PortfoliosLab logoPortfoliosLab logo
VDPA.L vs. XZBU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VDPA.L vs. XZBU.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 Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C (XZBU.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period


VDPA.L

1D
-0.35%
1M
0.29%
YTD
0.11%
6M
0.42%
1Y
5.86%
3Y*
5.31%
5Y*
0.67%
10Y*

XZBU.L

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

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


2026 (YTD)202520242023202220212020
VDPA.L
Vanguard USD Corporate Bond UCITS ETF USD Accumulation
0.11%7.78%2.83%8.05%-14.88%-1.21%3.01%
XZBU.L
Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C
34.79%8.26%0.97%8.41%-18.49%-1.77%3.62%

Correlation

The correlation between VDPA.L and XZBU.L is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.60

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

0.77

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

0.78

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2020

0.77

The correlation between VDPA.L and XZBU.L shifts across timeframes, from 0.60 (1 year) to 0.78 (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

VDPA.L vs. XZBU.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: 3939
Overall Rank
VDPA.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VDPA.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
VDPA.L Omega Ratio Rank: 3535
Omega Ratio Rank
VDPA.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
VDPA.L Martin Ratio Rank: 4242
Martin Ratio Rank

XZBU.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. XZBU.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 Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C (XZBU.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.LXZBU.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

2.16

Martin ratioReturn relative to average drawdown

6.76

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


Loading charts...

Sharpe Ratios by Period


VDPA.LXZBU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

Drawdowns

VDPA.L vs. XZBU.L - Drawdown Comparison


Loading charts...

Drawdown Indicators


VDPA.LXZBU.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.43%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

Max Drawdown (3Y)

Largest decline over 3 years

-5.60%

Max Drawdown (5Y)

Largest decline over 5 years

-21.43%

Current Drawdown

Current decline from peak

-1.10%

Average Drawdown

Average peak-to-trough decline

-5.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

Volatility

VDPA.L vs. XZBU.L - Volatility Comparison


Loading charts...

Volatility by Period


VDPA.LXZBU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.80%

Volatility (6M)

Calculated over the trailing 6-month period

3.59%

Volatility (1Y)

Calculated over the trailing 1-year period

4.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.78%

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

VDPA.L has a 0.07% expense ratio, which is lower than XZBU.L's 0.16% 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%.


Dividends

VDPA.L vs. XZBU.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


VDPA.L and XZBU.L have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VDPA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VDPA.L is cheaper with a 0.07% expense ratio, compared with 0.16% for XZBU.L.

VDPA.L tracks Bloomberg Global Aggregate Corporate - United States Dollar Index, while XZBU.L tracks Bloomberg US Corp Bond TR USD. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.07% for VDPA.L and 0.16% for XZBU.L.

Portfolio Optimizer

Find the right allocation for VDPA.L and XZBU.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