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

Performance

VSCA.L vs. VCPA.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 USD Corporate Bond UCITS ETF Accumulating (VCPA.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022202120202019
VSCA.L
Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating
2.12%-1.28%7.12%-0.30%7.72%0.72%0.35%3.62%
VCPA.L
Vanguard USD Corporate Bond UCITS ETF Accumulating
0.95%-99.00%4.58%2.13%-4.89%-0.13%5.86%10.80%

Returns By Period

In the year-to-date period, VSCA.L achieves a 2.12% return, which is significantly higher than VCPA.L's 0.95% return.


VSCA.L

1D
0.90%
1M
1.42%
YTD
2.12%
6M
3.28%
1Y
2.22%
3Y*
2.99%
5Y*
3.41%
10Y*

VCPA.L

1D
0.06%
1M
-0.21%
YTD
0.95%
6M
1.95%
1Y
-98.97%
3Y*
-77.89%
5Y*
-59.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both VSCA.L and VCPA.L 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%.


Return for Risk

VSCA.L vs. VCPA.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: 2121
Overall Rank
VSCA.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VSCA.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
VSCA.L Omega Ratio Rank: 2020
Omega Ratio Rank
VSCA.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
VSCA.L Martin Ratio Rank: 1717
Martin Ratio Rank

VCPA.L
VCPA.L Risk / Return Rank: 11
Overall Rank
VCPA.L Sharpe Ratio Rank: 00
Sharpe Ratio Rank
VCPA.L Sortino Ratio Rank: 22
Sortino Ratio Rank
VCPA.L Omega Ratio Rank: 00
Omega Ratio Rank
VCPA.L Calmar Ratio Rank: 00
Calmar Ratio Rank
VCPA.L Martin Ratio Rank: 22
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. VCPA.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 Vanguard USD Corporate Bond UCITS ETF Accumulating (VCPA.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.LVCPA.LDifference

Sharpe ratio

Return per unit of total volatility

0.39

-1.00

+1.40

Sortino ratio

Return per unit of downside risk

0.61

-0.97

+1.58

Omega ratio

Gain probability vs. loss probability

1.07

0.32

+0.75

Calmar ratio

Return relative to maximum drawdown

0.39

-1.00

+1.39

Martin ratio

Return relative to average drawdown

0.75

-1.40

+2.15

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

The current VSCA.L Sharpe Ratio is 0.39, which is higher than the VCPA.L Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of VSCA.L and VCPA.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.


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Sharpe Ratios by Period


VSCA.LVCPA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

-1.00

+1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

-1.32

+1.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

-1.24

+1.55

Correlation

The correlation between VSCA.L and VCPA.L is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VSCA.L vs. VCPA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

VSCA.L vs. VCPA.L - Drawdown Comparison

The maximum VSCA.L drawdown since its inception was -15.11%, smaller than the maximum VCPA.L drawdown of -99.06%. Use the drawdown chart below to compare losses from any high point for VSCA.L and VCPA.L.


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Drawdown Indicators


VSCA.LVCPA.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.11%

-99.06%

+83.95%

Max Drawdown (1Y)

Largest decline over 1 year

-5.73%

-99.02%

+93.29%

Max Drawdown (5Y)

Largest decline over 5 years

-15.11%

-99.04%

+83.93%

Current Drawdown

Current decline from peak

-2.48%

-99.03%

+96.55%

Average Drawdown

Average peak-to-trough decline

-6.82%

-15.29%

+8.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

70.87%

-67.93%

Volatility

VSCA.L vs. VCPA.L - Volatility Comparison

Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VSCA.L) and Vanguard USD Corporate Bond UCITS ETF Accumulating (VCPA.L) have volatilities of 1.94% and 2.02%, 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.LVCPA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.94%

2.02%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

4.19%

4.49%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

6.52%

98.71%

-92.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.88%

45.56%

-37.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.04%

41.19%

-32.15%