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VUCE.DE vs. VCIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VUCE.DE vs. VCIT - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard USD Corporate Bond UCITS ETF Accumulating (VUCE.DE) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). The values are adjusted to include any dividend payments, if applicable.

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VUCE.DE vs. VCIT - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VUCE.DE
Vanguard USD Corporate Bond UCITS ETF Accumulating
1.16%-4.17%8.58%4.45%-9.55%7.08%-0.48%6.52%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
1.22%-3.64%10.01%5.71%-8.65%5.58%0.44%5.75%
Different Trading Currencies

VUCE.DE is traded in EUR, while VCIT is traded in USD. To make them comparable, the VCIT values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VUCE.DE achieves a 1.16% return, which is significantly lower than VCIT's 1.22% return.


VUCE.DE

1D
-0.18%
1M
-0.50%
YTD
1.16%
6M
1.69%
1Y
-2.24%
3Y*
2.78%
5Y*
1.12%
10Y*

VCIT

1D
0.03%
1M
-0.48%
YTD
1.22%
6M
1.92%
1Y
-1.12%
3Y*
3.35%
5Y*
1.81%
10Y*
2.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VUCE.DE vs. VCIT - Expense Ratio Comparison

VUCE.DE has a 0.09% expense ratio, which is higher than VCIT's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VUCE.DE vs. VCIT — Risk / Return Rank

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

VUCE.DE
VUCE.DE Risk / Return Rank: 77
Overall Rank
VUCE.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VUCE.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
VUCE.DE Omega Ratio Rank: 66
Omega Ratio Rank
VUCE.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
VUCE.DE Martin Ratio Rank: 88
Martin Ratio Rank

VCIT
VCIT Risk / Return Rank: 6868
Overall Rank
VCIT Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VCIT Sortino Ratio Rank: 6666
Sortino Ratio Rank
VCIT Omega Ratio Rank: 6060
Omega Ratio Rank
VCIT Calmar Ratio Rank: 7676
Calmar Ratio Rank
VCIT Martin Ratio Rank: 6969
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.

VUCE.DE vs. VCIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Corporate Bond UCITS ETF Accumulating (VUCE.DE) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). 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.


VUCE.DEVCITDifference

Sharpe ratio

Return per unit of total volatility

-0.28

-0.14

-0.14

Sortino ratio

Return per unit of downside risk

-0.31

-0.12

-0.19

Omega ratio

Gain probability vs. loss probability

0.96

0.98

-0.03

Calmar ratio

Return relative to maximum drawdown

-0.25

-0.08

-0.16

Martin ratio

Return relative to average drawdown

-0.53

-0.18

-0.35

VUCE.DE vs. VCIT - Sharpe Ratio Comparison

The current VUCE.DE Sharpe Ratio is -0.28, which is lower than the VCIT Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of VUCE.DE and VCIT, 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


VUCE.DEVCITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.28

-0.14

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.22

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.64

-0.43

Correlation

The correlation between VUCE.DE and VCIT is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VUCE.DE vs. VCIT - Dividend Comparison

VUCE.DE has not paid dividends to shareholders, while VCIT's dividend yield for the trailing twelve months is around 4.76%.


TTM20252024202320222021202020192018201720162015
VUCE.DE
Vanguard USD Corporate 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%0.00%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.76%4.62%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%

Drawdowns

VUCE.DE vs. VCIT - Drawdown Comparison

The maximum VUCE.DE drawdown since its inception was -13.02%, smaller than the maximum VCIT drawdown of -15.14%. Use the drawdown chart below to compare losses from any high point for VUCE.DE and VCIT.


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Drawdown Indicators


VUCE.DEVCITDifference

Max Drawdown

Largest peak-to-trough decline

-13.02%

-20.56%

+7.54%

Max Drawdown (1Y)

Largest decline over 1 year

-7.46%

-2.99%

-4.47%

Max Drawdown (5Y)

Largest decline over 5 years

-12.75%

-20.56%

+7.81%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

Current Drawdown

Current decline from peak

-5.56%

-1.84%

-3.72%

Average Drawdown

Average peak-to-trough decline

-5.41%

-3.18%

-2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

0.86%

+2.23%

Volatility

VUCE.DE vs. VCIT - Volatility Comparison

Vanguard USD Corporate Bond UCITS ETF Accumulating (VUCE.DE) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT) have volatilities of 1.94% and 1.89%, 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


VUCE.DEVCITDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.94%

1.89%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

4.10%

4.36%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

7.98%

8.32%

-0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.06%

8.21%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.44%

8.32%

+0.12%