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VECP.DE vs. HYG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VECP.DE vs. HYG - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard EUR Corporate Bond UCITS ETF Distributing (VECP.DE) and iShares iBoxx $ High Yield Corporate Bond ETF (HYG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VECP.DE is traded in EUR, while HYG is traded in USD. To make them comparable, the HYG values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VECP.DE achieves a 0.52% return, which is significantly lower than HYG's 2.67% return.


VECP.DE

1D
0.10%
1M
0.70%
YTD
0.52%
6M
0.36%
1Y
1.80%
3Y*
4.57%
5Y*
0.20%
10Y*

HYG

1D
0.05%
1M
1.07%
YTD
2.67%
6M
2.11%
1Y
4.72%
3Y*
5.69%
5Y*
4.77%
10Y*
4.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VECP.DE vs. HYG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VECP.DE
Vanguard EUR Corporate Bond UCITS ETF Distributing
0.52%3.00%4.33%7.73%-13.11%-0.93%2.85%6.02%-1.10%0.23%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
2.67%-4.29%15.09%8.19%-5.46%11.52%-4.14%16.67%2.58%-2.77%

Correlation

The correlation between VECP.DE and HYG is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.19

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

0.25

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.24

The correlation between VECP.DE and HYG shifts across timeframes, from 0.05 (1 year) to 0.25 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VECP.DE vs. HYG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VECP.DE
VECP.DE Risk / Return Rank: 1818
Overall Rank
VECP.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
VECP.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
VECP.DE Omega Ratio Rank: 1717
Omega Ratio Rank
VECP.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
VECP.DE Martin Ratio Rank: 2121
Martin Ratio Rank

HYG
HYG Risk / Return Rank: 5757
Overall Rank
HYG Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
HYG Sortino Ratio Rank: 5555
Sortino Ratio Rank
HYG Omega Ratio Rank: 5454
Omega Ratio Rank
HYG Calmar Ratio Rank: 5858
Calmar Ratio Rank
HYG Martin Ratio Rank: 6868
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.

VECP.DE vs. HYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard EUR Corporate Bond UCITS ETF Distributing (VECP.DE) and iShares iBoxx $ High Yield Corporate Bond ETF (HYG). 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.


VECP.DEHYGDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.10

1.15

-0.05

Calmar ratioReturn relative to maximum drawdown

0.68

1.32

-0.65

Martin ratioReturn relative to average drawdown

2.33

4.41

-2.08

VECP.DE vs. HYG - Sharpe Ratio Comparison

The current VECP.DE Sharpe Ratio is 0.56, which is comparable to the HYG Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of VECP.DE and HYG, 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


VECP.DEHYGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.79

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.56

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.49

-0.31

Drawdowns

VECP.DE vs. HYG - Drawdown Comparison

The maximum VECP.DE drawdown since its inception was -17.05%, smaller than the maximum HYG drawdown of -31.22%. Use the drawdown chart below to compare losses from any high point for VECP.DE and HYG.


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Drawdown Indicators


VECP.DEHYGDifference

Max Drawdown

Largest peak-to-trough decline

-17.05%

-31.22%

+14.17%

Max Drawdown (1Y)

Largest decline over 1 year

-2.65%

-3.58%

+0.93%

Max Drawdown (3Y)

Largest decline over 3 years

-2.65%

-12.22%

+9.57%

Max Drawdown (5Y)

Largest decline over 5 years

-17.05%

-12.22%

-4.83%

Max Drawdown (10Y)

Largest decline over 10 years

-21.61%

Current Drawdown

Current decline from peak

-0.67%

-3.78%

+3.11%

Average Drawdown

Average peak-to-trough decline

-4.33%

-5.45%

+1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

1.07%

-0.30%

Volatility

VECP.DE vs. HYG - Volatility Comparison

Vanguard EUR Corporate Bond UCITS ETF Distributing (VECP.DE) has a higher volatility of 1.22% compared to iShares iBoxx $ High Yield Corporate Bond ETF (HYG) at 0.85%. This indicates that VECP.DE's price experiences larger fluctuations and is considered to be riskier than HYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VECP.DEHYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

0.85%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

4.15%

-1.39%

Volatility (1Y)

Calculated over the trailing 1-year period

3.20%

6.00%

-2.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.50%

8.60%

-4.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.08%

9.78%

-4.70%

VECP.DE vs. HYG - Expense Ratio Comparison

VECP.DE has a 0.09% expense ratio, which is lower than HYG's 0.49% expense ratio.


Dividends

VECP.DE vs. HYG - Dividend Comparison

VECP.DE's dividend yield for the trailing twelve months is around 3.41%, less than HYG's 5.91% yield.


PositionTTM20252024202320222021202020192018201720162015
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
5.91%5.71%6.01%5.74%5.30%4.02%4.88%4.99%5.54%5.12%5.27%5.90%
VECP.DE
Vanguard EUR Corporate Bond UCITS ETF Distributing
3.41%3.43%3.37%3.00%1.45%0.66%0.76%0.79%0.97%0.19%0.00%0.00%

Frequently Asked Questions


VECP.DE and HYG have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VECP.DE is cheaper with a 0.09% expense ratio, compared with 0.49% for HYG.

VECP.DE is categorized as European Corporate Bonds, while HYG is High Yield Bonds. VECP.DE tracks Bloomberg Euro Corp TR EUR, while HYG tracks Markit iBoxx USD Liquid High Yield Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.09% for VECP.DE and 0.49% for HYG.

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