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

Performance

VECP.L vs. IGBE.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 Invesco GBP Corporate Bond ESG UCITS ETF Dist (IGBE.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 IGBE.L is traded in GBp. To make them comparable, the IGBE.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 -2.49% return, which is significantly lower than IGBE.L's -0.06% return.


VECP.L

1D
-0.71%
1M
-2.23%
6M
-2.06%
YTD
-2.49%
1Y
-0.76%
3Y*
4.07%
5Y*
-0.29%
10Y*
0.97%

IGBE.L

1D
0.04%
1M
-0.47%
6M
-0.61%
YTD
-0.06%
1Y
3.86%
3Y*
6.42%
5Y*
-0.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
VECP.L
Vanguard EUR Corporate Bond UCITS ETF Distributing
-2.49%8.48%-0.44%5.44%-8.54%-7.52%9.23%
IGBE.L
Invesco GBP Corporate Bond ESG UCITS ETF Dist
-0.06%7.23%2.45%9.16%-18.23%-3.62%6.31%

Correlation

The correlation between VECP.L and IGBE.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.46

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

0.48

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2020

0.43

The correlation between VECP.L and IGBE.L shifts across timeframes, from 0.37 (1 year) to 0.48 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VECP.L vs. IGBE.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: 77
Overall Rank
VECP.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
VECP.L Sortino Ratio Rank: 77
Sortino Ratio Rank
VECP.L Omega Ratio Rank: 77
Omega Ratio Rank
VECP.L Calmar Ratio Rank: 88
Calmar Ratio Rank
VECP.L Martin Ratio Rank: 77
Martin Ratio Rank

IGBE.L
IGBE.L Risk / Return Rank: 2525
Overall Rank
IGBE.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IGBE.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
IGBE.L Omega Ratio Rank: 2323
Omega Ratio Rank
IGBE.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
IGBE.L Martin Ratio Rank: 2727
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. IGBE.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 Invesco GBP Corporate Bond ESG UCITS ETF Dist (IGBE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

-0.92

Sortino ratioReturn per unit of downside risk

-1.31

Omega ratioGain probability vs. loss probability

0.98

1.14

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.19

0.99

-1.18

Martin ratioReturn relative to average drawdown

-0.44

3.01

-3.44

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

The current VECP.L Sharpe Ratio is -0.16, which is lower than the IGBE.L Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of VECP.L and IGBE.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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Drawdowns

VECP.L vs. IGBE.L - Drawdown Comparison

The maximum VECP.L drawdown since its inception was -21.45%, smaller than the maximum IGBE.L drawdown of -30.19%. Use the drawdown chart below to compare losses from any high point for VECP.L and IGBE.L.


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Drawdown Indicators


VECP.LIGBE.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.45%

-30.19%

+8.74%

Max Drawdown (1Y)

Largest decline over 1 year

-4.04%

-3.86%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-4.04%

-3.86%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-16.78%

-29.11%

+12.33%

Max Drawdown (10Y)

Largest decline over 10 years

-21.45%

Current Drawdown

Current decline from peak

-7.97%

-5.96%

-2.01%

Average Drawdown

Average peak-to-trough decline

-8.43%

-10.66%

+2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

1.28%

+0.45%

Volatility

VECP.L vs. IGBE.L - Volatility Comparison

The current volatility for Vanguard EUR Corporate Bond UCITS ETF Distributing (VECP.L) is 1.20%, while Invesco GBP Corporate Bond ESG UCITS ETF Dist (IGBE.L) has a volatility of 1.45%. This indicates that VECP.L experiences smaller price fluctuations and is considered to be less risky than IGBE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VECP.LIGBE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

1.45%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

3.72%

4.37%

-0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

4.67%

5.08%

-0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.19%

7.45%

-1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.18%

7.56%

-0.38%

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

VECP.L has a 0.09% expense ratio, which is lower than IGBE.L's 0.10% 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. IGBE.L - Dividend Comparison

VECP.L's dividend yield for the trailing twelve months is around 3.51%, less than IGBE.L's 5.02% yield.


PositionTTM2025202420232022202120202019201820172016
IGBE.L
Invesco GBP Corporate Bond ESG UCITS ETF Dist
5.02%4.81%4.59%3.85%2.47%1.76%1.31%0.00%0.00%0.00%0.00%
VECP.L
Vanguard EUR Corporate Bond UCITS ETF Distributing
3.51%3.37%3.44%2.80%1.00%0.62%0.59%0.81%0.96%1.07%0.85%

Frequently Asked Questions


VECP.L and IGBE.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.10% for IGBE.L.

VECP.L tracks Bloomberg Euro Corp TR EUR, while IGBE.L tracks Markit iBoxx GBP NonGilts TR. They also come from different issuers: Vanguard and Invesco. Their fees differ too: 0.09% for VECP.L and 0.10% for IGBE.L.

Portfolio Optimizer

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

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