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

Performance

VECA.L vs. IRCP.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 € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.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 IRCP.L is traded in EUR. To make them comparable, the IRCP.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 -2.50% return, which is significantly lower than IRCP.L's -1.18% return.


VECA.L

1D
-0.04%
1M
-2.41%
6M
-2.22%
YTD
-2.50%
1Y
-1.05%
3Y*
3.99%
5Y*
-0.30%
10Y*

IRCP.L

1D
0.31%
1M
-1.54%
6M
-0.72%
YTD
-1.18%
1Y
0.94%
3Y*
4.78%
5Y*
2.54%
10Y*
1.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
VECA.L
Vanguard EUR Corporate Bond UCITS ETF Accumulating
-2.50%8.38%-0.40%5.48%-8.55%-7.48%8.32%-10.97%
IRCP.L
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
-1.18%9.79%1.63%3.04%2.28%-6.16%6.54%-0.49%

Correlation

The correlation between VECA.L and IRCP.L is 0.62, 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

0.62

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

0.59

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

0.59

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2019

0.65

The correlation between VECA.L and IRCP.L has been stable across timeframes, ranging from 0.59 to 0.65 - a consistent structural relationship.

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Return for Risk

VECA.L vs. IRCP.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: 77
Overall Rank
VECA.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VECA.L Sortino Ratio Rank: 77
Sortino Ratio Rank
VECA.L Omega Ratio Rank: 66
Omega Ratio Rank
VECA.L Calmar Ratio Rank: 77
Calmar Ratio Rank
VECA.L Martin Ratio Rank: 77
Martin Ratio Rank

IRCP.L
IRCP.L Risk / Return Rank: 5656
Overall Rank
IRCP.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IRCP.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
IRCP.L Omega Ratio Rank: 4545
Omega Ratio Rank
IRCP.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
IRCP.L Martin Ratio Rank: 8181
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. IRCP.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 € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VECA.LIRCP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

0.97

1.04

-0.07

Calmar ratioReturn relative to maximum drawdown

-0.25

0.37

-0.62

Martin ratioReturn relative to average drawdown

-0.60

1.07

-1.67

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

The current VECA.L Sharpe Ratio is -0.23, which is lower than the IRCP.L Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of VECA.L and IRCP.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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Drawdowns

VECA.L vs. IRCP.L - Drawdown Comparison

The maximum VECA.L drawdown since its inception was -22.59%, which is greater than IRCP.L's maximum drawdown of -19.15%. Use the drawdown chart below to compare losses from any high point for VECA.L and IRCP.L.


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Drawdown Indicators


VECA.LIRCP.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.59%

-19.15%

-3.44%

Max Drawdown (1Y)

Largest decline over 1 year

-4.11%

-2.55%

-1.56%

Max Drawdown (3Y)

Largest decline over 3 years

-4.11%

-2.55%

-1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-16.71%

-8.09%

-8.62%

Max Drawdown (10Y)

Largest decline over 10 years

-12.86%

Current Drawdown

Current decline from peak

-9.43%

-2.25%

-7.18%

Average Drawdown

Average peak-to-trough decline

-11.97%

-5.61%

-6.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

0.87%

+0.88%

Volatility

VECA.L vs. IRCP.L - Volatility Comparison

Vanguard EUR Corporate Bond UCITS ETF Accumulating (VECA.L) and iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.L) have volatilities of 1.23% and 1.19%, 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.LIRCP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

1.19%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

3.73%

3.51%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

4.64%

4.65%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.16%

6.05%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.36%

7.09%

+1.27%

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

VECA.L has a 0.09% expense ratio, which is lower than IRCP.L's 0.25% 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. IRCP.L - Dividend Comparison

VECA.L has not paid dividends to shareholders, while IRCP.L's dividend yield for the trailing twelve months is around 2.58%.


PositionTTM20252024202320222021202020192018201720162015
IRCP.L
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
2.58%2.91%3.70%2.52%0.43%0.70%0.82%0.92%0.58%0.71%1.35%1.47%
VECA.L
Vanguard EUR Corporate Bond UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VECA.L and IRCP.L have a correlation of 0.62, 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 0.25% for IRCP.L.

VECA.L tracks Bloomberg Euro Corp TR EUR, while IRCP.L tracks Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.09% for VECA.L and 0.25% for IRCP.L.

Portfolio Optimizer

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