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VUCE.DE vs. VUSA.AS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VUCE.DE and VUSA.AS is 0.21, 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.


-0.50.00.51.00.2

Performance

VUCE.DE vs. VUSA.AS - 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 S&P 500 UCITS ETF (VUSA.AS). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
-0.47%
10.21%
VUCE.DE
VUSA.AS

Key characteristics

Sharpe Ratio

VUCE.DE:

1.54

VUSA.AS:

2.29

Sortino Ratio

VUCE.DE:

2.49

VUSA.AS:

3.13

Omega Ratio

VUCE.DE:

1.30

VUSA.AS:

1.46

Calmar Ratio

VUCE.DE:

1.37

VUSA.AS:

3.45

Martin Ratio

VUCE.DE:

9.91

VUSA.AS:

15.09

Ulcer Index

VUCE.DE:

0.96%

VUSA.AS:

1.90%

Daily Std Dev

VUCE.DE:

6.19%

VUSA.AS:

12.52%

Max Drawdown

VUCE.DE:

-12.75%

VUSA.AS:

-33.64%

Current Drawdown

VUCE.DE:

-0.05%

VUSA.AS:

-0.49%

Returns By Period

In the year-to-date period, VUCE.DE achieves a 2.17% return, which is significantly lower than VUSA.AS's 2.69% return.


VUCE.DE

YTD

2.17%

1M

0.65%

6M

7.04%

1Y

10.02%

5Y*

1.07%

10Y*

N/A

VUSA.AS

YTD

2.69%

1M

0.34%

6M

16.54%

1Y

26.57%

5Y*

14.43%

10Y*

13.67%

*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. VUSA.AS - Expense Ratio Comparison

VUCE.DE has a 0.09% expense ratio, which is higher than VUSA.AS's 0.07% 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 VUSA.AS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VUCE.DE vs. VUSA.AS — 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 6464
Overall Rank
The Sharpe Ratio Rank of VUCE.DE is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VUCE.DE is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VUCE.DE is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VUCE.DE is 4848
Calmar Ratio Rank
The Martin Ratio Rank of VUCE.DE is 7474
Martin Ratio Rank

VUSA.AS
The Risk-Adjusted Performance Rank of VUSA.AS is 8888
Overall Rank
The Sharpe Ratio Rank of VUSA.AS is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSA.AS is 8787
Sortino Ratio Rank
The Omega Ratio Rank of VUSA.AS is 9090
Omega Ratio Rank
The Calmar Ratio Rank of VUSA.AS is 8686
Calmar Ratio Rank
The Martin Ratio Rank of VUSA.AS is 8989
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. VUSA.AS - 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 S&P 500 UCITS ETF (VUSA.AS). 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 0.88, compared to the broader market0.002.004.000.882.09
The chart of Sortino ratio for VUCE.DE, currently valued at 1.28, compared to the broader market-2.000.002.004.006.008.0010.0012.001.282.89
The chart of Omega ratio for VUCE.DE, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.39
The chart of Calmar ratio for VUCE.DE, currently valued at 0.41, compared to the broader market0.005.0010.0015.0020.000.413.14
The chart of Martin ratio for VUCE.DE, currently valued at 2.84, compared to the broader market0.0020.0040.0060.0080.00100.002.8412.59
VUCE.DE
VUSA.AS

The current VUCE.DE Sharpe Ratio is 1.54, which is lower than the VUSA.AS Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of VUCE.DE and VUSA.AS, 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
0.88
2.09
VUCE.DE
VUSA.AS

Dividends

VUCE.DE vs. VUSA.AS - Dividend Comparison

VUCE.DE has not paid dividends to shareholders, while VUSA.AS's dividend yield for the trailing twelve months is around 0.96%.


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%
VUSA.AS
Vanguard S&P 500 UCITS ETF
0.96%0.99%1.26%1.45%1.02%1.43%1.46%1.74%1.64%1.66%1.76%1.45%

Drawdowns

VUCE.DE vs. VUSA.AS - Drawdown Comparison

The maximum VUCE.DE drawdown since its inception was -12.75%, smaller than the maximum VUSA.AS drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for VUCE.DE and VUSA.AS. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.42%
0
VUCE.DE
VUSA.AS

Volatility

VUCE.DE vs. VUSA.AS - Volatility Comparison

The current volatility for Vanguard USD Corporate Bond UCITS ETF Accumulating (VUCE.DE) is 1.37%, while Vanguard S&P 500 UCITS ETF (VUSA.AS) has a volatility of 3.56%. This indicates that VUCE.DE experiences smaller price fluctuations and is considered to be less risky than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
1.37%
3.56%
VUCE.DE
VUSA.AS
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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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