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

Performance

VUCP.L vs. VWITX - 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 Intermediate-Term Tax-Exempt Fund Investor Shares (VWITX). 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 VWITX is traded in USD. To make them comparable, the VWITX 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 VWITX's 1.64% return. Over the past 10 years, VUCP.L has underperformed VWITX with an annualized return of 2.70%, while VWITX has yielded a comparatively higher 3.19% 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%

VWITX

1D
0.28%
1M
1.41%
YTD
1.64%
6M
1.02%
1Y
7.69%
3Y*
1.86%
5Y*
2.70%
10Y*
3.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUCP.L vs. VWITX - 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%
VWITX
Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares
1.64%-1.66%4.02%0.53%4.17%1.69%2.06%2.94%7.26%-4.50%

Correlation

The correlation between VUCP.L and VWITX is 0.61, 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

0.61

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

0.65

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

0.65

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

0.69

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

0.70

The correlation between VUCP.L and VWITX has been stable across timeframes, ranging from 0.61 to 0.70 - a consistent structural relationship.

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Return for Risk

VUCP.L vs. VWITX — 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

VWITX
VWITX Risk / Return Rank: 6969
Overall Rank
VWITX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VWITX Sortino Ratio Rank: 9292
Sortino Ratio Rank
VWITX Omega Ratio Rank: 9595
Omega Ratio Rank
VWITX Calmar Ratio Rank: 3737
Calmar Ratio Rank
VWITX Martin Ratio Rank: 3434
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. VWITX - 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 Intermediate-Term Tax-Exempt Fund Investor Shares (VWITX). 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.LVWITXDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.15

1.21

-0.06

Calmar ratioReturn relative to maximum drawdown

1.08

1.53

-0.46

Martin ratioReturn relative to average drawdown

2.44

4.16

-1.72

VUCP.L vs. VWITX - Sharpe Ratio Comparison

The current VUCP.L Sharpe Ratio is 0.90, which is comparable to the VWITX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of VUCP.L and VWITX, 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.LVWITXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.18

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.32

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.33

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.57

-0.29

Drawdowns

VUCP.L vs. VWITX - Drawdown Comparison

The maximum VUCP.L drawdown since its inception was -16.84%, which is greater than VWITX's maximum drawdown of -15.97%. Use the drawdown chart below to compare losses from any high point for VUCP.L and VWITX.


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Drawdown Indicators


VUCP.LVWITXDifference

Max Drawdown

Largest peak-to-trough decline

-16.84%

-15.97%

-0.87%

Max Drawdown (1Y)

Largest decline over 1 year

-5.00%

-4.98%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-9.00%

-10.19%

+1.19%

Max Drawdown (5Y)

Largest decline over 5 years

-13.14%

-13.87%

+0.73%

Max Drawdown (10Y)

Largest decline over 10 years

-16.84%

-15.00%

-1.84%

Current Drawdown

Current decline from peak

-7.67%

-4.43%

-3.24%

Average Drawdown

Average peak-to-trough decline

-7.67%

-5.72%

-1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

1.83%

+0.38%

Volatility

VUCP.L vs. VWITX - Volatility Comparison

Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.L) and Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares (VWITX) have volatilities of 1.62% and 1.60%, 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.LVWITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

1.60%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

4.46%

4.96%

-0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

5.99%

6.46%

-0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.51%

8.48%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.92%

9.67%

+0.25%

VUCP.L vs. VWITX - Expense Ratio Comparison

VUCP.L has a 0.09% expense ratio, which is lower than VWITX's 0.17% 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. VWITX - Dividend Comparison

VUCP.L's dividend yield for the trailing twelve months is around 3.85%, more than VWITX's 3.25% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VWITX
Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares
3.25%3.96%3.53%2.70%2.43%1.83%2.32%2.80%2.80%2.72%2.80%2.88%

Frequently Asked Questions


VUCP.L and VWITX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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