VUCP.DE vs. SXRR.DE
VUCP.DE (Vanguard USD Corporate Bond UCITS ETF Distributing) and SXRR.DE (iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist)) are both Corporate Bonds funds - VUCP.DE tracks the Bloomberg US Corp Bond TR USD while SXRR.DE tracks the Bloomberg US Floating Rate Notes 1-5 Year Index (EUR Hedged). Both are passively managed. Over the past 5 years, VUCP.DE returned 0.93%/yr vs 2.44%/yr for SXRR.DE. At a correlation of -0.02, they often move in opposite directions. VUCP.DE charges 0.09%/yr vs 0.12%/yr for SXRR.DE.
Performance
VUCP.DE vs. SXRR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VUCP.DE achieves a 3.16% return, which is significantly higher than SXRR.DE's 1.42% return.
VUCP.DE
- 1D
- 0.46%
- 1M
- 0.97%
- 6M
- 1.92%
- YTD
- 3.16%
- 1Y
- 6.54%
- 3Y*
- 4.49%
- 5Y*
- 0.93%
- 10Y*
- —
SXRR.DE
- 1D
- 0.00%
- 1M
- 0.24%
- 6M
- 1.19%
- YTD
- 1.42%
- 1Y
- 2.61%
- 3Y*
- 3.68%
- 5Y*
- 2.44%
- 10Y*
- —
VUCP.DE vs. SXRR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VUCP.DE Vanguard USD Corporate Bond UCITS ETF Distributing | 3.16% | -4.23% | 8.62% | 4.43% | -9.57% | 7.07% | -0.54% | 17.46% | 1.88% | -2.79% |
SXRR.DE iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) | 1.42% | 2.69% | 4.90% | 4.43% | -0.72% | -0.50% | -0.32% | 1.07% | -1.64% | -0.04% |
Correlation
The correlation between VUCP.DE and SXRR.DE is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2017 | -0.02 |
The correlation between VUCP.DE and SXRR.DE shifts across timeframes, from -0.15 (1 year) to 0.01 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
VUCP.DE vs. SXRR.DE — Risk / Return Rank
VUCP.DE
SXRR.DE
VUCP.DE vs. SXRR.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 iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (SXRR.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VUCP.DE | SXRR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.85 | -0.65 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 11.00 | -9.06 |
| Martin ratioReturn relative to average drawdown | 5.24 | 34.86 | -29.62 |
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Drawdowns
VUCP.DE vs. SXRR.DE - Drawdown Comparison
The maximum VUCP.DE drawdown since its inception was -14.52%, roughly equal to the maximum SXRR.DE drawdown of -14.20%. Use the drawdown chart below to compare losses from any high point for VUCP.DE and SXRR.DE.
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Drawdown Indicators
| VUCP.DE | SXRR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.52% | -14.20% | -0.32% |
Max Drawdown (1Y)Largest decline over 1 year | -3.35% | -0.24% | -3.11% |
Max Drawdown (3Y)Largest decline over 3 years | -10.95% | -1.36% | -9.59% |
Max Drawdown (5Y)Largest decline over 5 years | -12.70% | -2.72% | -9.98% |
Current DrawdownCurrent decline from peak | -3.67% | 0.00% | -3.67% |
Average DrawdownAverage peak-to-trough decline | -4.91% | -1.22% | -3.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 0.07% | +1.17% |
Volatility
VUCP.DE vs. SXRR.DE - Volatility Comparison
Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.DE) has a higher volatility of 1.83% compared to iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (SXRR.DE) at 0.24%. This indicates that VUCP.DE's price experiences larger fluctuations and is considered to be riskier than SXRR.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.DE | SXRR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.83% | 0.24% | +1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 3.90% | 0.99% | +2.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.89% | 1.40% | +4.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.00% | 1.94% | +6.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.43% | 3.80% | +4.63% |
VUCP.DE vs. SXRR.DE - Expense Ratio Comparison
VUCP.DE has a 0.09% expense ratio, which is lower than SXRR.DE's 0.12% 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. SXRR.DE - Dividend Comparison
VUCP.DE's dividend yield for the trailing twelve months is around 5.08%, more than SXRR.DE's 4.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
SXRR.DE iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) | 4.72% | 5.04% | 6.01% | 5.52% | 1.49% | 0.58% | 1.60% | 3.00% | 2.06% | 0.36% |
VUCP.DE Vanguard USD Corporate Bond UCITS ETF Distributing | 5.08% | 5.40% | 4.83% | 4.45% | 3.56% | 2.50% | 3.06% | 3.27% | 3.48% | 0.55% |
Frequently Asked Questions
VUCP.DE and SXRR.DE have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.12% for SXRR.DE.
VUCP.DE tracks Bloomberg US Corp Bond TR USD, while SXRR.DE tracks Bloomberg US Floating Rate Notes 1-5 Year Index (EUR Hedged). They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.09% for VUCP.DE and 0.12% for SXRR.DE.
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