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

Performance

VECP.DE vs. SPPS.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 SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022
VECP.DE
Vanguard EUR Corporate Bond UCITS ETF Distributing
-0.58%3.00%4.33%7.73%-5.21%
SPPS.DE
SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc
-0.12%2.96%4.20%4.07%-1.54%

Returns By Period

In the year-to-date period, VECP.DE achieves a -0.58% return, which is significantly lower than SPPS.DE's -0.12% return.


VECP.DE

1D
0.15%
1M
-1.19%
YTD
-0.58%
6M
-0.51%
1Y
2.26%
3Y*
4.18%
5Y*
-0.07%
10Y*

SPPS.DE

1D
0.01%
1M
-0.45%
YTD
-0.12%
6M
0.26%
1Y
2.06%
3Y*
3.53%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

VECP.DE has a 0.09% expense ratio, which is lower than SPPS.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%.


Return for Risk

VECP.DE vs. SPPS.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: 3131
Overall Rank
VECP.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
VECP.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
VECP.DE Omega Ratio Rank: 3030
Omega Ratio Rank
VECP.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
VECP.DE Martin Ratio Rank: 3232
Martin Ratio Rank

SPPS.DE
SPPS.DE Risk / Return Rank: 6565
Overall Rank
SPPS.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SPPS.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
SPPS.DE Omega Ratio Rank: 7272
Omega Ratio Rank
SPPS.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
SPPS.DE Martin Ratio Rank: 6666
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. SPPS.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 SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.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.DESPPS.DEDifference

Sharpe ratio

Return per unit of total volatility

0.75

1.24

-0.50

Sortino ratio

Return per unit of downside risk

1.05

1.79

-0.75

Omega ratio

Gain probability vs. loss probability

1.13

1.28

-0.15

Calmar ratio

Return relative to maximum drawdown

0.82

1.69

-0.87

Martin ratio

Return relative to average drawdown

3.54

8.15

-4.60

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

The current VECP.DE Sharpe Ratio is 0.75, which is lower than the SPPS.DE Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of VECP.DE and SPPS.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VECP.DESPPS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

1.24

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

1.08

-0.92

Correlation

The correlation between VECP.DE and SPPS.DE is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VECP.DE vs. SPPS.DE - Dividend Comparison

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


TTM202520242023202220212020201920182017
VECP.DE
Vanguard EUR Corporate Bond UCITS ETF Distributing
3.42%3.43%3.37%3.00%1.45%0.66%0.76%0.79%0.97%0.19%
SPPS.DE
SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VECP.DE vs. SPPS.DE - Drawdown Comparison

The maximum VECP.DE drawdown since its inception was -17.05%, which is greater than SPPS.DE's maximum drawdown of -2.70%. Use the drawdown chart below to compare losses from any high point for VECP.DE and SPPS.DE.


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Drawdown Indicators


VECP.DESPPS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.05%

-2.70%

-14.35%

Max Drawdown (1Y)

Largest decline over 1 year

-2.65%

-1.18%

-1.47%

Max Drawdown (5Y)

Largest decline over 5 years

-17.05%

Current Drawdown

Current decline from peak

-1.75%

-0.89%

-0.86%

Average Drawdown

Average peak-to-trough decline

-4.39%

-0.45%

-3.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

0.24%

+0.37%

Volatility

VECP.DE vs. SPPS.DE - Volatility Comparison

Vanguard EUR Corporate Bond UCITS ETF Distributing (VECP.DE) has a higher volatility of 1.46% compared to SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.DE) at 0.99%. This indicates that VECP.DE's price experiences larger fluctuations and is considered to be riskier than SPPS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VECP.DESPPS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

0.99%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

2.08%

1.36%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

3.01%

1.65%

+1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.43%

2.22%

+2.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.09%

2.22%

+2.87%