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

Performance

VECA.L vs. VECP.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 Vanguard EUR Corporate Bond UCITS ETF Distributing (VECP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VECA.L achieves a -0.43% return, which is significantly higher than VECP.L's -0.48% 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*

VECP.L

1D
0.27%
1M
1.02%
YTD
-0.48%
6M
-0.49%
1Y
4.68%
3Y*
4.97%
5Y*
0.73%
10Y*
2.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VECA.L vs. VECP.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%
VECP.L
Vanguard EUR Corporate Bond UCITS ETF Distributing
-0.48%8.47%0.17%6.15%-7.51%-7.24%8.80%2.40%

Correlation

The correlation between VECA.L and VECP.L is 0.99 - 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

0.99

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

0.99

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

0.99

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

0.98

The correlation between VECA.L and VECP.L has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

VECA.L vs. VECP.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

VECP.L
VECP.L Risk / Return Rank: 2626
Overall Rank
VECP.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
VECP.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
VECP.L Omega Ratio Rank: 2525
Omega Ratio Rank
VECP.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
VECP.L Martin Ratio Rank: 2424
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. VECP.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 Vanguard EUR Corporate Bond UCITS ETF Distributing (VECP.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.LVECP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.17

1.16

0.00

Calmar ratioReturn relative to maximum drawdown

1.20

1.21

-0.01

Martin ratioReturn relative to average drawdown

3.07

3.08

-0.01

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

The current VECA.L Sharpe Ratio is 0.98, which is comparable to the VECP.L Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of VECA.L and VECP.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.LVECP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.97

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.12

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.33

-0.21

Drawdowns

VECA.L vs. VECP.L - Drawdown Comparison

The maximum VECA.L drawdown since its inception was -21.36%, roughly equal to the maximum VECP.L drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for VECA.L and VECP.L.


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Drawdown Indicators


VECA.LVECP.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.36%

-20.56%

-0.80%

Max Drawdown (1Y)

Largest decline over 1 year

-3.89%

-3.86%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-3.89%

-3.86%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-16.71%

-16.13%

-0.58%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

Current Drawdown

Current decline from peak

-6.05%

-3.44%

-2.61%

Average Drawdown

Average peak-to-trough decline

-10.13%

-7.60%

-2.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

1.52%

0.00%

Volatility

VECA.L vs. VECP.L - Volatility Comparison

Vanguard EUR Corporate Bond UCITS ETF Accumulating (VECA.L) and Vanguard EUR Corporate Bond UCITS ETF Distributing (VECP.L) have volatilities of 1.48% and 1.45%, 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.LVECP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

1.45%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

3.62%

3.64%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

4.76%

4.82%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.16%

6.17%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.93%

7.58%

-0.65%

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

Both VECA.L and VECP.L have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VECA.L vs. VECP.L - Dividend Comparison

VECA.L has not paid dividends to shareholders, while VECP.L's dividend yield for the trailing twelve months is around 3.42%.


PositionTTM2025202420232022202120202019201820172016
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%
VECP.L
Vanguard EUR Corporate Bond UCITS ETF Distributing
3.42%3.37%4.05%3.45%2.12%0.94%0.99%0.93%1.10%1.23%1.04%

Frequently Asked Questions


With a correlation of 0.99, VECA.L and VECP.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.

Both ETFs have the same 0.09% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VECA.L and VECP.L have the same expense ratio: 0.09% per year.

Both ETFs track Bloomberg Euro Corp TR EUR.

Portfolio Optimizer

Find the right allocation for VECA.L and VECP.L

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