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VUCP.L vs. EUHD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUCP.L vs. EUHD.L - 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 PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VUCP.L is traded in GBP, while EUHD.L is traded in GBp. To make them comparable, the EUHD.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VUCP.L achieves a 0.04% return, which is significantly lower than EUHD.L's 9.29% return. Over the past 10 years, VUCP.L has underperformed EUHD.L with an annualized return of 2.70%, while EUHD.L has yielded a comparatively higher 9.36% annualized return.


VUCP.L

1D
0.29%
1M
1.42%
YTD
0.04%
6M
-0.47%
1Y
5.40%
3Y*
1.87%
5Y*
1.01%
10Y*
2.70%

EUHD.L

1D
0.24%
1M
1.24%
YTD
9.29%
6M
11.09%
1Y
24.45%
3Y*
20.22%
5Y*
12.89%
10Y*
9.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUCP.L vs. EUHD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VUCP.L
Vanguard USD Corporate Bond UCITS ETF Distributing
0.04%-0.91%4.32%1.29%-5.38%-0.63%4.96%10.22%2.22%-3.67%
EUHD.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS
9.29%42.88%5.23%11.37%-3.26%13.30%-13.39%11.53%-7.27%13.76%

Correlation

The correlation between VUCP.L and EUHD.L is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.04

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

-0.01

Correlation (10Y)
Calculated over the trailing 10-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2016

0.11

The correlation between VUCP.L and EUHD.L shifts across timeframes, from -0.01 (5 years) to 0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VUCP.L vs. EUHD.L — Risk / Return Rank

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

VUCP.L
VUCP.L Risk / Return Rank: 2424
Overall Rank
VUCP.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
VUCP.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
VUCP.L Omega Ratio Rank: 2424
Omega Ratio Rank
VUCP.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
VUCP.L Martin Ratio Rank: 2121
Martin Ratio Rank

EUHD.L
EUHD.L Risk / Return Rank: 6666
Overall Rank
EUHD.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
EUHD.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
EUHD.L Omega Ratio Rank: 6666
Omega Ratio Rank
EUHD.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
EUHD.L Martin Ratio Rank: 6666
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.L vs. EUHD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.L) and PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L). 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.LEUHD.LDifference
Sharpe ratioReturn per unit of total volatility

-1.28

Sortino ratioReturn per unit of downside risk

-1.53

Omega ratioGain probability vs. loss probability

1.15

1.39

-0.24

Calmar ratioReturn relative to maximum drawdown

1.08

3.39

-2.32

Martin ratioReturn relative to average drawdown

2.44

11.84

-9.41

VUCP.L vs. EUHD.L - Sharpe Ratio Comparison

The current VUCP.L Sharpe Ratio is 0.90, which is lower than the EUHD.L Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of VUCP.L and EUHD.L, 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.LEUHD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

2.18

-1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.94

-0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.61

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.62

-0.35

Drawdowns

VUCP.L vs. EUHD.L - Drawdown Comparison

The maximum VUCP.L drawdown since its inception was -16.84%, smaller than the maximum EUHD.L drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VUCP.L and EUHD.L.


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Drawdown Indicators


VUCP.LEUHD.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.84%

-35.97%

+19.13%

Max Drawdown (1Y)

Largest decline over 1 year

-5.00%

-7.17%

+2.17%

Max Drawdown (3Y)

Largest decline over 3 years

-9.00%

-10.52%

+1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-13.14%

-19.82%

+6.68%

Max Drawdown (10Y)

Largest decline over 10 years

-16.84%

-35.97%

+19.13%

Current Drawdown

Current decline from peak

-7.67%

-2.09%

-5.58%

Average Drawdown

Average peak-to-trough decline

-7.67%

-5.30%

-2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

2.06%

+0.15%

Volatility

VUCP.L vs. EUHD.L - Volatility Comparison

The current volatility for Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.L) is 1.62%, while PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L) has a volatility of 3.72%. This indicates that VUCP.L experiences smaller price fluctuations and is considered to be less risky than EUHD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VUCP.LEUHD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

3.72%

-2.10%

Volatility (6M)

Calculated over the trailing 6-month period

4.46%

8.70%

-4.24%

Volatility (1Y)

Calculated over the trailing 1-year period

5.99%

11.18%

-5.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.51%

13.74%

-5.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.92%

15.55%

-5.63%

VUCP.L vs. EUHD.L - Expense Ratio Comparison

VUCP.L has a 0.09% expense ratio, which is lower than EUHD.L's 0.30% expense ratio.


Dividends

VUCP.L vs. EUHD.L - Dividend Comparison

VUCP.L's dividend yield for the trailing twelve months is around 3.85%, less than EUHD.L's 3.95% yield.


PositionTTM2025202420232022202120202019201820172016
EUHD.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS
3.95%4.61%5.86%5.50%5.44%4.28%3.06%4.66%4.34%3.41%3.51%
VUCP.L
Vanguard USD Corporate Bond UCITS ETF Distributing
3.85%4.02%4.73%3.57%2.79%1.85%2.36%2.64%2.58%2.57%1.73%

Frequently Asked Questions


VUCP.L and EUHD.L have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VUCP.L is cheaper with a 0.09% expense ratio, compared with 0.30% for EUHD.L.

VUCP.L is categorized as Corporate Bonds, while EUHD.L is Europe Equities. VUCP.L tracks Bloomberg US Corp Bond TR USD, while EUHD.L tracks MSCI EMU NR EUR. They also come from different issuers: Vanguard and Invesco. Their fees differ too: 0.09% for VUCP.L and 0.30% for EUHD.L.

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