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

Performance

VUCP.L vs. USDG.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 L&G ESG USD Corporate Bond UCITS ETF (USDG.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 USDG.L is traded in GBp. To make them comparable, the USDG.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 2.71% return, which is significantly lower than USDG.L's 3.23% return.


VUCP.L

1D
-0.39%
1M
2.64%
YTD
2.71%
6M
3.64%
1Y
8.51%
3Y*
4.10%
5Y*
1.67%
10Y*
2.63%

USDG.L

1D
0.64%
1M
3.00%
YTD
3.23%
6M
4.07%
1Y
8.92%
3Y*
4.38%
5Y*
2.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
VUCP.L
Vanguard USD Corporate Bond UCITS ETF Distributing
2.71%0.35%4.48%2.22%-4.79%1.27%
USDG.L
L&G ESG USD Corporate Bond UCITS ETF
3.23%0.15%4.74%2.41%-3.62%-26.09%

Correlation

The correlation between VUCP.L and USDG.L 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

0.93

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

0.95

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2021

0.95

The correlation between VUCP.L and USDG.L has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

VUCP.L vs. USDG.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: 4141
Overall Rank
VUCP.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VUCP.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
VUCP.L Omega Ratio Rank: 4242
Omega Ratio Rank
VUCP.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
VUCP.L Martin Ratio Rank: 3232
Martin Ratio Rank

USDG.L
USDG.L Risk / Return Rank: 3535
Overall Rank
USDG.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
USDG.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
USDG.L Omega Ratio Rank: 3636
Omega Ratio Rank
USDG.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
USDG.L Martin Ratio Rank: 3333
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. USDG.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 L&G ESG USD Corporate Bond UCITS ETF (USDG.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.

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.LUSDG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

1.25

1.23

+0.02

Calmar ratioReturn relative to maximum drawdown

1.80

1.93

-0.13

Martin ratioReturn relative to average drawdown

4.33

4.38

-0.06

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

The current VUCP.L Sharpe Ratio is 1.39, which is comparable to the USDG.L Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of VUCP.L and USDG.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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Drawdowns

VUCP.L vs. USDG.L - Drawdown Comparison

The maximum VUCP.L drawdown since its inception was -15.05%, smaller than the maximum USDG.L drawdown of -32.44%. Use the drawdown chart below to compare losses from any high point for VUCP.L and USDG.L.


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Drawdown Indicators


VUCP.LUSDG.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.05%

-32.44%

+17.39%

Max Drawdown (1Y)

Largest decline over 1 year

-4.71%

-4.53%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-8.61%

-8.61%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-12.60%

-12.81%

+0.21%

Max Drawdown (10Y)

Largest decline over 10 years

-15.05%

Current Drawdown

Current decline from peak

-1.37%

-21.14%

+19.77%

Average Drawdown

Average peak-to-trough decline

-6.36%

-26.95%

+20.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

2.00%

-0.04%

Volatility

VUCP.L vs. USDG.L - Volatility Comparison

Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.L) and L&G ESG USD Corporate Bond UCITS ETF (USDG.L) have volatilities of 1.84% and 1.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VUCP.LUSDG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.84%

1.84%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

4.58%

6.85%

-2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

6.11%

7.99%

-1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.49%

8.65%

-0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.43%

14.56%

-5.13%

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

Both VUCP.L and USDG.L have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VUCP.L vs. USDG.L - Dividend Comparison

VUCP.L's dividend yield for the trailing twelve months is around 5.07%, more than USDG.L's 4.56% yield.


PositionTTM2025202420232022202120202019201820172016
USDG.L
L&G ESG USD Corporate Bond UCITS ETF
4.56%4.70%3.99%3.26%2.24%0.76%0.00%0.00%0.00%0.00%0.00%
VUCP.L
Vanguard USD Corporate Bond UCITS ETF Distributing
5.07%5.29%4.89%4.45%3.42%2.54%3.02%3.37%3.43%3.32%2.30%

Frequently Asked Questions


With a correlation of 0.92, VUCP.L and USDG.L 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.

Both ETFs have the same 0.09% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VUCP.L and USDG.L have the same expense ratio: 0.09% per year.

Both ETFs track Bloomberg US Corp Bond TR USD. They also come from different issuers: Vanguard and Legal & General.

Portfolio Optimizer

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

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

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