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

Performance

VSCA.L vs. USCR.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 SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (USCR.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VSCA.L is traded in GBP, while USCR.L is traded in USD. To make them comparable, the USCR.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VSCA.L achieves a 0.73% return, which is significantly higher than USCR.L's 0.29% 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*

USCR.L

1D
-0.09%
1M
1.64%
YTD
0.29%
6M
-0.23%
1Y
6.66%
3Y*
2.39%
5Y*
1.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
VSCA.L
Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating
0.73%-1.28%7.12%-0.30%7.72%0.72%-3.46%
USCR.L
SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF
0.29%0.02%3.98%2.62%-5.66%-0.70%-2.36%

Correlation

The correlation between VSCA.L and USCR.L is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.55

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

0.54

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

0.54

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2020

0.55

The correlation between VSCA.L and USCR.L has been stable across timeframes, ranging from 0.54 to 0.55 - a consistent structural relationship.

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Return for Risk

VSCA.L vs. USCR.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

USCR.L
USCR.L Risk / Return Rank: 3737
Overall Rank
USCR.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
USCR.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
USCR.L Omega Ratio Rank: 3434
Omega Ratio Rank
USCR.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
USCR.L Martin Ratio Rank: 4040
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. USCR.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 SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (USCR.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.LUSCR.LDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.15

1.17

-0.03

Calmar ratioReturn relative to maximum drawdown

1.19

1.26

-0.08

Martin ratioReturn relative to average drawdown

3.11

3.19

-0.08

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

The current VSCA.L Sharpe Ratio is 0.83, which is comparable to the USCR.L Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of VSCA.L and USCR.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.LUSCR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.96

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.15

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

-0.04

+0.31

Drawdowns

VSCA.L vs. USCR.L - Drawdown Comparison

The maximum VSCA.L drawdown since its inception was -15.11%, which is greater than USCR.L's maximum drawdown of -14.00%. Use the drawdown chart below to compare losses from any high point for VSCA.L and USCR.L.


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Drawdown Indicators


VSCA.LUSCR.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.11%

-14.00%

-1.11%

Max Drawdown (1Y)

Largest decline over 1 year

-4.25%

-5.25%

+1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-8.78%

-9.24%

+0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-15.11%

-13.77%

-1.34%

Current Drawdown

Current decline from peak

-3.82%

-3.14%

-0.68%

Average Drawdown

Average peak-to-trough decline

-6.76%

-6.72%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

2.08%

-0.46%

Volatility

VSCA.L vs. USCR.L - Volatility Comparison

The current volatility for Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VSCA.L) is 1.79%, while SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (USCR.L) has a volatility of 2.06%. This indicates that VSCA.L experiences smaller price fluctuations and is considered to be less risky than USCR.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.LUSCR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

2.06%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

4.39%

5.59%

-1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

6.08%

6.93%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.88%

9.47%

-1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.99%

9.39%

-0.40%

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

VSCA.L has a 0.09% expense ratio, which is lower than USCR.L's 0.15% 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. USCR.L - Dividend Comparison

Neither VSCA.L nor USCR.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VSCA.L and USCR.L have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.15% for USCR.L.

VSCA.L tracks Bloomberg US Corp 1-3 Yr TR USD, while USCR.L tracks Bloomberg US Corp Bond TR USD. They also come from different issuers: Vanguard and State Street. Their fees differ too: 0.09% for VSCA.L and 0.15% for USCR.L.

Portfolio Optimizer

Find the right allocation for VSCA.L and USCR.L

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