VECA.L vs. PRIC.L

Last updated Jun 5, 2026

VECA.L (Vanguard EUR Corporate Bond UCITS ETF Accumulating) and PRIC.L (Amundi Prime Euro Corporates UCITS ETF DR (D)) are both European Corporate Bonds funds tracking the Bloomberg Euro Corp TR EUR, from Vanguard and Amundi respectively. Both are passively managed. Over the past 5 years, VECA.L returned 0.22%/yr vs -1.72%/yr for PRIC.L. With a 0.97 correlation, they move nearly in lockstep. VECA.L charges 0.09%/yr vs 0.05%/yr for PRIC.L.

Performance

VECA.L vs. PRIC.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 Prime Euro Corporates UCITS ETF DR (D) (PRIC.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

VECA.L is traded in GBP, while PRIC.L is traded in GBp. To make them comparable, the PRIC.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 PRIC.L's -0.37% 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*: —

PRIC.L

• 1D: 0.29%
• 1M: 1.02%
• YTD: -0.37%
• 6M: -2.92%
• 1Y: 2.15%
• 3Y*: 2.44%
• 5Y*: -1.72%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
VECA.L Vanguard EUR Corporate Bond UCITS ETF Accumulating	-0.43%	8.38%	-0.39%	5.47%	-8.55%	-7.48%	8.32%	3.55%
PRIC.L Amundi Prime Euro Corporates UCITS ETF DR (D)	-0.37%	5.75%	-2.51%	3.51%	-10.37%	-8.76%	6.60%	2.97%

Correlation

The correlation between VECA.L and PRIC.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.98
Correlation (3Y) Calculated over the trailing 3-year period	0.98
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (All Time) Calculated using the full available price history since Mar 15, 2019	0.97

The correlation between VECA.L and PRIC.L has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

Return for Risk

VECA.L vs. PRIC.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: 26
VECA.L Sharpe Ratio Rank: 28
VECA.L Sortino Ratio Rank: 27
VECA.L Omega Ratio Rank: 25
VECA.L Calmar Ratio Rank: 26
VECA.L Martin Ratio Rank: 24

PRIC.L

PRIC.L Risk / Return Rank: 14
PRIC.L Sharpe Ratio Rank: 15
PRIC.L Sortino Ratio Rank: 14
PRIC.L Omega Ratio Rank: 14
PRIC.L Calmar Ratio Rank: 13
PRIC.L Martin Ratio Rank: 13

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. PRIC.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 Prime Euro Corporates UCITS ETF DR (D) (PRIC.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.L	PRIC.L	Difference
Sharpe ratio: Return per unit of total volatility	0.98	0.40	+0.57
Sortino ratio: Return per unit of downside risk	1.44	0.56	+0.88
Omega ratio: Gain probability vs. loss probability	1.17	1.08	+0.09
Calmar ratio: Return relative to maximum drawdown	1.20	0.36	+0.83
Martin ratio: Return relative to average drawdown	3.07	0.73	+2.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current VECA.L Sharpe Ratio is 0.98, which is higher than the PRIC.L Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of VECA.L and PRIC.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.

Sharpe Ratios by Period

	VECA.L	PRIC.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.98	0.40	+0.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.04	-0.26	+0.30
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	-0.09	+0.21

Drawdowns

VECA.L vs. PRIC.L - Drawdown Comparison

The maximum VECA.L drawdown since its inception was -21.36%, smaller than the maximum PRIC.L drawdown of -24.61%. Use the drawdown chart below to compare losses from any high point for VECA.L and PRIC.L.

Drawdown Indicators

	VECA.L	PRIC.L	Difference
Max Drawdown Largest peak-to-trough decline	-21.36%	-24.61%	+3.25%
Max Drawdown (1Y) Largest decline over 1 year	-3.89%	-5.89%	+2.00%
Max Drawdown (3Y) Largest decline over 3 years	-3.89%	-5.89%	+2.00%
Max Drawdown (5Y) Largest decline over 5 years	-16.71%	-18.42%	+1.71%
Current Drawdown Current decline from peak	-6.05%	-16.60%	+10.55%
Average Drawdown Average peak-to-trough decline	-10.13%	-14.39%	+4.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.52%	2.95%	-1.43%

Volatility

VECA.L vs. PRIC.L - Volatility Comparison

Vanguard EUR Corporate Bond UCITS ETF Accumulating (VECA.L) and Amundi Prime Euro Corporates UCITS ETF DR (D) (PRIC.L) have volatilities of 1.48% and 1.49%, 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.

Volatility by Period

	VECA.L	PRIC.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.48%	1.49%	-0.01%
Volatility (6M) Calculated over the trailing 6-month period	3.62%	4.33%	-0.71%
Volatility (1Y) Calculated over the trailing 1-year period	4.76%	5.31%	-0.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.16%	6.49%	-0.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.93%	7.35%	-0.42%

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

VECA.L has a 0.09% expense ratio, which is higher than PRIC.L's 0.05% 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%.

Dividends

VECA.L vs. PRIC.L - Dividend Comparison

VECA.L has not paid dividends to shareholders, while PRIC.L's dividend yield for the trailing twelve months is around 0.03%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
PRIC.L Amundi Prime Euro Corporates UCITS ETF DR (D)	0.03%	0.03%	0.03%	0.02%	0.01%	0.01%	0.01%	0.01%
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%

Frequently Asked Questions

Can I hold both VECA.L and PRIC.L in my portfolio?

With a correlation of 0.98, VECA.L and PRIC.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, VECA.L or PRIC.L?

On fees, PRIC.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VECA.L or PRIC.L?

PRIC.L is cheaper with a 0.05% expense ratio, compared with 0.09% for VECA.L.

What is the main difference between VECA.L and PRIC.L?

Both ETFs track Bloomberg Euro Corp TR EUR. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.09% for VECA.L and 0.05% for PRIC.L.