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

Performance

VECP.L vs. CRPX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard EUR Corporate Bond UCITS ETF Distributing (VECP.L) and Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc (CRPX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VECP.L is traded in GBP, while CRPX.L is traded in GBp. To make them comparable, the CRPX.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VECP.L achieves a -0.48% return, which is significantly higher than CRPX.L's -0.58% return. Over the past 10 years, VECP.L has outperformed CRPX.L with an annualized return of 2.41%, while CRPX.L has yielded a comparatively lower 1.71% annualized return.


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%

CRPX.L

1D
0.24%
1M
0.97%
YTD
-0.58%
6M
-0.54%
1Y
4.55%
3Y*
4.46%
5Y*
0.04%
10Y*
1.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VECP.L vs. CRPX.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VECP.L
Vanguard EUR Corporate Bond UCITS ETF Distributing
-0.48%8.47%0.17%6.15%-7.51%-7.24%8.80%0.94%-0.08%6.20%
CRPX.L
Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc
-0.58%8.33%-0.65%4.98%-8.55%-7.58%8.23%0.81%-0.51%4.67%

Correlation

The correlation between VECP.L and CRPX.L is 0.97 - 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

0.97

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

0.97

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

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2016

0.97

The correlation between VECP.L and CRPX.L has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.

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Return for Risk

VECP.L vs. CRPX.L — Risk / Return Rank

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

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

CRPX.L
CRPX.L Risk / Return Rank: 2525
Overall Rank
CRPX.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CRPX.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
CRPX.L Omega Ratio Rank: 2424
Omega Ratio Rank
CRPX.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
CRPX.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.

VECP.L vs. CRPX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard EUR Corporate Bond UCITS ETF Distributing (VECP.L) and Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc (CRPX.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.


VECP.LCRPX.LDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.16

1.16

+0.01

Calmar ratioReturn relative to maximum drawdown

1.21

1.15

+0.06

Martin ratioReturn relative to average drawdown

3.08

3.01

+0.07

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

The current VECP.L Sharpe Ratio is 0.97, which is comparable to the CRPX.L Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of VECP.L and CRPX.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


VECP.LCRPX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.93

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.01

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.22

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.31

+0.02

Drawdowns

VECP.L vs. CRPX.L - Drawdown Comparison

The maximum VECP.L drawdown since its inception was -20.56%, roughly equal to the maximum CRPX.L drawdown of -21.40%. Use the drawdown chart below to compare losses from any high point for VECP.L and CRPX.L.


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Drawdown Indicators


VECP.LCRPX.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.56%

-21.40%

+0.84%

Max Drawdown (1Y)

Largest decline over 1 year

-3.86%

-3.94%

+0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-3.86%

-3.94%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-16.13%

-16.71%

+0.58%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

-21.40%

+0.84%

Current Drawdown

Current decline from peak

-3.44%

-6.95%

+3.51%

Average Drawdown

Average peak-to-trough decline

-7.60%

-8.36%

+0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

1.51%

+0.01%

Volatility

VECP.L vs. CRPX.L - Volatility Comparison

Vanguard EUR Corporate Bond UCITS ETF Distributing (VECP.L) and Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc (CRPX.L) have volatilities of 1.45% and 1.48%, 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


VECP.LCRPX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

1.48%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

3.64%

3.66%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

4.82%

4.85%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.17%

6.21%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.58%

7.94%

-0.36%

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

VECP.L has a 0.09% expense ratio, which is lower than CRPX.L's 0.14% 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.L vs. CRPX.L - Dividend Comparison

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


PositionTTM2025202420232022202120202019201820172016
CRPX.L
Amundi EUR Corporate Bond Climate Net Zero Ambition PAB UCITS ETF Acc
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 0.97, VECP.L and CRPX.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.

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

VECP.L is cheaper with a 0.09% expense ratio, compared with 0.14% for CRPX.L.

Both ETFs track Bloomberg Euro Corp TR EUR. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.09% for VECP.L and 0.14% for CRPX.L.

Portfolio Optimizer

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

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