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VUCE.DE vs. VTIP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VUCE.DE and VTIP is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

VUCE.DE vs. VTIP - 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 Short-Term Inflation-Protected Securities ETF (VTIP). The values are adjusted to include any dividend payments, if applicable.

-2.00%-1.00%0.00%1.00%2.00%SeptemberOctoberNovemberDecember2025February
-0.13%
2.33%
VUCE.DE
VTIP

Key characteristics

Sharpe Ratio

VUCE.DE:

1.54

VTIP:

3.59

Sortino Ratio

VUCE.DE:

2.49

VTIP:

5.66

Omega Ratio

VUCE.DE:

1.30

VTIP:

1.77

Calmar Ratio

VUCE.DE:

1.37

VTIP:

7.87

Martin Ratio

VUCE.DE:

9.91

VTIP:

23.50

Ulcer Index

VUCE.DE:

0.96%

VTIP:

0.25%

Daily Std Dev

VUCE.DE:

6.19%

VTIP:

1.65%

Max Drawdown

VUCE.DE:

-12.75%

VTIP:

-6.27%

Current Drawdown

VUCE.DE:

-0.05%

VTIP:

-0.04%

Returns By Period

In the year-to-date period, VUCE.DE achieves a 2.17% return, which is significantly higher than VTIP's 1.16% return.


VUCE.DE

YTD

2.17%

1M

1.12%

6M

6.62%

1Y

9.55%

5Y*

1.33%

10Y*

N/A

VTIP

YTD

1.16%

1M

1.09%

6M

2.29%

1Y

5.95%

5Y*

3.58%

10Y*

2.67%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VUCE.DE vs. VTIP - Expense Ratio Comparison

VUCE.DE has a 0.09% expense ratio, which is higher than VTIP'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%.


VUCE.DE
Vanguard USD Corporate Bond UCITS ETF Accumulating
Expense ratio chart for VUCE.DE: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for VTIP: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VUCE.DE vs. VTIP — Risk-Adjusted Performance Rank

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

VUCE.DE
The Risk-Adjusted Performance Rank of VUCE.DE is 6666
Overall Rank
The Sharpe Ratio Rank of VUCE.DE is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VUCE.DE is 7474
Sortino Ratio Rank
The Omega Ratio Rank of VUCE.DE is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VUCE.DE is 5050
Calmar Ratio Rank
The Martin Ratio Rank of VUCE.DE is 7575
Martin Ratio Rank

VTIP
The Risk-Adjusted Performance Rank of VTIP is 9898
Overall Rank
The Sharpe Ratio Rank of VTIP is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of VTIP is 9898
Sortino Ratio Rank
The Omega Ratio Rank of VTIP is 9898
Omega Ratio Rank
The Calmar Ratio Rank of VTIP is 9898
Calmar Ratio Rank
The Martin Ratio Rank of VTIP is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VUCE.DE vs. VTIP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Corporate Bond UCITS ETF Accumulating (VUCE.DE) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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.


Sharpe ratio
The chart of Sharpe ratio for VUCE.DE, currently valued at 0.84, compared to the broader market0.002.004.000.843.63
The chart of Sortino ratio for VUCE.DE, currently valued at 1.24, compared to the broader market0.005.0010.001.245.78
The chart of Omega ratio for VUCE.DE, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.80
The chart of Calmar ratio for VUCE.DE, currently valued at 0.41, compared to the broader market0.005.0010.0015.0020.000.417.81
The chart of Martin ratio for VUCE.DE, currently valued at 2.85, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.8523.33
VUCE.DE
VTIP

The current VUCE.DE Sharpe Ratio is 1.54, which is lower than the VTIP Sharpe Ratio of 3.59. The chart below compares the historical Sharpe Ratios of VUCE.DE and VTIP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.84
3.63
VUCE.DE
VTIP

Dividends

VUCE.DE vs. VTIP - Dividend Comparison

VUCE.DE has not paid dividends to shareholders, while VTIP's dividend yield for the trailing twelve months is around 2.67%.


TTM20242023202220212020201920182017201620152014
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%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
2.67%2.70%3.36%6.84%4.68%1.20%1.95%2.45%1.52%0.76%0.00%0.82%

Drawdowns

VUCE.DE vs. VTIP - Drawdown Comparison

The maximum VUCE.DE drawdown since its inception was -12.75%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for VUCE.DE and VTIP. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.36%
-0.04%
VUCE.DE
VTIP

Volatility

VUCE.DE vs. VTIP - Volatility Comparison

Vanguard USD Corporate Bond UCITS ETF Accumulating (VUCE.DE) has a higher volatility of 2.64% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.41%. This indicates that VUCE.DE's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%3.00%SeptemberOctoberNovemberDecember2025February
2.64%
0.41%
VUCE.DE
VTIP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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