vs. PRIP.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VDPA.LPRIP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

-0.06

+0.38

Correlation

The correlation between VDPA.L and PRIP.L is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VDPA.L vs. PRIP.L - Dividend Comparison

Neither VDPA.L nor PRIP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VDPA.L vs. PRIP.L - Drawdown Comparison

The maximum VDPA.L drawdown since its inception was -21.43%, which is greater than PRIP.L's maximum drawdown of -7.32%. Use the drawdown chart below to compare losses from any high point for VDPA.L and PRIP.L.


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Drawdown Indicators


VDPA.LPRIP.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.43%

-9.14%

-12.29%

Max Drawdown (1Y)

Largest decline over 1 year

-4.16%

Max Drawdown (5Y)

Largest decline over 5 years

-21.43%

Current Drawdown

Current decline from peak

-2.25%

-6.23%

+3.98%

Average Drawdown

Average peak-to-trough decline

-6.09%

-2.80%

-3.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

Volatility

VDPA.L vs. PRIP.L - Volatility Comparison


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Volatility by Period


VDPA.LPRIP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.96%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

5.76%

7.99%

-2.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.80%

7.99%

-1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.83%

7.99%

+0.84%