VDPA.L vs. USCR.L
Compare and contrast key facts about Vanguard USD Corporate Bond UCITS ETF USD Accumulation (VDPA.L) and SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (USCR.L).
VDPA.L and USCR.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VDPA.L is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate Corporate - United States Dollar Index. It was launched on May 25, 2021. USCR.L is a passively managed fund by State Street that tracks the performance of the Bloomberg US Corp Bond TR USD. It was launched on Oct 23, 2020. Both VDPA.L and USCR.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
VDPA.L vs. USCR.L - Performance Comparison
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VDPA.L vs. USCR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VDPA.L Vanguard USD Corporate Bond UCITS ETF USD Accumulation | -0.50% | 7.78% | 2.83% | 8.05% | -14.88% | -1.21% | 2.55% |
USCR.L SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF | -0.62% | 7.70% | 2.19% | 8.02% | -15.48% | -1.86% | 2.28% |
Returns By Period
In the year-to-date period, VDPA.L achieves a -0.50% return, which is significantly higher than USCR.L's -0.62% return.
VDPA.L
- 1D
- 0.55%
- 1M
- -1.32%
- YTD
- -0.50%
- 6M
- 0.46%
- 1Y
- 5.01%
- 3Y*
- 5.02%
- 5Y*
- 0.80%
- 10Y*
- —
USCR.L
- 1D
- 0.44%
- 1M
- -0.92%
- YTD
- -0.62%
- 6M
- 0.52%
- 1Y
- 4.84%
- 3Y*
- 4.66%
- 5Y*
- 0.50%
- 10Y*
- —
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VDPA.L vs. USCR.L - Expense Ratio Comparison
VDPA.L has a 0.07% expense ratio, which is lower than USCR.L's 0.15% expense ratio. Despite the difference, 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. USCR.L — Risk / Return Rank
VDPA.L
USCR.L
VDPA.L vs. USCR.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 SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (USCR.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.L | USCR.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.84 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.17 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.16 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.18 | +0.02 |
Martin ratioReturn relative to average drawdown | 5.34 | 4.73 | +0.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VDPA.L | USCR.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.84 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.07 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.01 | +0.32 |
Correlation
The correlation between VDPA.L and USCR.L is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
VDPA.L vs. USCR.L - Dividend Comparison
Neither VDPA.L nor USCR.L has paid dividends to shareholders.
Drawdowns
VDPA.L vs. USCR.L - Drawdown Comparison
The maximum VDPA.L drawdown since its inception was -21.43%, roughly equal to the maximum USCR.L drawdown of -22.42%. Use the drawdown chart below to compare losses from any high point for VDPA.L and USCR.L.
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Drawdown Indicators
| VDPA.L | USCR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.43% | -22.42% | +0.99% |
Max Drawdown (1Y)Largest decline over 1 year | -4.16% | -4.10% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -21.43% | -22.42% | +0.99% |
Current DrawdownCurrent decline from peak | -1.71% | -2.00% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -6.09% | -8.52% | +2.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 1.02% | -0.09% |
Volatility
VDPA.L vs. USCR.L - Volatility Comparison
Vanguard USD Corporate Bond UCITS ETF USD Accumulation (VDPA.L) and SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (USCR.L) have volatilities of 2.06% and 2.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VDPA.L | USCR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.06% | 2.02% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 3.07% | 3.29% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.78% | 5.74% | +0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.80% | 7.16% | -0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.83% | 7.03% | +1.80% |