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VUSC.DE vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VUSC.DE and BND is 0.31, 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.


-0.50.00.51.00.3

Performance

VUSC.DE vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing (VUSC.DE) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

-3.00%-2.00%-1.00%0.00%1.00%2.00%SeptemberOctoberNovemberDecember2025February
2.00%
-0.48%
VUSC.DE
BND

Key characteristics

Sharpe Ratio

VUSC.DE:

1.64

BND:

0.94

Sortino Ratio

VUSC.DE:

2.61

BND:

1.36

Omega Ratio

VUSC.DE:

1.33

BND:

1.16

Calmar Ratio

VUSC.DE:

1.85

BND:

0.36

Martin Ratio

VUSC.DE:

9.72

BND:

2.36

Ulcer Index

VUSC.DE:

0.98%

BND:

2.05%

Daily Std Dev

VUSC.DE:

5.83%

BND:

5.17%

Max Drawdown

VUSC.DE:

-11.26%

BND:

-18.84%

Current Drawdown

VUSC.DE:

-0.66%

BND:

-8.27%

Returns By Period

In the year-to-date period, VUSC.DE achieves a 1.59% return, which is significantly higher than BND's 1.19% return.


VUSC.DE

YTD

1.59%

1M

-0.28%

6M

8.56%

1Y

9.84%

5Y*

3.06%

10Y*

N/A

BND

YTD

1.19%

1M

1.36%

6M

-0.48%

1Y

4.16%

5Y*

-0.53%

10Y*

1.39%

*Annualized

Compare stocks, funds, or ETFs

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


VUSC.DE vs. BND - Expense Ratio Comparison

VUSC.DE has a 0.09% expense ratio, which is higher than BND's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VUSC.DE
Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing
Expense ratio chart for VUSC.DE: 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%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VUSC.DE vs. BND — Risk-Adjusted Performance Rank

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

VUSC.DE
The Risk-Adjusted Performance Rank of VUSC.DE is 6969
Overall Rank
The Sharpe Ratio Rank of VUSC.DE is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSC.DE is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VUSC.DE is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VUSC.DE is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VUSC.DE is 7373
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 3030
Overall Rank
The Sharpe Ratio Rank of BND is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 3535
Sortino Ratio Rank
The Omega Ratio Rank of BND is 3333
Omega Ratio Rank
The Calmar Ratio Rank of BND is 1919
Calmar Ratio Rank
The Martin Ratio Rank of BND is 2626
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.

VUSC.DE vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing (VUSC.DE) and Vanguard Total Bond Market ETF (BND). 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 VUSC.DE, currently valued at 1.68, compared to the broader market0.002.004.001.680.83
The chart of Sortino ratio for VUSC.DE, currently valued at 2.57, compared to the broader market0.005.0010.002.571.21
The chart of Omega ratio for VUSC.DE, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.15
The chart of Calmar ratio for VUSC.DE, currently valued at 4.20, compared to the broader market0.005.0010.0015.0020.004.200.31
The chart of Martin ratio for VUSC.DE, currently valued at 15.85, compared to the broader market0.0020.0040.0060.0080.00100.0015.852.03
VUSC.DE
BND

The current VUSC.DE Sharpe Ratio is 1.64, which is higher than the BND Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of VUSC.DE and BND, 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 Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.68
0.83
VUSC.DE
BND

Dividends

VUSC.DE vs. BND - Dividend Comparison

VUSC.DE's dividend yield for the trailing twelve months is around 4.09%, more than BND's 3.67% yield.


TTM20242023202220212020201920182017201620152014
VUSC.DE
Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing
4.09%4.42%4.11%1.92%0.85%1.90%0.92%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.67%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

VUSC.DE vs. BND - Drawdown Comparison

The maximum VUSC.DE drawdown since its inception was -11.26%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for VUSC.DE and BND. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.12%
-8.27%
VUSC.DE
BND

Volatility

VUSC.DE vs. BND - Volatility Comparison

The current volatility for Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing (VUSC.DE) is 1.09%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.29%. This indicates that VUSC.DE experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.80%1.00%1.20%1.40%1.60%1.80%SeptemberOctoberNovemberDecember2025February
1.09%
1.29%
VUSC.DE
BND
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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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