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VUCP.L vs. VWITX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VUCP.L and VWITX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

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.

0.00%50.00%100.00%150.00%200.00%SeptemberOctoberNovemberDecember2025February
209.34%
0.10%
VUCP.L
VWITX

Key characteristics

Sharpe Ratio

VUCP.L:

2.10

VWITX:

0.70

Sortino Ratio

VUCP.L:

38.68

VWITX:

0.98

Omega Ratio

VUCP.L:

5.37

VWITX:

1.14

Calmar Ratio

VUCP.L:

24.29

VWITX:

0.55

Martin Ratio

VUCP.L:

206.38

VWITX:

2.12

Ulcer Index

VUCP.L:

1.12%

VWITX:

0.93%

Daily Std Dev

VUCP.L:

110.32%

VWITX:

2.84%

Max Drawdown

VUCP.L:

-15.04%

VWITX:

-11.56%

Current Drawdown

VUCP.L:

-1.63%

VWITX:

-1.41%

Returns By Period

In the year-to-date period, VUCP.L achieves a 92.68% return, which is significantly higher than VWITX's -0.07% return.


VUCP.L

YTD

92.68%

1M

89.93%

6M

218.91%

1Y

233.60%

5Y*

26.85%

10Y*

N/A

VWITX

YTD

-0.07%

1M

0.67%

6M

0.11%

1Y

2.21%

5Y*

0.95%

10Y*

2.13%

*Annualized

Compare stocks, funds, or ETFs

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


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%.


VWITX
Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares
Expense ratio chart for VWITX: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%
Expense ratio chart for VUCP.L: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

VUCP.L vs. VWITX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VUCP.L
The Risk-Adjusted Performance Rank of VUCP.L is 9797
Overall Rank
The Sharpe Ratio Rank of VUCP.L is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of VUCP.L is 100100
Sortino Ratio Rank
The Omega Ratio Rank of VUCP.L is 9999
Omega Ratio Rank
The Calmar Ratio Rank of VUCP.L is 9999
Calmar Ratio Rank
The Martin Ratio Rank of VUCP.L is 9999
Martin Ratio Rank

VWITX
The Risk-Adjusted Performance Rank of VWITX is 4040
Overall Rank
The Sharpe Ratio Rank of VWITX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of VWITX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of VWITX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of VWITX is 4747
Calmar Ratio Rank
The Martin Ratio Rank of VWITX is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VUCP.L vs. VWITX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for VUCP.L, currently valued at 2.07, compared to the broader market0.002.004.002.070.70
The chart of Sortino ratio for VUCP.L, currently valued at 41.72, compared to the broader market0.005.0010.0041.720.99
The chart of Omega ratio for VUCP.L, currently valued at 6.00, compared to the broader market0.501.001.502.002.503.006.001.14
The chart of Calmar ratio for VUCP.L, currently valued at 19.35, compared to the broader market0.005.0010.0015.0020.0019.350.55
The chart of Martin ratio for VUCP.L, currently valued at 181.48, compared to the broader market0.0020.0040.0060.0080.00100.00181.482.09
VUCP.L
VWITX

The current VUCP.L Sharpe Ratio is 2.10, which is higher than the VWITX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of VUCP.L and VWITX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
2.07
0.70
VUCP.L
VWITX

Dividends

VUCP.L vs. VWITX - Dividend Comparison

VUCP.L's dividend yield for the trailing twelve months is around 5.14%, more than VWITX's 2.78% yield.


TTM20242023202220212020201920182017201620152014
VUCP.L
Vanguard USD Corporate Bond UCITS ETF Distributing
5.14%4.73%3.57%2.79%1.85%2.37%2.64%2.58%2.58%1.73%0.00%0.00%
VWITX
Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares
2.78%3.01%2.71%2.43%2.08%2.32%2.61%2.81%2.73%2.81%2.89%3.05%

Drawdowns

VUCP.L vs. VWITX - Drawdown Comparison

The maximum VUCP.L drawdown since its inception was -15.04%, which is greater than VWITX's maximum drawdown of -11.56%. Use the drawdown chart below to compare losses from any high point for VUCP.L and VWITX. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.82%
-1.41%
VUCP.L
VWITX

Volatility

VUCP.L vs. VWITX - Volatility Comparison

Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.L) has a higher volatility of 64.88% compared to Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares (VWITX) at 0.81%. This indicates that VUCP.L's price experiences larger fluctuations and is considered to be riskier than VWITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
64.88%
0.81%
VUCP.L
VWITX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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