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VUCP.DE vs. CEMB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VUCP.DE vs. CEMB - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.DE) and iShares J.P. Morgan EM Corporate Bond ETF (CEMB). The values are adjusted to include any dividend payments, if applicable.

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VUCP.DE vs. CEMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VUCP.DE
Vanguard USD Corporate Bond UCITS ETF Distributing
1.65%-4.23%8.63%4.43%-9.72%7.26%-0.54%17.45%1.89%-0.82%
CEMB
iShares J.P. Morgan EM Corporate Bond ETF
1.48%-4.05%12.80%5.12%-7.17%6.85%-2.03%16.48%2.01%-1.23%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, VUCP.DE achieves a 1.65% return, which is significantly higher than CEMB's 1.48% return.


VUCP.DE

1D
0.71%
1M
-0.43%
YTD
1.65%
6M
1.63%
1Y
-1.31%
3Y*
2.73%
5Y*
1.19%
10Y*

CEMB

1D
0.65%
1M
-0.74%
YTD
1.48%
6M
2.13%
1Y
-0.89%
3Y*
4.55%
5Y*
2.25%
10Y*
3.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VUCP.DE vs. CEMB - Expense Ratio Comparison

VUCP.DE has a 0.09% expense ratio, which is lower than CEMB's 0.50% expense ratio.


Return for Risk

VUCP.DE vs. CEMB — Risk / Return Rank

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

VUCP.DE
VUCP.DE Risk / Return Rank: 99
Overall Rank
VUCP.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
VUCP.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
VUCP.DE Omega Ratio Rank: 88
Omega Ratio Rank
VUCP.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
VUCP.DE Martin Ratio Rank: 1111
Martin Ratio Rank

CEMB
CEMB Risk / Return Rank: 6767
Overall Rank
CEMB Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
CEMB Sortino Ratio Rank: 6666
Sortino Ratio Rank
CEMB Omega Ratio Rank: 7474
Omega Ratio Rank
CEMB Calmar Ratio Rank: 6262
Calmar Ratio Rank
CEMB Martin Ratio Rank: 6161
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.

VUCP.DE vs. CEMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.DE) and iShares J.P. Morgan EM Corporate Bond ETF (CEMB). 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.


VUCP.DECEMBDifference

Sharpe ratio

Return per unit of total volatility

-0.16

-0.11

-0.05

Sortino ratio

Return per unit of downside risk

-0.15

-0.08

-0.07

Omega ratio

Gain probability vs. loss probability

0.98

0.99

-0.01

Calmar ratio

Return relative to maximum drawdown

0.02

-0.15

+0.18

Martin ratio

Return relative to average drawdown

0.05

-0.34

+0.39

VUCP.DE vs. CEMB - Sharpe Ratio Comparison

The current VUCP.DE Sharpe Ratio is -0.16, which is lower than the CEMB Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of VUCP.DE and CEMB, 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


VUCP.DECEMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.16

-0.11

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.29

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.45

-0.12

Correlation

The correlation between VUCP.DE and CEMB is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VUCP.DE vs. CEMB - Dividend Comparison

VUCP.DE's dividend yield for the trailing twelve months is around 5.16%, which matches CEMB's 5.21% yield.


TTM20252024202320222021202020192018201720162015
VUCP.DE
Vanguard USD Corporate Bond UCITS ETF Distributing
5.16%5.41%4.83%4.45%3.56%2.50%3.06%3.27%3.48%3.36%0.00%0.00%
CEMB
iShares J.P. Morgan EM Corporate Bond ETF
5.21%5.14%5.11%4.77%4.29%3.51%3.86%4.19%4.66%4.06%4.26%4.76%

Drawdowns

VUCP.DE vs. CEMB - Drawdown Comparison

The maximum VUCP.DE drawdown since its inception was -14.51%, smaller than the maximum CEMB drawdown of -19.85%. Use the drawdown chart below to compare losses from any high point for VUCP.DE and CEMB.


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Drawdown Indicators


VUCP.DECEMBDifference

Max Drawdown

Largest peak-to-trough decline

-14.51%

-20.84%

+6.33%

Max Drawdown (1Y)

Largest decline over 1 year

-6.35%

-2.88%

-3.47%

Max Drawdown (5Y)

Largest decline over 5 years

-12.70%

-20.48%

+7.78%

Max Drawdown (10Y)

Largest decline over 10 years

-20.84%

Current Drawdown

Current decline from peak

-5.08%

-2.00%

-3.08%

Average Drawdown

Average peak-to-trough decline

-4.91%

-3.69%

-1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

0.78%

+2.20%

Volatility

VUCP.DE vs. CEMB - Volatility Comparison

Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.DE) and iShares J.P. Morgan EM Corporate Bond ETF (CEMB) have volatilities of 1.97% and 1.98%, 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


VUCP.DECEMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

1.98%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

4.13%

4.34%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

8.17%

8.49%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.10%

7.70%

+0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.66%

8.52%

+0.14%