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VSCA.L vs. VAGU.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VSCA.L and VAGU.L is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

VSCA.L vs. VAGU.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 Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.L). The values are adjusted to include any dividend payments, if applicable.

-2.00%-1.00%0.00%1.00%2.00%SeptemberOctoberNovemberDecember2025February
2.39%
0.37%
VSCA.L
VAGU.L

Key characteristics

Sharpe Ratio

VSCA.L:

0.96

VAGU.L:

1.01

Sortino Ratio

VSCA.L:

1.51

VAGU.L:

1.48

Omega Ratio

VSCA.L:

1.17

VAGU.L:

1.18

Calmar Ratio

VSCA.L:

0.60

VAGU.L:

0.45

Martin Ratio

VSCA.L:

3.58

VAGU.L:

3.94

Ulcer Index

VSCA.L:

1.64%

VAGU.L:

1.22%

Daily Std Dev

VSCA.L:

6.09%

VAGU.L:

4.76%

Max Drawdown

VSCA.L:

-15.11%

VAGU.L:

-17.42%

Current Drawdown

VSCA.L:

-3.29%

VAGU.L:

-5.71%

Returns By Period

In the year-to-date period, VSCA.L achieves a -0.02% return, which is significantly lower than VAGU.L's 0.34% return.


VSCA.L

YTD

-0.02%

1M

-1.98%

6M

5.79%

1Y

5.73%

5Y*

2.58%

10Y*

N/A

VAGU.L

YTD

0.34%

1M

0.70%

6M

0.37%

1Y

4.83%

5Y*

-0.44%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

VSCA.L has a 0.09% expense ratio, which is lower than VAGU.L's 0.10% 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%.


VAGU.L
Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating
Expense ratio chart for VAGU.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VSCA.L: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

VSCA.L vs. VAGU.L — Risk-Adjusted Performance Rank

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

VSCA.L
The Risk-Adjusted Performance Rank of VSCA.L is 3636
Overall Rank
The Sharpe Ratio Rank of VSCA.L is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of VSCA.L is 4040
Sortino Ratio Rank
The Omega Ratio Rank of VSCA.L is 3636
Omega Ratio Rank
The Calmar Ratio Rank of VSCA.L is 2929
Calmar Ratio Rank
The Martin Ratio Rank of VSCA.L is 3838
Martin Ratio Rank

VAGU.L
The Risk-Adjusted Performance Rank of VAGU.L is 3636
Overall Rank
The Sharpe Ratio Rank of VAGU.L is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of VAGU.L is 4040
Sortino Ratio Rank
The Omega Ratio Rank of VAGU.L is 3838
Omega Ratio Rank
The Calmar Ratio Rank of VAGU.L is 2323
Calmar Ratio Rank
The Martin Ratio Rank of VAGU.L is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VSCA.L vs. VAGU.L - Risk-Adjusted Performance 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 Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.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.


Sharpe ratio
The chart of Sharpe ratio for VSCA.L, currently valued at 1.62, compared to the broader market0.002.004.001.621.01
The chart of Sortino ratio for VSCA.L, currently valued at 2.44, compared to the broader market-2.000.002.004.006.008.0010.0012.002.441.48
The chart of Omega ratio for VSCA.L, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.18
The chart of Calmar ratio for VSCA.L, currently valued at 5.18, compared to the broader market0.005.0010.0015.0020.005.180.45
The chart of Martin ratio for VSCA.L, currently valued at 16.16, compared to the broader market0.0020.0040.0060.0080.00100.0016.163.94
VSCA.L
VAGU.L

The current VSCA.L Sharpe Ratio is 0.96, which is comparable to the VAGU.L Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of VSCA.L and VAGU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.62
1.01
VSCA.L
VAGU.L

Dividends

VSCA.L vs. VAGU.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

VSCA.L vs. VAGU.L - Drawdown Comparison

The maximum VSCA.L drawdown since its inception was -15.11%, smaller than the maximum VAGU.L drawdown of -17.42%. Use the drawdown chart below to compare losses from any high point for VSCA.L and VAGU.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-5.71%
VSCA.L
VAGU.L

Volatility

VSCA.L vs. VAGU.L - Volatility Comparison

The current volatility for Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VSCA.L) is 1.00%, while Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.L) has a volatility of 1.21%. This indicates that VSCA.L experiences smaller price fluctuations and is considered to be less risky than VAGU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.80%1.00%1.20%1.40%1.60%1.80%2.00%SeptemberOctoberNovemberDecember2025February
1.00%
1.21%
VSCA.L
VAGU.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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