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

Performance

VDPA.L vs. VSCA.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 Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VSCA.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022202120202019
VDPA.L
Vanguard USD Corporate Bond UCITS ETF USD Accumulation
-1.05%7.78%2.83%8.05%-14.88%-1.21%9.15%11.79%
VSCA.L
Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating
0.08%6.17%5.34%4.96%-3.79%-0.20%3.42%4.89%
Different Trading Currencies

VDPA.L is traded in USD, while VSCA.L is traded in GBP. To make them comparable, the VSCA.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 lower than VSCA.L's 0.08% 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*

VSCA.L

1D
0.41%
1M
-0.79%
YTD
0.08%
6M
1.30%
1Y
4.35%
3Y*
5.32%
5Y*
2.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

VDPA.L has a 0.07% expense ratio, which is lower than VSCA.L's 0.09% 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. VSCA.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

VSCA.L
VSCA.L Risk / Return Rank: 2121
Overall Rank
VSCA.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VSCA.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
VSCA.L Omega Ratio Rank: 2020
Omega Ratio Rank
VSCA.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
VSCA.L Martin Ratio Rank: 1717
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.

VDPA.L vs. VSCA.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 Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VSCA.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.LVSCA.LDifference

Sharpe ratio

Return per unit of total volatility

0.80

1.09

-0.30

Sortino ratio

Return per unit of downside risk

1.10

1.64

-0.54

Omega ratio

Gain probability vs. loss probability

1.17

1.19

-0.03

Calmar ratio

Return relative to maximum drawdown

1.06

3.42

-2.36

Martin ratio

Return relative to average drawdown

4.78

12.24

-7.45

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

The current VDPA.L Sharpe Ratio is 0.80, which is comparable to the VSCA.L Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of VDPA.L and VSCA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VDPA.LVSCA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.09

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.52

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.48

-0.16

Correlation

The correlation between VDPA.L and VSCA.L is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VDPA.L vs. VSCA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

VDPA.L vs. VSCA.L - Drawdown Comparison

The maximum VDPA.L drawdown since its inception was -21.43%, which is greater than VSCA.L's maximum drawdown of -11.09%. Use the drawdown chart below to compare losses from any high point for VDPA.L and VSCA.L.


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Drawdown Indicators


VDPA.LVSCA.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.43%

-15.11%

-6.32%

Max Drawdown (1Y)

Largest decline over 1 year

-4.16%

-5.73%

+1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-21.43%

-15.11%

-6.32%

Current Drawdown

Current decline from peak

-2.25%

-2.48%

+0.23%

Average Drawdown

Average peak-to-trough decline

-6.09%

-6.82%

+0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

2.94%

-2.01%

Volatility

VDPA.L vs. VSCA.L - Volatility Comparison

Vanguard USD Corporate Bond UCITS ETF USD Accumulation (VDPA.L) has a higher volatility of 1.96% compared to Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VSCA.L) at 1.58%. This indicates that VDPA.L's price experiences larger fluctuations and is considered to be riskier than VSCA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VDPA.LVSCA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.96%

1.58%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

2.96%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

5.76%

4.19%

+1.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.80%

4.84%

+1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.83%

6.09%

+2.74%