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VECA.L vs. ECRP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VECA.L vs. ECRP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard EUR Corporate Bond UCITS ETF Accumulating (VECA.L) and Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.L). The values are adjusted to include any dividend payments, if applicable.

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VECA.L vs. ECRP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VECA.L
Vanguard EUR Corporate Bond UCITS ETF Accumulating
-0.86%8.38%-0.39%5.47%-8.55%-7.48%9.80%
ECRP.L
Amundi Index Euro Corporate SRI UCITS ETF DR (C)
-0.74%8.36%-0.55%5.00%-8.32%-8.20%10.39%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, VECA.L achieves a -0.86% return, which is significantly lower than ECRP.L's -0.74% return.


VECA.L

1D
0.24%
1M
-1.73%
YTD
-0.86%
6M
-0.25%
1Y
6.53%
3Y*
4.01%
5Y*
0.29%
10Y*

ECRP.L

1D
0.32%
1M
-1.60%
YTD
-0.74%
6M
-0.15%
1Y
6.59%
3Y*
3.89%
5Y*
0.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VECA.L vs. ECRP.L - Expense Ratio Comparison

VECA.L has a 0.09% expense ratio, which is lower than ECRP.L's 0.14% 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

VECA.L vs. ECRP.L — Risk / Return Rank

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

VECA.L
VECA.L Risk / Return Rank: 6262
Overall Rank
VECA.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VECA.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
VECA.L Omega Ratio Rank: 5959
Omega Ratio Rank
VECA.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
VECA.L Martin Ratio Rank: 4747
Martin Ratio Rank

ECRP.L
ECRP.L Risk / Return Rank: 6262
Overall Rank
ECRP.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ECRP.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
ECRP.L Omega Ratio Rank: 6060
Omega Ratio Rank
ECRP.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
ECRP.L Martin Ratio Rank: 4747
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.L vs. ECRP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard EUR Corporate Bond UCITS ETF Accumulating (VECA.L) and Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.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.LECRP.LDifference

Sharpe ratio

Return per unit of total volatility

1.30

1.30

0.00

Sortino ratio

Return per unit of downside risk

1.90

1.93

-0.02

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.69

1.71

-0.02

Martin ratio

Return relative to average drawdown

5.04

5.06

-0.02

VECA.L vs. ECRP.L - Sharpe Ratio Comparison

The current VECA.L Sharpe Ratio is 1.30, which is comparable to the ECRP.L Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of VECA.L and ECRP.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.LECRP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.30

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.03

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.11

0.00

Correlation

The correlation between VECA.L and ECRP.L is 0.88, 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

VECA.L vs. ECRP.L - Dividend Comparison

Neither VECA.L nor ECRP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VECA.L vs. ECRP.L - Drawdown Comparison

The maximum VECA.L drawdown since its inception was -21.36%, roughly equal to the maximum ECRP.L drawdown of -21.22%. Use the drawdown chart below to compare losses from any high point for VECA.L and ECRP.L.


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Drawdown Indicators


VECA.LECRP.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.36%

-21.22%

-0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-3.89%

-3.87%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-16.71%

-16.71%

0.00%

Current Drawdown

Current decline from peak

-6.45%

-6.67%

+0.22%

Average Drawdown

Average peak-to-trough decline

-10.22%

-11.24%

+1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.30%

1.31%

-0.01%

Volatility

VECA.L vs. ECRP.L - Volatility Comparison

Vanguard EUR Corporate Bond UCITS ETF Accumulating (VECA.L) and Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.L) have volatilities of 1.97% and 1.94%, 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


VECA.LECRP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

1.94%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

3.46%

3.48%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

5.02%

5.06%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.22%

6.42%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.97%

6.94%

+0.03%