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

Performance

VECA.L vs. IEAA.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 iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VECA.L is traded in GBP, while IEAA.L is traded in EUR. To make them comparable, the IEAA.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 -0.43% return, which is significantly lower than IEAA.L's -0.18% return.


VECA.L

1D
0.26%
1M
1.04%
YTD
-0.43%
6M
-0.45%
1Y
4.67%
3Y*
4.66%
5Y*
0.22%
10Y*

IEAA.L

1D
0.25%
1M
1.01%
YTD
-0.18%
6M
-0.54%
1Y
4.72%
3Y*
4.74%
5Y*
0.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
VECA.L
Vanguard EUR Corporate Bond UCITS ETF Accumulating
-0.43%8.38%-0.39%5.47%-8.55%-7.48%8.32%2.29%
IEAA.L
iShares Core Euro Corporate Bond UCITS ETF (Acc)
-0.18%8.62%-0.44%5.36%-8.93%-6.97%8.50%1.54%

Correlation

The correlation between VECA.L and IEAA.L is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

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

0.86

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

0.86

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2019

0.85

The correlation between VECA.L and IEAA.L has been stable across timeframes, ranging from 0.85 to 0.86 - a consistent structural relationship.

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Return for Risk

VECA.L vs. IEAA.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: 2626
Overall Rank
VECA.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VECA.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
VECA.L Omega Ratio Rank: 2525
Omega Ratio Rank
VECA.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
VECA.L Martin Ratio Rank: 2424
Martin Ratio Rank

IEAA.L
IEAA.L Risk / Return Rank: 2020
Overall Rank
IEAA.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IEAA.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
IEAA.L Omega Ratio Rank: 2020
Omega Ratio Rank
IEAA.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
IEAA.L Martin Ratio Rank: 2222
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. IEAA.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 iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.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.LIEAA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.17

1.17

0.00

Calmar ratioReturn relative to maximum drawdown

1.20

1.25

-0.06

Martin ratioReturn relative to average drawdown

3.07

3.22

-0.16

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

The current VECA.L Sharpe Ratio is 0.98, which is comparable to the IEAA.L Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of VECA.L and IEAA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VECA.LIEAA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.96

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.04

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.09

+0.03

Drawdowns

VECA.L vs. IEAA.L - Drawdown Comparison

The maximum VECA.L drawdown since its inception was -21.36%, roughly equal to the maximum IEAA.L drawdown of -21.43%. Use the drawdown chart below to compare losses from any high point for VECA.L and IEAA.L.


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Drawdown Indicators


VECA.LIEAA.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.36%

-21.43%

+0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-3.89%

-3.75%

-0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-3.89%

-3.75%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-16.71%

-16.80%

+0.09%

Current Drawdown

Current decline from peak

-6.05%

-5.98%

-0.07%

Average Drawdown

Average peak-to-trough decline

-10.13%

-8.94%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

1.46%

+0.06%

Volatility

VECA.L vs. IEAA.L - Volatility Comparison

The current volatility for Vanguard EUR Corporate Bond UCITS ETF Accumulating (VECA.L) is 1.48%, while iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L) has a volatility of 1.67%. This indicates that VECA.L experiences smaller price fluctuations and is considered to be less risky than IEAA.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.LIEAA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

1.67%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

3.62%

3.74%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

4.76%

4.90%

-0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.16%

6.31%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.93%

6.91%

+0.02%

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

VECA.L has a 0.09% expense ratio, which is lower than IEAA.L's 0.20% 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

VECA.L vs. IEAA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


VECA.L and IEAA.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VECA.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VECA.L is cheaper with a 0.09% expense ratio, compared with 0.20% for IEAA.L.

Both ETFs track Bloomberg Euro Corp TR EUR. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.09% for VECA.L and 0.20% for IEAA.L.

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