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

Performance

VSCA.L vs. XYLD.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 Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.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 XYLD.L is traded in USD. To make them comparable, the XYLD.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 lower than XYLD.L's 0.96% 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*

XYLD.L

1D
0.17%
1M
1.18%
YTD
0.96%
6M
0.45%
1Y
4.97%
3Y*
2.54%
5Y*
2.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSCA.L vs. XYLD.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%
XYLD.L
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
0.96%-1.37%6.73%0.47%2.15%1.31%7.05%11.59%

Correlation

The correlation between VSCA.L and XYLD.L is 0.74, 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

0.74

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

0.77

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

0.76

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

0.73

The correlation between VSCA.L and XYLD.L has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.

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Return for Risk

VSCA.L vs. XYLD.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

XYLD.L
XYLD.L Risk / Return Rank: 7272
Overall Rank
XYLD.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XYLD.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
XYLD.L Omega Ratio Rank: 6565
Omega Ratio Rank
XYLD.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
XYLD.L Martin Ratio Rank: 7979
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. XYLD.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 Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.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.LXYLD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.15

1.14

+0.01

Calmar ratioReturn relative to maximum drawdown

1.19

0.99

+0.20

Martin ratioReturn relative to average drawdown

3.11

2.77

+0.33

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

The current VSCA.L Sharpe Ratio is 0.83, which is comparable to the XYLD.L Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of VSCA.L and XYLD.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.LXYLD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.78

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.35

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.49

-0.21

Drawdowns

VSCA.L vs. XYLD.L - Drawdown Comparison

The maximum VSCA.L drawdown since its inception was -15.11%, roughly equal to the maximum XYLD.L drawdown of -15.48%. Use the drawdown chart below to compare losses from any high point for VSCA.L and XYLD.L.


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Drawdown Indicators


VSCA.LXYLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.11%

-15.48%

+0.37%

Max Drawdown (1Y)

Largest decline over 1 year

-4.25%

-5.03%

+0.78%

Max Drawdown (3Y)

Largest decline over 3 years

-8.78%

-8.74%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-15.11%

-15.48%

+0.37%

Current Drawdown

Current decline from peak

-3.82%

-4.30%

+0.48%

Average Drawdown

Average peak-to-trough decline

-6.76%

-5.22%

-1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

1.79%

-0.17%

Volatility

VSCA.L vs. XYLD.L - Volatility Comparison

Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VSCA.L) has a higher volatility of 1.79% compared to Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.L) at 1.62%. This indicates that VSCA.L's price experiences larger fluctuations and is considered to be riskier than XYLD.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.LXYLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

1.62%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

4.39%

4.89%

-0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

6.08%

6.37%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.88%

8.28%

-0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.99%

9.31%

-0.32%

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

VSCA.L has a 0.09% expense ratio, which is lower than XYLD.L's 0.16% 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. XYLD.L - Dividend Comparison

VSCA.L has not paid dividends to shareholders, while XYLD.L's dividend yield for the trailing twelve months is around 3.77%.


PositionTTM2025202420232022202120202019
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%
XYLD.L
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
3.77%3.61%3.34%2.88%6.03%3.88%3.78%2.92%

Frequently Asked Questions


VSCA.L and XYLD.L have a correlation of 0.74, 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 0.16% for XYLD.L.

VSCA.L tracks Bloomberg US Corp 1-3 Yr TR USD, while XYLD.L tracks Bloomberg US Corp Bond TR USD. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.09% for VSCA.L and 0.16% for XYLD.L.

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