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VSCA.L vs. VAGY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VSCA.L vs. VAGY.DE - 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 USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE). 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 VAGY.DE is traded in EUR. To make them comparable, the VAGY.DE 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 lower than VAGY.DE's 1.22% 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*

VAGY.DE

1D
0.16%
1M
1.19%
YTD
1.22%
6M
0.57%
1Y
5.09%
3Y*
2.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSCA.L vs. VAGY.DE - Yearly Performance Comparison


2026 (YTD)202520242023
VSCA.L
Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating
0.73%-1.28%7.12%-1.52%
VAGY.DE
Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating
1.22%-0.88%6.53%-1.52%

Correlation

The correlation between VSCA.L and VAGY.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.91

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2023

0.91

The correlation between VSCA.L and VAGY.DE has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

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Return for Risk

VSCA.L vs. VAGY.DE — 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

VAGY.DE
VAGY.DE Risk / Return Rank: 1515
Overall Rank
VAGY.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
VAGY.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
VAGY.DE Omega Ratio Rank: 1313
Omega Ratio Rank
VAGY.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
VAGY.DE Martin Ratio Rank: 1717
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. VAGY.DE - 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 Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE). 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.LVAGY.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.15

1.14

0.00

Calmar ratioReturn relative to maximum drawdown

1.19

1.16

+0.03

Martin ratioReturn relative to average drawdown

3.11

3.01

+0.10

VSCA.L vs. VAGY.DE - Sharpe Ratio Comparison

The current VSCA.L Sharpe Ratio is 0.83, which is comparable to the VAGY.DE Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of VSCA.L and VAGY.DE, 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.LVAGY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.82

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.23

+0.04

Drawdowns

VSCA.L vs. VAGY.DE - Drawdown Comparison

The maximum VSCA.L drawdown since its inception was -15.11%, which is greater than VAGY.DE's maximum drawdown of -8.70%. Use the drawdown chart below to compare losses from any high point for VSCA.L and VAGY.DE.


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Drawdown Indicators


VSCA.LVAGY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.11%

-8.70%

-6.41%

Max Drawdown (1Y)

Largest decline over 1 year

-4.25%

-4.39%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-8.78%

-8.70%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-15.11%

Current Drawdown

Current decline from peak

-3.82%

-3.12%

-0.70%

Average Drawdown

Average peak-to-trough decline

-6.76%

-3.17%

-3.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

1.69%

-0.07%

Volatility

VSCA.L vs. VAGY.DE - Volatility Comparison

Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VSCA.L) and Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE) have volatilities of 1.79% and 1.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSCA.LVAGY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

1.74%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

4.39%

4.39%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

6.08%

6.18%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.88%

6.82%

+1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.99%

6.82%

+2.17%

VSCA.L vs. VAGY.DE - Expense Ratio Comparison

Both VSCA.L and VAGY.DE have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VSCA.L vs. VAGY.DE - Dividend Comparison

Neither VSCA.L nor VAGY.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VSCA.L and VAGY.DE have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.09% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VSCA.L and VAGY.DE have the same expense ratio: 0.09% per year.

VSCA.L tracks Bloomberg US Corp 1-3 Yr TR USD, while VAGY.DE tracks Bloomberg Global Aggregate Corporate USD 1-3.

Portfolio Optimizer

Find the right allocation for VSCA.L and VAGY.DE

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