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

Performance

VSCA.L vs. VUCP.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 Distributing (VUCP.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 higher than VUCP.L's -0.23% 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*

VUCP.L

1D
0.29%
1M
1.74%
YTD
-0.23%
6M
-0.79%
1Y
5.18%
3Y*
1.89%
5Y*
0.96%
10Y*
2.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSCA.L vs. VUCP.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%
VUCP.L
Vanguard USD Corporate Bond UCITS ETF Distributing
-0.23%-0.91%4.32%1.29%-5.38%-0.63%4.96%9.46%

Correlation

The correlation between VSCA.L and VUCP.L is 0.79, 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

0.79

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

0.73

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

0.75

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

0.77

The correlation between VSCA.L and VUCP.L has been stable across timeframes, ranging from 0.73 to 0.79 - a consistent structural relationship.

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Return for Risk

VSCA.L vs. VUCP.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

VUCP.L
VUCP.L Risk / Return Rank: 2424
Overall Rank
VUCP.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VUCP.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
VUCP.L Omega Ratio Rank: 2424
Omega Ratio Rank
VUCP.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
VUCP.L Martin Ratio Rank: 2121
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. VUCP.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 Distributing (VUCP.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.LVUCP.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

1.16

-0.02

Calmar ratioReturn relative to maximum drawdown

1.19

1.14

+0.05

Martin ratioReturn relative to average drawdown

3.11

2.59

+0.52

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

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

0.11

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.27

0.00

Drawdowns

VSCA.L vs. VUCP.L - Drawdown Comparison

The maximum VSCA.L drawdown since its inception was -15.11%, smaller than the maximum VUCP.L drawdown of -16.84%. Use the drawdown chart below to compare losses from any high point for VSCA.L and VUCP.L.


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Drawdown Indicators


VSCA.LVUCP.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.11%

-16.84%

+1.73%

Max Drawdown (1Y)

Largest decline over 1 year

-4.25%

-5.00%

+0.75%

Max Drawdown (3Y)

Largest decline over 3 years

-8.78%

-9.00%

+0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-15.11%

-13.14%

-1.97%

Max Drawdown (10Y)

Largest decline over 10 years

-16.84%

Current Drawdown

Current decline from peak

-3.82%

-7.92%

+4.10%

Average Drawdown

Average peak-to-trough decline

-6.76%

-7.67%

+0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

2.20%

-0.58%

Volatility

VSCA.L vs. VUCP.L - Volatility Comparison

Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VSCA.L) and Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.L) have volatilities of 1.79% and 1.73%, 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.LVUCP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

1.73%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

4.39%

4.46%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

6.08%

6.05%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.88%

8.51%

-0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.99%

9.92%

-0.93%

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

Both VSCA.L and VUCP.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%.


Dividends

VSCA.L vs. VUCP.L - Dividend Comparison

VSCA.L has not paid dividends to shareholders, while VUCP.L's dividend yield for the trailing twelve months is around 3.86%.


PositionTTM2025202420232022202120202019201820172016
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%
VUCP.L
Vanguard USD Corporate Bond UCITS ETF Distributing
3.86%4.02%4.73%3.57%2.79%1.85%2.36%2.64%2.58%2.57%1.73%

Frequently Asked Questions


VSCA.L and VUCP.L have a correlation of 0.79, 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 VUCP.L have the same expense ratio: 0.09% per year.

VSCA.L tracks Bloomberg US Corp 1-3 Yr TR USD, while VUCP.L tracks Bloomberg US Corp Bond TR USD.

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