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VUCP.L vs. CORP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VUCP.L and CORP is 0.58, 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.


-0.50.00.51.00.6

Performance

VUCP.L vs. CORP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.L) and PIMCO Investment Grade Corporate Bond Index ETF (CORP). The values are adjusted to include any dividend payments, if applicable.

-3.00%-2.00%-1.00%0.00%1.00%2.00%SeptemberOctoberNovemberDecember2025February
-0.42%
-0.18%
VUCP.L
CORP

Key characteristics

Sharpe Ratio

VUCP.L:

1.05

CORP:

1.03

Sortino Ratio

VUCP.L:

1.62

CORP:

1.50

Omega Ratio

VUCP.L:

1.18

CORP:

1.18

Calmar Ratio

VUCP.L:

0.71

CORP:

0.49

Martin Ratio

VUCP.L:

5.65

CORP:

3.27

Ulcer Index

VUCP.L:

1.20%

CORP:

1.76%

Daily Std Dev

VUCP.L:

6.44%

CORP:

5.60%

Max Drawdown

VUCP.L:

-15.04%

CORP:

-21.21%

Current Drawdown

VUCP.L:

-3.01%

CORP:

-4.33%

Returns By Period

In the year-to-date period, VUCP.L achieves a 0.19% return, which is significantly lower than CORP's 1.56% return.


VUCP.L

YTD

0.19%

1M

-1.42%

6M

4.18%

1Y

6.72%

5Y*

0.79%

10Y*

N/A

CORP

YTD

1.56%

1M

1.38%

6M

-0.18%

1Y

5.89%

5Y*

0.48%

10Y*

2.66%

*Annualized

Compare stocks, funds, or ETFs

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


VUCP.L vs. CORP - Expense Ratio Comparison

VUCP.L has a 0.09% expense ratio, which is lower than CORP's 0.20% 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%.


CORP
PIMCO Investment Grade Corporate Bond Index ETF
Expense ratio chart for CORP: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VUCP.L: 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%

Risk-Adjusted Performance

VUCP.L vs. CORP — Risk-Adjusted Performance Rank

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

VUCP.L
The Risk-Adjusted Performance Rank of VUCP.L is 4343
Overall Rank
The Sharpe Ratio Rank of VUCP.L is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of VUCP.L is 4646
Sortino Ratio Rank
The Omega Ratio Rank of VUCP.L is 4040
Omega Ratio Rank
The Calmar Ratio Rank of VUCP.L is 3333
Calmar Ratio Rank
The Martin Ratio Rank of VUCP.L is 5555
Martin Ratio Rank

CORP
The Risk-Adjusted Performance Rank of CORP is 3636
Overall Rank
The Sharpe Ratio Rank of CORP is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of CORP is 4040
Sortino Ratio Rank
The Omega Ratio Rank of CORP is 3939
Omega Ratio Rank
The Calmar Ratio Rank of CORP is 2525
Calmar Ratio Rank
The Martin Ratio Rank of CORP is 3535
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.

VUCP.L vs. CORP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.L) and PIMCO Investment Grade Corporate Bond Index ETF (CORP). 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 VUCP.L, currently valued at 1.11, compared to the broader market0.002.004.001.111.03
The chart of Sortino ratio for VUCP.L, currently valued at 1.65, compared to the broader market0.005.0010.001.651.50
The chart of Omega ratio for VUCP.L, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.19
The chart of Calmar ratio for VUCP.L, currently valued at 0.54, compared to the broader market0.005.0010.0015.000.540.49
The chart of Martin ratio for VUCP.L, currently valued at 3.72, compared to the broader market0.0020.0040.0060.0080.00100.003.723.21
VUCP.L
CORP

The current VUCP.L Sharpe Ratio is 1.05, which is comparable to the CORP Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of VUCP.L and CORP, 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 Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.11
1.03
VUCP.L
CORP

Dividends

VUCP.L vs. CORP - Dividend Comparison

VUCP.L's dividend yield for the trailing twelve months is around 4.75%, which matches CORP's 4.73% yield.


TTM20242023202220212020201920182017201620152014
VUCP.L
Vanguard USD Corporate Bond UCITS ETF Distributing
4.75%4.73%3.57%2.79%1.85%2.37%2.64%2.58%2.58%1.73%0.00%0.00%
CORP
PIMCO Investment Grade Corporate Bond Index ETF
4.73%4.74%4.84%3.28%2.51%2.90%3.25%3.49%3.08%2.91%3.14%3.55%

Drawdowns

VUCP.L vs. CORP - Drawdown Comparison

The maximum VUCP.L drawdown since its inception was -15.04%, smaller than the maximum CORP drawdown of -21.21%. Use the drawdown chart below to compare losses from any high point for VUCP.L and CORP. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%SeptemberOctoberNovemberDecember2025February
-5.06%
-4.33%
VUCP.L
CORP

Volatility

VUCP.L vs. CORP - Volatility Comparison

Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.L) has a higher volatility of 1.54% compared to PIMCO Investment Grade Corporate Bond Index ETF (CORP) at 1.39%. This indicates that VUCP.L's price experiences larger fluctuations and is considered to be riskier than CORP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%2.00%SeptemberOctoberNovemberDecember2025February
1.54%
1.39%
VUCP.L
CORP
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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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