PortfoliosLab logoPortfoliosLab logo
VUCP.L vs. SUSD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUCP.L vs. SUSD.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 SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SUSD.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VUCP.L achieves a 0.04% return, which is significantly lower than SUSD.L's 1.34% return. Over the past 10 years, VUCP.L has underperformed SUSD.L with an annualized return of 2.70%, while SUSD.L has yielded a comparatively higher 3.36% 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%

SUSD.L

1D
0.05%
1M
1.28%
YTD
1.34%
6M
0.97%
1Y
5.41%
3Y*
2.52%
5Y*
4.04%
10Y*
3.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUCP.L vs. SUSD.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%
SUSD.L
SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF
1.34%-1.69%7.18%-0.46%9.68%1.10%-0.39%1.34%7.32%-7.71%

Correlation

The correlation between VUCP.L and SUSD.L is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.76

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

0.70

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

0.73

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

0.80

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

0.80

The correlation between VUCP.L and SUSD.L shifts across timeframes, from 0.70 (3 years) to 0.80 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

VUCP.L vs. SUSD.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

SUSD.L
SUSD.L Risk / Return Rank: 2525
Overall Rank
SUSD.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SUSD.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
SUSD.L Omega Ratio Rank: 2424
Omega Ratio Rank
SUSD.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
SUSD.L Martin Ratio Rank: 2525
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. SUSD.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 SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SUSD.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.LSUSD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.15

1.15

0.00

Calmar ratioReturn relative to maximum drawdown

1.08

1.26

-0.19

Martin ratioReturn relative to average drawdown

2.44

3.31

-0.87

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

The current VUCP.L Sharpe Ratio is 0.90, which is comparable to the SUSD.L Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of VUCP.L and SUSD.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.


Loading charts...

Sharpe Ratios by Period


VUCP.LSUSD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.87

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.49

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.37

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.40

-0.13

Drawdowns

VUCP.L vs. SUSD.L - Drawdown Comparison

The maximum VUCP.L drawdown since its inception was -16.84%, which is greater than SUSD.L's maximum drawdown of -15.18%. Use the drawdown chart below to compare losses from any high point for VUCP.L and SUSD.L.


Loading charts...

Drawdown Indicators


VUCP.LSUSD.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.84%

-15.18%

-1.66%

Max Drawdown (1Y)

Largest decline over 1 year

-5.00%

-4.27%

-0.73%

Max Drawdown (3Y)

Largest decline over 3 years

-9.00%

-9.03%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-13.14%

-15.18%

+2.04%

Max Drawdown (10Y)

Largest decline over 10 years

-16.84%

-15.18%

-1.66%

Current Drawdown

Current decline from peak

-7.67%

-3.84%

-3.83%

Average Drawdown

Average peak-to-trough decline

-7.67%

-5.84%

-1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

1.63%

+0.58%

Volatility

VUCP.L vs. SUSD.L - Volatility Comparison

The current volatility for Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.L) is 1.62%, while SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SUSD.L) has a volatility of 1.75%. This indicates that VUCP.L experiences smaller price fluctuations and is considered to be less risky than SUSD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VUCP.LSUSD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

1.75%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

4.46%

4.50%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

5.99%

6.19%

-0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.51%

8.17%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.92%

9.23%

+0.69%

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

VUCP.L has a 0.09% expense ratio, which is lower than SUSD.L'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.L vs. SUSD.L - Dividend Comparison

VUCP.L's dividend yield for the trailing twelve months is around 3.85%, less than SUSD.L's 4.60% yield.


PositionTTM20252024202320222021202020192018201720162015
SUSD.L
SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF
4.60%4.91%4.20%3.11%1.14%1.80%2.77%2.57%1.66%1.74%1.28%1.00%
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%0.00%

Frequently Asked Questions


VUCP.L and SUSD.L have a correlation of 0.76, 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 0.12% for SUSD.L.

VUCP.L tracks Bloomberg US Corp Bond TR USD, while SUSD.L tracks Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: Vanguard and State Street. Their fees differ too: 0.09% for VUCP.L and 0.12% for SUSD.L.

Portfolio Optimizer

Find the right allocation for VUCP.L and SUSD.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer