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

Performance

VECP.L vs. ISXF.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 iShares GBP Corporate Bond ex-Financials UCITS ETF (ISXF.L). 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.L achieves a -0.48% return, which is significantly higher than ISXF.L's -0.58% return. Over the past 10 years, VECP.L has outperformed ISXF.L with an annualized return of 2.41%, while ISXF.L has yielded a comparatively lower 1.39% 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%

ISXF.L

1D
0.33%
1M
2.17%
YTD
-0.58%
6M
-0.21%
1Y
4.58%
3Y*
5.20%
5Y*
-1.41%
10Y*
1.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VECP.L vs. ISXF.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%
ISXF.L
iShares GBP Corporate Bond ex-Financials UCITS ETF
-0.58%6.93%-0.18%8.72%-19.96%-4.01%8.54%11.27%-2.05%3.40%

Correlation

The correlation between VECP.L and ISXF.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.48

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

0.50

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

0.42

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

0.42

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Return for Risk

VECP.L vs. ISXF.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

ISXF.L
ISXF.L Risk / Return Rank: 2323
Overall Rank
ISXF.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
ISXF.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
ISXF.L Omega Ratio Rank: 2323
Omega Ratio Rank
ISXF.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
ISXF.L Martin Ratio Rank: 2323
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. ISXF.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 iShares GBP Corporate Bond ex-Financials UCITS ETF (ISXF.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.LISXF.LDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.16

1.15

+0.02

Calmar ratioReturn relative to maximum drawdown

1.21

0.97

+0.24

Martin ratioReturn relative to average drawdown

3.08

2.74

+0.34

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

The current VECP.L Sharpe Ratio is 0.97, which is comparable to the ISXF.L Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of VECP.L and ISXF.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.LISXF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.79

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

-0.18

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.19

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.54

-0.21

Drawdowns

VECP.L vs. ISXF.L - Drawdown Comparison

The maximum VECP.L drawdown since its inception was -20.56%, smaller than the maximum ISXF.L drawdown of -32.38%. Use the drawdown chart below to compare losses from any high point for VECP.L and ISXF.L.


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Drawdown Indicators


VECP.LISXF.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.56%

-32.38%

+11.82%

Max Drawdown (1Y)

Largest decline over 1 year

-3.86%

-4.73%

+0.87%

Max Drawdown (3Y)

Largest decline over 3 years

-3.86%

-4.73%

+0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-16.13%

-31.23%

+15.10%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

-32.38%

+11.82%

Current Drawdown

Current decline from peak

-3.44%

-11.65%

+8.21%

Average Drawdown

Average peak-to-trough decline

-7.60%

-6.57%

-1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

1.67%

-0.15%

Volatility

VECP.L vs. ISXF.L - Volatility Comparison

The current volatility for Vanguard EUR Corporate Bond UCITS ETF Distributing (VECP.L) is 1.45%, while iShares GBP Corporate Bond ex-Financials UCITS ETF (ISXF.L) has a volatility of 2.43%. This indicates that VECP.L experiences smaller price fluctuations and is considered to be less risky than ISXF.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.LISXF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

2.43%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

3.64%

5.10%

-1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

4.82%

5.77%

-0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.17%

7.92%

-1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.58%

7.28%

+0.30%

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

VECP.L has a 0.09% expense ratio, which is lower than ISXF.L's 0.20% 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. ISXF.L - Dividend Comparison

VECP.L's dividend yield for the trailing twelve months is around 3.42%, less than ISXF.L's 4.54% yield.


PositionTTM20252024202320222021202020192018201720162015
ISXF.L
iShares GBP Corporate Bond ex-Financials UCITS ETF
4.54%4.23%3.97%3.15%2.93%2.31%2.30%2.66%2.87%2.87%3.48%1.95%
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%0.00%

Frequently Asked Questions


VECP.L and ISXF.L have a correlation of 0.40, 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 0.20% for ISXF.L.

VECP.L tracks Bloomberg Euro Corp TR EUR, while ISXF.L tracks Markit iBoxx GBP NonGilts TR. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.09% for VECP.L and 0.20% for ISXF.L.

Portfolio Optimizer

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