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

Performance

VUCP.DE vs. PUIG.DE - 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 Invesco USD Corporate Bond UCITS ETF Dist (PUIG.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VUCP.DE achieves a 1.74% return, which is significantly higher than PUIG.DE's 1.26% return.


VUCP.DE

1D
0.12%
1M
1.25%
YTD
1.74%
6M
1.22%
1Y
4.19%
3Y*
2.61%
5Y*
1.65%
10Y*

PUIG.DE

1D
0.15%
1M
1.15%
YTD
1.26%
6M
0.39%
1Y
3.02%
3Y*
1.82%
5Y*
1.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUCP.DE vs. PUIG.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VUCP.DE
Vanguard USD Corporate Bond UCITS ETF Distributing
1.74%-4.23%8.63%4.43%-9.56%7.07%-0.54%-0.21%
PUIG.DE
Invesco USD Corporate Bond UCITS ETF Dist
1.26%-4.57%7.59%4.08%-10.14%6.62%-0.40%-0.90%

Correlation

The correlation between VUCP.DE and PUIG.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

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

0.95

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

0.96

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2019

0.95

The correlation between VUCP.DE and PUIG.DE has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

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Return for Risk

VUCP.DE vs. PUIG.DE — 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: 2222
Overall Rank
VUCP.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
VUCP.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
VUCP.DE Omega Ratio Rank: 2020
Omega Ratio Rank
VUCP.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
VUCP.DE Martin Ratio Rank: 2424
Martin Ratio Rank

PUIG.DE
PUIG.DE Risk / Return Rank: 1616
Overall Rank
PUIG.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
PUIG.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
PUIG.DE Omega Ratio Rank: 1515
Omega Ratio Rank
PUIG.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
PUIG.DE Martin Ratio Rank: 1818
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. PUIG.DE - 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 Invesco USD Corporate Bond UCITS ETF Dist (PUIG.DE). 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.DEPUIG.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.12

1.08

+0.04

Calmar ratioReturn relative to maximum drawdown

1.16

0.70

+0.46

Martin ratioReturn relative to average drawdown

3.03

1.81

+1.21

VUCP.DE vs. PUIG.DE - Sharpe Ratio Comparison

The current VUCP.DE Sharpe Ratio is 0.67, which is higher than the PUIG.DE Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of VUCP.DE and PUIG.DE, 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


VUCP.DEPUIG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.44

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.13

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.04

+0.28

Drawdowns

VUCP.DE vs. PUIG.DE - Drawdown Comparison

The maximum VUCP.DE drawdown since its inception was -14.51%, roughly equal to the maximum PUIG.DE drawdown of -14.30%. Use the drawdown chart below to compare losses from any high point for VUCP.DE and PUIG.DE.


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Drawdown Indicators


VUCP.DEPUIG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.51%

-14.30%

-0.21%

Max Drawdown (1Y)

Largest decline over 1 year

-3.33%

-3.62%

+0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-10.94%

-11.19%

+0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-12.70%

-13.35%

+0.65%

Current Drawdown

Current decline from peak

-4.99%

-5.91%

+0.92%

Average Drawdown

Average peak-to-trough decline

-4.96%

-6.03%

+1.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

1.40%

-0.11%

Volatility

VUCP.DE vs. PUIG.DE - Volatility Comparison

The current volatility for Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.DE) is 0.96%, while Invesco USD Corporate Bond UCITS ETF Dist (PUIG.DE) has a volatility of 1.02%. This indicates that VUCP.DE experiences smaller price fluctuations and is considered to be less risky than PUIG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VUCP.DEPUIG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

1.02%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.85%

3.99%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

5.79%

5.77%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.02%

8.38%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.42%

9.07%

-0.65%

VUCP.DE vs. PUIG.DE - Expense Ratio Comparison

VUCP.DE has a 0.09% expense ratio, which is lower than PUIG.DE's 0.10% 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

VUCP.DE vs. PUIG.DE - Dividend Comparison

VUCP.DE's dividend yield for the trailing twelve months is around 5.15%, more than PUIG.DE's 4.21% yield.


PositionTTM202520242023202220212020201920182017
PUIG.DE
Invesco USD Corporate Bond UCITS ETF Dist
4.21%4.32%4.29%3.82%2.83%1.91%2.59%0.00%0.00%0.00%
VUCP.DE
Vanguard USD Corporate Bond UCITS ETF Distributing
5.15%5.41%4.83%4.45%3.56%2.50%3.06%3.27%3.48%3.36%

Frequently Asked Questions


With a correlation of 0.92, VUCP.DE and PUIG.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VUCP.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUCP.DE is cheaper with a 0.09% expense ratio, compared with 0.10% for PUIG.DE.

Both ETFs track Bloomberg US Corp Bond TR USD. They also come from different issuers: Vanguard and Invesco. Their fees differ too: 0.09% for VUCP.DE and 0.10% for PUIG.DE.

Portfolio Optimizer

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