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VECP.DE vs. IG35.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VECP.DE vs. IG35.DE - 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 iBonds December 2035 Term EUR Corporate UCITS ETF (Acc) (IG35.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VECP.DE achieves a 0.52% return, which is significantly lower than IG35.DE's 0.90% 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*

IG35.DE

1D
0.25%
1M
1.23%
YTD
0.90%
6M
0.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VECP.DE vs. IG35.DE - Yearly Performance Comparison


Correlation

The correlation between VECP.DE and IG35.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 15, 2025

0.81

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Return for Risk

VECP.DE vs. IG35.DE — 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

IG35.DE
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. IG35.DE - 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 iBonds December 2035 Term EUR Corporate UCITS ETF (Acc) (IG35.DE). 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.DEIG35.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.10

Calmar ratioReturn relative to maximum drawdown

0.68

Martin ratioReturn relative to average drawdown

2.33

VECP.DE vs. IG35.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VECP.DEIG35.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.11

+0.08

Drawdowns

VECP.DE vs. IG35.DE - Drawdown Comparison

The maximum VECP.DE drawdown since its inception was -17.05%, which is greater than IG35.DE's maximum drawdown of -4.08%. Use the drawdown chart below to compare losses from any high point for VECP.DE and IG35.DE.


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Drawdown Indicators


VECP.DEIG35.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.05%

-4.08%

-12.97%

Max Drawdown (1Y)

Largest decline over 1 year

-2.65%

Max Drawdown (3Y)

Largest decline over 3 years

-2.65%

Max Drawdown (5Y)

Largest decline over 5 years

-17.05%

Current Drawdown

Current decline from peak

-0.67%

-1.08%

+0.41%

Average Drawdown

Average peak-to-trough decline

-4.33%

-1.38%

-2.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

Volatility

VECP.DE vs. IG35.DE - Volatility Comparison


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Volatility by Period


VECP.DEIG35.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

3.20%

5.22%

-2.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.50%

5.22%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.08%

5.22%

-0.14%

VECP.DE vs. IG35.DE - Expense Ratio Comparison

VECP.DE has a 0.09% expense ratio, which is lower than IG35.DE's 0.12% 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

VECP.DE vs. IG35.DE - Dividend Comparison

VECP.DE's dividend yield for the trailing twelve months is around 3.41%, while IG35.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
IG35.DE
iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions


VECP.DE and IG35.DE have a correlation of 0.81, 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 0.12% for IG35.DE.

VECP.DE tracks Bloomberg Euro Corp TR EUR, while IG35.DE tracks Bloomberg MSCI December 2035 Maturity EUR Corporate ESG Screened Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.09% for VECP.DE and 0.12% for IG35.DE.

Portfolio Optimizer

Find the right allocation for VECP.DE and IG35.DE

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