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VSC.TO vs. RUSB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VSC.TO vs. RUSB.TO

Last updated Jul 16, 2026
Documentation

VSC.TO (Vanguard Canadian Short-Term Corporate Bond Index ETF) and RUSB.TO (RBC Short Term U.S. Corporate Bond ETF) are both Short-Term Bond funds. VSC.TO is passively managed, while RUSB.TO is actively managed. Over the past 5 years, VSC.TO returned 2.67%/yr vs 4.61%/yr for RUSB.TO. At a 0.06 correlation, their price movements are largely independent.

Performance

VSC.TO vs. RUSB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard Canadian Short-Term Corporate Bond Index ETF (VSC.TO) and RBC Short Term U.S. Corporate Bond ETF (RUSB.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VSC.TO achieves a 1.43% return, which is significantly lower than RUSB.TO's 3.34% return.

VSC.TO

1D
0.12%
1M
-0.01%
6M
1.14%
YTD
1.43%
1Y
4.01%
3Y*
5.65%
5Y*
2.67%
10Y*
2.68%

RUSB.TO

1D
-1.54%
1M
0.69%
6M
1.97%
YTD
3.34%
1Y
6.49%
3Y*
7.53%
5Y*
4.61%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSC.TO vs. RUSB.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VSC.TO
Vanguard Canadian Short-Term Corporate Bond Index ETF		1.43%4.32%6.10%6.75%-4.23%-0.97%6.27%4.72%1.19%0.00%
RUSB.TO
RBC Short Term U.S. Corporate Bond ETF		3.34%1.61%13.88%3.94%-0.28%-0.52%1.46%2.36%7.83%-0.13%

Correlation

The correlation between VSC.TO and RUSB.TO is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

-0.03

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

0.07

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

0.05

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2017

0.06

The correlation between VSC.TO and RUSB.TO shifts across timeframes, from -0.03 (1 year) to 0.07 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Vanguard Canadian Short-Term Corporate Bond Index ETF

RBC Short Term U.S. Corporate Bond ETF

Often compared with VSC.TO:
VSC.TO vs. VSB.TOVSC.TO vs. ZCS.TOVSC.TO vs. TCSB.TOVSC.TO vs. TPRF.TOVSC.TO vs. ZSDB.TOVSC.TO vs. TSTX-U.TOVSC.TO vs. ITA

Return for Risk

VSC.TO vs. RUSB.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VSC.TO
VSC.TO Risk / Return Rank: 7676
Overall Rank
VSC.TO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
VSC.TO Sortino Ratio Rank: 7878
Sortino Ratio Rank
VSC.TO Omega Ratio Rank: 8585
Omega Ratio Rank
VSC.TO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VSC.TO Martin Ratio Rank: 7272
Martin Ratio Rank
RUSB.TO
RUSB.TO Risk / Return Rank: 3535
Overall Rank
RUSB.TO Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
RUSB.TO Sortino Ratio Rank: 3030
Sortino Ratio Rank
RUSB.TO Omega Ratio Rank: 3838
Omega Ratio Rank
RUSB.TO Calmar Ratio Rank: 4242
Calmar Ratio Rank
RUSB.TO Martin Ratio Rank: 3232
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.

VSC.TO vs. RUSB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Canadian Short-Term Corporate Bond Index ETF (VSC.TO) and RBC Short Term U.S. Corporate Bond ETF (RUSB.TO). 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.

VSC.TORUSB.TODifference
Sharpe ratioReturn per unit of total volatility
1.99
1.01

+0.97

Sortino ratioReturn per unit of downside risk
2.80
1.42

+1.38

Omega ratioGain probability vs. loss probability

1.40

1.22

+0.19

Calmar ratioReturn relative to maximum drawdown

2.64

1.81

+0.82

Martin ratioReturn relative to average drawdown

10.59

3.97

+6.62

VSC.TO vs. RUSB.TO - Sharpe Ratio Comparison

The current VSC.TO Sharpe Ratio is 1.99, which is higher than the RUSB.TO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of VSC.TO and RUSB.TO, 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

VSC.TO vs. RUSB.TO - Drawdown Comparison

The maximum VSC.TO drawdown since its inception was -15.87%, which is greater than RUSB.TO's maximum drawdown of -14.28%. Use the drawdown chart below to compare losses from any high point for VSC.TO and RUSB.TO.

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Drawdown Indicators

VSC.TORUSB.TODifference

Max Drawdown

Largest peak-to-trough decline

-15.87%

-14.28%

-1.59%

Max Drawdown (1Y)

Largest decline over 1 year

-1.53%

-3.60%

+2.07%

Max Drawdown (3Y)

Largest decline over 3 years

-1.53%

-5.26%

+3.73%

Max Drawdown (5Y)

Largest decline over 5 years

-7.68%

-8.10%

+0.42%

Max Drawdown (10Y)

Largest decline over 10 years

-15.87%

—

—

Current Drawdown

Current decline from peak

-0.21%

-1.54%

+1.33%

Average Drawdown

Average peak-to-trough decline

-0.97%

-4.11%

+3.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

1.64%

-1.26%

Volatility

VSC.TO vs. RUSB.TO - Volatility Comparison

The current volatility for Vanguard Canadian Short-Term Corporate Bond Index ETF (VSC.TO) is 0.70%, while RBC Short Term U.S. Corporate Bond ETF (RUSB.TO) has a volatility of 2.05%. This indicates that VSC.TO experiences smaller price fluctuations and is considered to be less risky than RUSB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VSC.TORUSB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.70%

2.05%

-1.35%

Volatility (6M)

Calculated over the trailing 6-month period

1.65%

4.25%

-2.60%

Volatility (1Y)

Calculated over the trailing 1-year period

2.04%

6.45%

-4.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.76%

7.05%

-4.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.16%

6.96%

-1.80%

Dividends

VSC.TO vs. RUSB.TO - Dividend Comparison

VSC.TO's dividend yield for the trailing twelve months is around 3.71%, less than RUSB.TO's 4.13% yield.

PositionTTM20252024202320222021202020192018201720162015
RUSB.TO
RBC Short Term U.S. Corporate Bond ETF		4.13%3.96%3.38%3.26%2.48%2.30%2.78%2.80%1.90%0.41%0.00%0.00%
VSC.TO
Vanguard Canadian Short-Term Corporate Bond Index ETF		3.71%3.32%2.99%3.14%2.85%2.59%2.64%2.71%2.77%2.75%2.89%3.05%

Frequently Asked Questions

VSC.TO and RUSB.TO have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Vanguard and RBC.

Portfolio Optimizer

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