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VSCA.L vs. IGSD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VSCA.L vs. IGSD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VSCA.L) and iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.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, VSCA.L achieves a 0.73% return, which is significantly lower than IGSD.L's 1.02% return.


VSCA.L

1D
-0.14%
1M
1.34%
YTD
0.73%
6M
0.30%
1Y
4.77%
3Y*
2.64%
5Y*
3.53%
10Y*

IGSD.L

1D
0.21%
1M
1.49%
YTD
1.02%
6M
0.78%
1Y
5.64%
3Y*
3.32%
5Y*
4.01%
10Y*
3.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSCA.L vs. IGSD.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VSCA.L
Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating
0.73%-1.28%7.12%-0.30%7.72%0.72%0.35%3.18%
IGSD.L
iShares USD Short Duration Corporate Bond UCITS ETF (Dist)
1.02%-0.44%7.51%0.40%7.27%0.80%1.22%4.32%

Correlation

The correlation between VSCA.L and IGSD.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.98

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

0.99

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2019

0.97

The correlation between VSCA.L and IGSD.L has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

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Return for Risk

VSCA.L vs. IGSD.L — Risk / Return Rank

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

VSCA.L
VSCA.L Risk / Return Rank: 2424
Overall Rank
VSCA.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VSCA.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
VSCA.L Omega Ratio Rank: 2222
Omega Ratio Rank
VSCA.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
VSCA.L Martin Ratio Rank: 2424
Martin Ratio Rank

IGSD.L
IGSD.L Risk / Return Rank: 2727
Overall Rank
IGSD.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IGSD.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
IGSD.L Omega Ratio Rank: 2525
Omega Ratio Rank
IGSD.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
IGSD.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.

VSCA.L vs. IGSD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VSCA.L) and iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.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.


VSCA.LIGSD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.15

1.17

-0.02

Calmar ratioReturn relative to maximum drawdown

1.19

1.35

-0.17

Martin ratioReturn relative to average drawdown

3.11

3.70

-0.59

VSCA.L vs. IGSD.L - Sharpe Ratio Comparison

The current VSCA.L Sharpe Ratio is 0.83, which is comparable to the IGSD.L Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of VSCA.L and IGSD.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


VSCA.LIGSD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.95

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.51

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.50

-0.23

Drawdowns

VSCA.L vs. IGSD.L - Drawdown Comparison

The maximum VSCA.L drawdown since its inception was -15.11%, roughly equal to the maximum IGSD.L drawdown of -14.83%. Use the drawdown chart below to compare losses from any high point for VSCA.L and IGSD.L.


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Drawdown Indicators


VSCA.LIGSD.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.11%

-14.83%

-0.28%

Max Drawdown (1Y)

Largest decline over 1 year

-4.25%

-4.15%

-0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-8.78%

-8.18%

-0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-15.11%

-14.83%

-0.28%

Max Drawdown (10Y)

Largest decline over 10 years

-14.83%

Current Drawdown

Current decline from peak

-3.82%

-2.28%

-1.54%

Average Drawdown

Average peak-to-trough decline

-6.76%

-5.17%

-1.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

1.52%

+0.10%

Volatility

VSCA.L vs. IGSD.L - Volatility Comparison

Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VSCA.L) has a higher volatility of 1.79% compared to iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.L) at 1.60%. This indicates that VSCA.L's price experiences larger fluctuations and is considered to be riskier than IGSD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSCA.LIGSD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

1.60%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

4.39%

4.32%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

6.08%

5.91%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.88%

7.82%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.99%

9.13%

-0.14%

VSCA.L vs. IGSD.L - Expense Ratio Comparison

VSCA.L has a 0.09% expense ratio, which is lower than IGSD.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

VSCA.L vs. IGSD.L - Dividend Comparison

VSCA.L has not paid dividends to shareholders, while IGSD.L's dividend yield for the trailing twelve months is around 5.06%.


PositionTTM20252024202320222021202020192018201720162015
IGSD.L
iShares USD Short Duration Corporate Bond UCITS ETF (Dist)
5.06%5.08%4.67%3.69%2.12%1.71%2.51%3.32%2.94%2.50%2.16%2.11%
VSCA.L
Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.98, VSCA.L and IGSD.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, VSCA.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VSCA.L is cheaper with a 0.09% expense ratio, compared with 0.20% for IGSD.L.

Both ETFs track Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: Vanguard and BlackRock. Their fees differ too: 0.09% for VSCA.L and 0.20% for IGSD.L.

Portfolio Optimizer

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