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

Performance

VUCP.L vs. VECP.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 EUR Corporate Bond UCITS ETF Distributing (VECP.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 -0.23% return, which is significantly higher than VECP.L's -0.74% return. Over the past 10 years, VUCP.L has outperformed VECP.L with an annualized return of 2.71%, while VECP.L has yielded a comparatively lower 2.45% annualized return.


VUCP.L

1D
0.29%
1M
1.74%
YTD
-0.23%
6M
-0.79%
1Y
5.18%
3Y*
1.89%
5Y*
0.96%
10Y*
2.71%

VECP.L

1D
-0.22%
1M
0.44%
YTD
-0.74%
6M
-0.93%
1Y
4.40%
3Y*
4.88%
5Y*
0.68%
10Y*
2.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
VUCP.L
Vanguard USD Corporate Bond UCITS ETF Distributing
-0.23%-0.91%4.32%1.29%-5.38%-0.63%4.96%10.22%2.22%-3.67%
VECP.L
Vanguard EUR Corporate Bond UCITS ETF Distributing
-0.74%8.47%0.17%6.15%-7.51%-7.24%8.80%0.94%-0.08%6.20%

Correlation

The correlation between VUCP.L and VECP.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.48

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

0.49

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

0.58

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

0.58

The correlation between VUCP.L and VECP.L shifts across timeframes, from 0.41 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VUCP.L vs. VECP.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: 2626
Sharpe Ratio Rank
VUCP.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
VUCP.L Omega Ratio Rank: 2424
Omega Ratio Rank
VUCP.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
VUCP.L Martin Ratio Rank: 2121
Martin Ratio Rank

VECP.L
VECP.L Risk / Return Rank: 2424
Overall Rank
VECP.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
VECP.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
VECP.L Omega Ratio Rank: 2323
Omega Ratio Rank
VECP.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
VECP.L Martin Ratio Rank: 2323
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. VECP.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 EUR Corporate Bond UCITS ETF Distributing (VECP.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.LVECP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.16

1.16

+0.01

Calmar ratioReturn relative to maximum drawdown

1.14

1.14

0.00

Martin ratioReturn relative to average drawdown

2.59

2.90

-0.31

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

The current VUCP.L Sharpe Ratio is 0.95, which is comparable to the VECP.L Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of VUCP.L and VECP.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.LVECP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.91

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.11

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.32

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.32

-0.05

Drawdowns

VUCP.L vs. VECP.L - Drawdown Comparison

The maximum VUCP.L drawdown since its inception was -16.84%, smaller than the maximum VECP.L drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for VUCP.L and VECP.L.


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Drawdown Indicators


VUCP.LVECP.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.84%

-20.56%

+3.72%

Max Drawdown (1Y)

Largest decline over 1 year

-5.00%

-3.86%

-1.14%

Max Drawdown (3Y)

Largest decline over 3 years

-9.00%

-3.86%

-5.14%

Max Drawdown (5Y)

Largest decline over 5 years

-13.14%

-16.13%

+2.99%

Max Drawdown (10Y)

Largest decline over 10 years

-16.84%

-20.56%

+3.72%

Current Drawdown

Current decline from peak

-7.92%

-3.69%

-4.23%

Average Drawdown

Average peak-to-trough decline

-7.67%

-7.60%

-0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

1.51%

+0.69%

Volatility

VUCP.L vs. VECP.L - Volatility Comparison

Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.L) has a higher volatility of 1.73% compared to Vanguard EUR Corporate Bond UCITS ETF Distributing (VECP.L) at 1.47%. This indicates that VUCP.L's price experiences larger fluctuations and is considered to be riskier than VECP.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.LVECP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.73%

1.47%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

4.46%

3.64%

+0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

6.05%

4.82%

+1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.51%

6.17%

+2.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.92%

7.58%

+2.34%

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

Both VUCP.L and VECP.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. VECP.L - Dividend Comparison

VUCP.L's dividend yield for the trailing twelve months is around 3.86%, more than VECP.L's 3.43% yield.


PositionTTM2025202420232022202120202019201820172016
VECP.L
Vanguard EUR Corporate Bond UCITS ETF Distributing
3.43%3.37%4.05%3.45%2.12%0.94%0.99%0.93%1.10%1.23%1.04%
VUCP.L
Vanguard USD Corporate Bond UCITS ETF Distributing
3.86%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 VECP.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 VECP.L have the same expense ratio: 0.09% per year.

VUCP.L is categorized as Corporate Bonds, while VECP.L is European Corporate Bonds. VUCP.L tracks Bloomberg US Corp Bond TR USD, while VECP.L tracks Bloomberg Euro Corp TR EUR.

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