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

Performance

VECP.L vs. SUSS.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 EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (SUSS.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 SUSS.L is traded in GBp. To make them comparable, the SUSS.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 lower than SUSS.L's -0.34% return. Over the past 10 years, VECP.L has outperformed SUSS.L with an annualized return of 2.41%, while SUSS.L has yielded a comparatively lower 1.87% 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%

SUSS.L

1D
0.20%
1M
0.67%
YTD
-0.34%
6M
-0.17%
1Y
4.72%
3Y*
3.86%
5Y*
1.74%
10Y*
1.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VECP.L vs. SUSS.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%
SUSS.L
iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)
-0.34%8.41%-0.49%2.14%1.81%-6.73%5.98%-4.20%0.44%3.57%

Correlation

The correlation between VECP.L and SUSS.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.85

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

0.80

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

0.88

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

0.88

The correlation between VECP.L and SUSS.L shifts across timeframes, from 0.80 (5 years) to 0.91 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VECP.L vs. SUSS.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

SUSS.L
SUSS.L Risk / Return Rank: 3434
Overall Rank
SUSS.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SUSS.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
SUSS.L Omega Ratio Rank: 3131
Omega Ratio Rank
SUSS.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
SUSS.L Martin Ratio Rank: 3131
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. SUSS.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 EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (SUSS.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.LSUSS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.16

1.20

-0.04

Calmar ratioReturn relative to maximum drawdown

1.21

1.94

-0.73

Martin ratioReturn relative to average drawdown

3.08

4.52

-1.44

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

The current VECP.L Sharpe Ratio is 0.97, which is comparable to the SUSS.L Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of VECP.L and SUSS.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.LSUSS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.15

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.32

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.27

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.32

+0.01

Drawdowns

VECP.L vs. SUSS.L - Drawdown Comparison

The maximum VECP.L drawdown since its inception was -20.56%, which is greater than SUSS.L's maximum drawdown of -12.27%. Use the drawdown chart below to compare losses from any high point for VECP.L and SUSS.L.


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Drawdown Indicators


VECP.LSUSS.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.56%

-12.27%

-8.29%

Max Drawdown (1Y)

Largest decline over 1 year

-3.86%

-2.43%

-1.43%

Max Drawdown (3Y)

Largest decline over 3 years

-3.86%

-2.74%

-1.12%

Max Drawdown (5Y)

Largest decline over 5 years

-16.13%

-5.87%

-10.26%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

-12.27%

-8.29%

Current Drawdown

Current decline from peak

-3.44%

-1.37%

-2.07%

Average Drawdown

Average peak-to-trough decline

-7.60%

-5.61%

-1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

1.04%

+0.48%

Volatility

VECP.L vs. SUSS.L - Volatility Comparison

Vanguard EUR Corporate Bond UCITS ETF Distributing (VECP.L) has a higher volatility of 1.45% compared to iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (SUSS.L) at 1.27%. This indicates that VECP.L's price experiences larger fluctuations and is considered to be riskier than SUSS.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.LSUSS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

1.27%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

3.64%

2.76%

+0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

4.82%

4.11%

+0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.17%

5.42%

+0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.58%

7.05%

+0.53%

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

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

VECP.L's dividend yield for the trailing twelve months is around 3.42%, more than SUSS.L's 2.94% yield.


PositionTTM2025202420232022202120202019201820172016
SUSS.L
iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)
2.94%2.99%3.00%1.95%0.31%0.13%0.23%0.28%0.13%0.12%0.17%
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 0.91, VECP.L and SUSS.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 0.12% for SUSS.L.

VECP.L tracks Bloomberg Euro Corp TR EUR, while SUSS.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.09% for VECP.L and 0.12% for SUSS.L.

Portfolio Optimizer

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