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

Performance

VECA.L vs. SEUC.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 SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SEUC.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 SEUC.L is traded in EUR. To make them comparable, the SEUC.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 SEUC.L's -0.19% 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*

SEUC.L

1D
0.17%
1M
0.58%
YTD
-0.19%
6M
-0.27%
1Y
4.67%
3Y*
3.87%
5Y*
1.74%
10Y*
1.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VECA.L vs. SEUC.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%
SEUC.L
SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF
-0.19%8.55%-0.52%2.10%1.44%-6.18%5.89%-2.20%

Correlation

The correlation between VECA.L and SEUC.L is 0.78, 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

0.78

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

0.73

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

0.70

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

0.73

The correlation between VECA.L and SEUC.L has been stable across timeframes, ranging from 0.70 to 0.78 - a consistent structural relationship.

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Return for Risk

VECA.L vs. SEUC.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

SEUC.L
SEUC.L Risk / Return Rank: 5757
Overall Rank
SEUC.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SEUC.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
SEUC.L Omega Ratio Rank: 6969
Omega Ratio Rank
SEUC.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
SEUC.L Martin Ratio Rank: 5454
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. SEUC.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 SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SEUC.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.LSEUC.LDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.17

1.20

-0.04

Calmar ratioReturn relative to maximum drawdown

1.20

2.06

-0.87

Martin ratioReturn relative to average drawdown

3.07

4.57

-1.50

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

The current VECA.L Sharpe Ratio is 0.98, which is comparable to the SEUC.L Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of VECA.L and SEUC.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.LSEUC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.14

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.32

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.15

-0.03

Drawdowns

VECA.L vs. SEUC.L - Drawdown Comparison

The maximum VECA.L drawdown since its inception was -21.36%, which is greater than SEUC.L's maximum drawdown of -17.58%. Use the drawdown chart below to compare losses from any high point for VECA.L and SEUC.L.


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Drawdown Indicators


VECA.LSEUC.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.36%

-17.58%

-3.78%

Max Drawdown (1Y)

Largest decline over 1 year

-3.89%

-2.25%

-1.64%

Max Drawdown (3Y)

Largest decline over 3 years

-3.89%

-2.84%

-1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-16.71%

-5.79%

-10.92%

Max Drawdown (10Y)

Largest decline over 10 years

-12.34%

Current Drawdown

Current decline from peak

-6.05%

-1.25%

-4.80%

Average Drawdown

Average peak-to-trough decline

-10.13%

-6.39%

-3.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

1.02%

+0.50%

Volatility

VECA.L vs. SEUC.L - Volatility Comparison

Vanguard EUR Corporate Bond UCITS ETF Accumulating (VECA.L) has a higher volatility of 1.48% compared to SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF (SEUC.L) at 1.16%. This indicates that VECA.L's price experiences larger fluctuations and is considered to be riskier than SEUC.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.LSEUC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

1.16%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

3.62%

2.78%

+0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

4.76%

4.09%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.16%

5.40%

+0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.93%

7.10%

-0.17%

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

VECA.L has a 0.09% expense ratio, which is lower than SEUC.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. SEUC.L - Dividend Comparison

VECA.L has not paid dividends to shareholders, while SEUC.L's dividend yield for the trailing twelve months is around 2.96%.


PositionTTM20252024202320222021202020192018201720162015
SEUC.L
SPDR Bloomberg 0-3 Year Corporate Bond UCITS ETF
2.96%3.05%2.59%1.27%0.19%0.30%0.23%0.17%0.11%0.28%0.50%0.72%
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 SEUC.L have a correlation of 0.78, 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 SEUC.L.

VECA.L tracks Bloomberg Euro Corp TR EUR, while SEUC.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR. They also come from different issuers: Vanguard and State Street. Their fees differ too: 0.09% for VECA.L and 0.20% for SEUC.L.

Portfolio Optimizer

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