VDPA.L vs. VUAA.L
Compare and contrast key facts about Vanguard USD Corporate Bond UCITS ETF USD Accumulation (VDPA.L) and Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L).
VDPA.L and VUAA.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. VUAA.L is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Net Total Return. It was launched on May 14, 2019. Both VDPA.L and VUAA.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. VUAA.L - Performance Comparison
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VDPA.L vs. VUAA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VDPA.L Vanguard USD Corporate Bond UCITS ETF USD Accumulation | -0.50% | 7.78% | 2.83% | 8.05% | -14.88% | -1.21% | 9.15% | 8.13% |
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation | -4.06% | 17.37% | 25.27% | 26.68% | -18.63% | 29.34% | 17.66% | 12.72% |
Returns By Period
In the year-to-date period, VDPA.L achieves a -0.50% return, which is significantly higher than VUAA.L's -4.06% 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*
- —
VUAA.L
- 1D
- 2.50%
- 1M
- -3.64%
- YTD
- -4.06%
- 6M
- -0.94%
- 1Y
- 18.29%
- 3Y*
- 18.65%
- 5Y*
- 11.80%
- 10Y*
- —
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VDPA.L vs. VUAA.L - Expense Ratio Comparison
Both VDPA.L and VUAA.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
VDPA.L vs. VUAA.L — Risk / Return Rank
VDPA.L
VUAA.L
VDPA.L vs. VUAA.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 S&P 500 UCITS ETF USD Accumulation (VUAA.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 | VUAA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 1.14 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.65 | -0.46 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.24 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 2.13 | -0.93 |
Martin ratioReturn relative to average drawdown | 5.34 | 8.63 | -3.29 |
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 | VUAA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.14 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.74 | -0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.79 | -0.47 |
Correlation
The correlation between VDPA.L and VUAA.L is 0.21, 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. VUAA.L - Dividend Comparison
Neither VDPA.L nor VUAA.L has paid dividends to shareholders.
Drawdowns
VDPA.L vs. VUAA.L - Drawdown Comparison
The maximum VDPA.L drawdown since its inception was -21.43%, smaller than the maximum VUAA.L drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for VDPA.L and VUAA.L.
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Drawdown Indicators
| VDPA.L | VUAA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.43% | -34.05% | +12.62% |
Max Drawdown (1Y)Largest decline over 1 year | -4.16% | -11.75% | +7.59% |
Max Drawdown (5Y)Largest decline over 5 years | -21.43% | -24.36% | +2.93% |
Current DrawdownCurrent decline from peak | -1.71% | -5.41% | +3.70% |
Average DrawdownAverage peak-to-trough decline | -6.09% | -5.20% | -0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 2.05% | -1.12% |
Volatility
VDPA.L vs. VUAA.L - Volatility Comparison
The current volatility for Vanguard USD Corporate Bond UCITS ETF USD Accumulation (VDPA.L) is 2.06%, while Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L) has a volatility of 4.87%. This indicates that VDPA.L experiences smaller price fluctuations and is considered to be less risky than VUAA.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.L | VUAA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.06% | 4.87% | -2.81% |
Volatility (6M)Calculated over the trailing 6-month period | 3.07% | 8.72% | -5.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.78% | 16.07% | -10.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.80% | 15.97% | -9.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.83% | 17.88% | -9.05% |