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VECA.DE vs. VETA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VECA.DE vs. VETA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard EUR Corporate Bond UCITS ETF Accumulating (VECA.DE) and Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VETA.L). The values are adjusted to include any dividend payments, if applicable.

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VECA.DE vs. VETA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VECA.DE
Vanguard EUR Corporate Bond UCITS ETF Accumulating
-0.61%2.98%4.38%7.53%-13.48%-1.05%2.50%5.01%
VETA.L
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating
-0.24%0.27%1.75%6.98%-18.05%-3.90%4.64%6.73%
Different Trading Currencies

VECA.DE is traded in EUR, while VETA.L is traded in GBP. To make them comparable, the VETA.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VECA.DE achieves a -0.61% return, which is significantly lower than VETA.L's -0.24% return.


VECA.DE

1D
0.39%
1M
-1.55%
YTD
-0.61%
6M
-0.42%
1Y
2.19%
3Y*
4.24%
5Y*
-0.20%
10Y*

VETA.L

1D
0.57%
1M
-2.04%
YTD
-0.24%
6M
0.11%
1Y
1.12%
3Y*
2.27%
5Y*
-2.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VECA.DE vs. VETA.L - Expense Ratio Comparison

VECA.DE has a 0.09% expense ratio, which is higher than VETA.L's 0.07% 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

VECA.DE vs. VETA.L — Risk / Return Rank

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

VECA.DE
VECA.DE Risk / Return Rank: 3636
Overall Rank
VECA.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
VECA.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
VECA.DE Omega Ratio Rank: 3333
Omega Ratio Rank
VECA.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
VECA.DE Martin Ratio Rank: 4040
Martin Ratio Rank

VETA.L
VETA.L Risk / Return Rank: 4141
Overall Rank
VETA.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VETA.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
VETA.L Omega Ratio Rank: 3737
Omega Ratio Rank
VETA.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
VETA.L Martin Ratio Rank: 3434
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.

VECA.DE vs. VETA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard EUR Corporate Bond UCITS ETF Accumulating (VECA.DE) and Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VETA.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.


VECA.DEVETA.LDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.23

+0.56

Sortino ratio

Return per unit of downside risk

1.10

0.37

+0.72

Omega ratio

Gain probability vs. loss probability

1.14

1.04

+0.10

Calmar ratio

Return relative to maximum drawdown

0.91

0.29

+0.61

Martin ratio

Return relative to average drawdown

3.93

1.00

+2.93

VECA.DE vs. VETA.L - Sharpe Ratio Comparison

The current VECA.DE Sharpe Ratio is 0.79, which is higher than the VETA.L Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of VECA.DE and VETA.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


VECA.DEVETA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.23

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

-0.36

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

-0.09

+0.25

Correlation

The correlation between VECA.DE and VETA.L is 0.61, 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

VECA.DE vs. VETA.L - Dividend Comparison

Neither VECA.DE nor VETA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VECA.DE vs. VETA.L - Drawdown Comparison

The maximum VECA.DE drawdown since its inception was -17.21%, smaller than the maximum VETA.L drawdown of -22.88%. Use the drawdown chart below to compare losses from any high point for VECA.DE and VETA.L.


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Drawdown Indicators


VECA.DEVETA.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.21%

-26.60%

+9.39%

Max Drawdown (1Y)

Largest decline over 1 year

-2.63%

-4.66%

+2.03%

Max Drawdown (5Y)

Largest decline over 5 years

-17.21%

-20.71%

+3.50%

Current Drawdown

Current decline from peak

-2.11%

-18.57%

+16.46%

Average Drawdown

Average peak-to-trough decline

-5.23%

-14.96%

+9.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

1.72%

-1.11%

Volatility

VECA.DE vs. VETA.L - Volatility Comparison

The current volatility for Vanguard EUR Corporate Bond UCITS ETF Accumulating (VECA.DE) is 1.60%, while Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VETA.L) has a volatility of 2.13%. This indicates that VECA.DE experiences smaller price fluctuations and is considered to be less risky than VETA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VECA.DEVETA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

2.13%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

2.05%

3.03%

-0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

2.78%

4.85%

-2.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.40%

6.99%

-2.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.71%

7.03%

-2.32%