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VNRT.AS vs. UC81.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VNRT.AS vs. UC81.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE North America UCITS ETF (VNRT.AS) and UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UC81.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VNRT.AS is traded in EUR, while UC81.L is traded in GBp. To make them comparable, the UC81.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VNRT.AS achieves a 11.28% return, which is significantly higher than UC81.L's 1.27% return. Over the past 10 years, VNRT.AS has outperformed UC81.L with an annualized return of 14.82%, while UC81.L has yielded a comparatively lower 2.30% annualized return.


VNRT.AS

1D
-0.22%
1M
6.09%
YTD
11.28%
6M
11.69%
1Y
25.46%
3Y*
19.30%
5Y*
14.36%
10Y*
14.82%

UC81.L

1D
0.09%
1M
0.83%
YTD
1.27%
6M
1.10%
1Y
2.48%
3Y*
2.54%
5Y*
3.04%
10Y*
2.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VNRT.AS vs. UC81.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VNRT.AS
Vanguard FTSE North America UCITS ETF
11.28%5.05%33.00%21.72%-14.59%38.18%9.34%33.03%-1.13%6.64%
UC81.L
UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis
1.27%-5.41%11.58%2.51%-0.64%6.84%-4.00%10.86%4.81%-10.21%

Correlation

The correlation between VNRT.AS and UC81.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.22

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

0.10

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

0.18

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2014

0.23

The correlation between VNRT.AS and UC81.L shifts across timeframes, from 0.10 (5 years) to 0.23 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VNRT.AS vs. UC81.L — Risk / Return Rank

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

VNRT.AS
VNRT.AS Risk / Return Rank: 6969
Overall Rank
VNRT.AS Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VNRT.AS Sortino Ratio Rank: 6464
Sortino Ratio Rank
VNRT.AS Omega Ratio Rank: 7373
Omega Ratio Rank
VNRT.AS Calmar Ratio Rank: 7171
Calmar Ratio Rank
VNRT.AS Martin Ratio Rank: 6969
Martin Ratio Rank

UC81.L
UC81.L Risk / Return Rank: 2424
Overall Rank
UC81.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
UC81.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
UC81.L Omega Ratio Rank: 2323
Omega Ratio Rank
UC81.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
UC81.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.

VNRT.AS vs. UC81.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE North America UCITS ETF (VNRT.AS) and UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UC81.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.


VNRT.ASUC81.LDifference
Sharpe ratioReturn per unit of total volatility

+1.82

Sortino ratioReturn per unit of downside risk

+2.36

Omega ratioGain probability vs. loss probability

1.43

1.07

+0.36

Calmar ratioReturn relative to maximum drawdown

3.55

0.69

+2.86

Martin ratioReturn relative to average drawdown

12.73

1.72

+11.02

VNRT.AS vs. UC81.L - Sharpe Ratio Comparison

The current VNRT.AS Sharpe Ratio is 2.23, which is higher than the UC81.L Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of VNRT.AS and UC81.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


VNRT.ASUC81.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

0.40

+1.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.41

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.30

+0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.38

+0.10

Drawdowns

VNRT.AS vs. UC81.L - Drawdown Comparison

The maximum VNRT.AS drawdown since its inception was -34.35%, which is greater than UC81.L's maximum drawdown of -15.51%. Use the drawdown chart below to compare losses from any high point for VNRT.AS and UC81.L.


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Drawdown Indicators


VNRT.ASUC81.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.35%

-15.51%

-18.84%

Max Drawdown (1Y)

Largest decline over 1 year

-7.07%

-3.24%

-3.83%

Max Drawdown (3Y)

Largest decline over 3 years

-23.09%

-9.92%

-13.17%

Max Drawdown (5Y)

Largest decline over 5 years

-23.09%

-10.69%

-12.40%

Max Drawdown (10Y)

Largest decline over 10 years

-34.35%

-15.51%

-18.84%

Current Drawdown

Current decline from peak

-0.22%

-5.60%

+5.38%

Average Drawdown

Average peak-to-trough decline

-5.94%

-4.83%

-1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

1.31%

+0.67%

Volatility

VNRT.AS vs. UC81.L - Volatility Comparison

Vanguard FTSE North America UCITS ETF (VNRT.AS) has a higher volatility of 2.68% compared to UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UC81.L) at 1.18%. This indicates that VNRT.AS's price experiences larger fluctuations and is considered to be riskier than UC81.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VNRT.ASUC81.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

1.18%

+1.50%

Volatility (6M)

Calculated over the trailing 6-month period

7.63%

3.92%

+3.71%

Volatility (1Y)

Calculated over the trailing 1-year period

11.38%

5.62%

+5.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.13%

7.46%

+7.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.27%

7.77%

+9.50%

VNRT.AS vs. UC81.L - Expense Ratio Comparison

VNRT.AS has a 0.10% expense ratio, which is lower than UC81.L's 0.18% 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

VNRT.AS vs. UC81.L - Dividend Comparison

VNRT.AS's dividend yield for the trailing twelve months is around 0.87%, less than UC81.L's 4.68% yield.


PositionTTM20252024202320222021202020192018201720162015
UC81.L
UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis
4.68%5.59%4.77%3.28%1.36%1.58%2.75%2.90%2.20%2.16%1.86%0.84%
VNRT.AS
Vanguard FTSE North America UCITS ETF
0.87%0.98%0.99%1.25%1.45%1.00%1.42%1.44%1.77%1.64%1.58%1.70%

Frequently Asked Questions


VNRT.AS and UC81.L have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VNRT.AS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VNRT.AS is cheaper with a 0.10% expense ratio, compared with 0.18% for UC81.L.

VNRT.AS is categorized as Large Cap Blend Equities, while UC81.L is Corporate Bonds. VNRT.AS tracks Russell 1000 TR USD, while UC81.L tracks Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: Vanguard and UBS. Their fees differ too: 0.10% for VNRT.AS and 0.18% for UC81.L.

Portfolio Optimizer

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