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

Performance

VUCP.L vs. VAGP.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 Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing (VAGP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VUCP.L achieves a 0.04% return, which is significantly lower than VAGP.L's 0.19% 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%

VAGP.L

1D
0.29%
1M
0.35%
YTD
0.19%
6M
0.36%
1Y
3.24%
3Y*
3.74%
5Y*
-0.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
VUCP.L
Vanguard USD Corporate Bond UCITS ETF Distributing
0.04%-0.91%4.32%1.29%-5.38%-0.63%4.96%-0.11%
VAGP.L
Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing
0.19%4.96%2.51%5.84%-13.81%-2.03%5.31%2.30%

Correlation

The correlation between VUCP.L and VAGP.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.40

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

0.38

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2019

0.36

The correlation between VUCP.L and VAGP.L shifts across timeframes, from 0.19 (1 year) to 0.40 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

VUCP.L vs. VAGP.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

VAGP.L
VAGP.L Risk / Return Rank: 2626
Overall Rank
VAGP.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VAGP.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
VAGP.L Omega Ratio Rank: 2626
Omega Ratio Rank
VAGP.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
VAGP.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. VAGP.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 Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing (VAGP.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.LVAGP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.15

1.17

-0.02

Calmar ratioReturn relative to maximum drawdown

1.08

1.15

-0.08

Martin ratioReturn relative to average drawdown

2.44

3.41

-0.97

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

The current VUCP.L Sharpe Ratio is 0.90, which is comparable to the VAGP.L Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of VUCP.L and VAGP.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.LVAGP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.97

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

-0.05

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.12

+0.15

Drawdowns

VUCP.L vs. VAGP.L - Drawdown Comparison

The maximum VUCP.L drawdown since its inception was -16.84%, smaller than the maximum VAGP.L drawdown of -18.13%. Use the drawdown chart below to compare losses from any high point for VUCP.L and VAGP.L.


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Drawdown Indicators


VUCP.LVAGP.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.84%

-18.13%

+1.29%

Max Drawdown (1Y)

Largest decline over 1 year

-5.00%

-2.80%

-2.20%

Max Drawdown (3Y)

Largest decline over 3 years

-9.00%

-4.04%

-4.96%

Max Drawdown (5Y)

Largest decline over 5 years

-13.14%

-17.70%

+4.56%

Max Drawdown (10Y)

Largest decline over 10 years

-16.84%

Current Drawdown

Current decline from peak

-7.67%

-3.76%

-3.91%

Average Drawdown

Average peak-to-trough decline

-7.67%

-6.70%

-0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

0.95%

+1.26%

Volatility

VUCP.L vs. VAGP.L - Volatility Comparison

Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.L) has a higher volatility of 1.62% compared to Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing (VAGP.L) at 1.43%. This indicates that VUCP.L's price experiences larger fluctuations and is considered to be riskier than VAGP.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.LVAGP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

1.43%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

4.46%

2.79%

+1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

5.99%

3.35%

+2.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.51%

4.78%

+3.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.92%

4.50%

+5.42%

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

VUCP.L has a 0.09% expense ratio, which is lower than VAGP.L's 0.10% 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. VAGP.L - Dividend Comparison

VUCP.L's dividend yield for the trailing twelve months is around 3.85%, more than VAGP.L's 3.55% yield.


PositionTTM2025202420232022202120202019201820172016
VAGP.L
Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing
3.55%3.50%3.08%2.37%1.46%0.86%1.21%0.59%0.00%0.00%0.00%
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%

Frequently Asked Questions


VUCP.L and VAGP.L have a correlation of 0.19, 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 0.10% for VAGP.L.

VUCP.L is categorized as Corporate Bonds, while VAGP.L is Global Bonds. VUCP.L tracks Bloomberg US Corp Bond TR USD, while VAGP.L tracks Bloomberg Global Aggregate TR Hdg GBP. Their fees differ too: 0.09% for VUCP.L and 0.10% for VAGP.L.

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