PortfoliosLab logoPortfoliosLab logo
VUSC.DE vs. IJS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VUSC.DE vs. IJS - 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 iShares S&P SmallCap 600 Value ETF (IJS). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VUSC.DE vs. IJS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VUSC.DE
Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing
1.55%-6.35%11.06%1.80%1.89%8.17%-5.89%5.78%1.56%
IJS
iShares S&P SmallCap 600 Value ETF
6.15%-6.11%14.42%11.24%-5.85%40.29%-5.83%26.92%-17.53%
Different Trading Currencies

VUSC.DE is traded in EUR, while IJS is traded in USD. To make them comparable, the IJS values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VUSC.DE achieves a 1.55% return, which is significantly lower than IJS's 6.15% return.


VUSC.DE

1D
-0.61%
1M
0.38%
YTD
1.55%
6M
2.25%
1Y
-3.34%
3Y*
2.52%
5Y*
2.57%
10Y*

IJS

1D
0.08%
1M
-2.66%
YTD
6.15%
6M
8.77%
1Y
15.20%
3Y*
7.69%
5Y*
5.14%
10Y*
9.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. IJS - Expense Ratio Comparison

VUSC.DE has a 0.09% expense ratio, which is lower than IJS's 0.25% 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%.


Return for Risk

VUSC.DE vs. IJS — Risk / Return Rank

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

VUSC.DE
VUSC.DE Risk / Return Rank: 55
Overall Rank
VUSC.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
VUSC.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
VUSC.DE Omega Ratio Rank: 44
Omega Ratio Rank
VUSC.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
VUSC.DE Martin Ratio Rank: 66
Martin Ratio Rank

IJS
IJS Risk / Return Rank: 5555
Overall Rank
IJS Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IJS Sortino Ratio Rank: 5656
Sortino Ratio Rank
IJS Omega Ratio Rank: 5151
Omega Ratio Rank
IJS Calmar Ratio Rank: 5757
Calmar Ratio Rank
IJS Martin Ratio Rank: 5656
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.

VUSC.DE vs. IJS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing (VUSC.DE) and iShares S&P SmallCap 600 Value ETF (IJS). 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.


VUSC.DEIJSDifference

Sharpe ratio

Return per unit of total volatility

-0.48

0.59

-1.08

Sortino ratio

Return per unit of downside risk

-0.60

0.96

-1.56

Omega ratio

Gain probability vs. loss probability

0.92

1.14

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.45

0.88

-1.32

Martin ratio

Return relative to average drawdown

-0.72

2.91

-3.63

VUSC.DE vs. IJS - Sharpe Ratio Comparison

The current VUSC.DE Sharpe Ratio is -0.48, which is lower than the IJS Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of VUSC.DE and IJS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VUSC.DEIJSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.48

0.59

-1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.24

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.33

+0.03

Correlation

The correlation between VUSC.DE and IJS is 0.09, 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.


Dividends

VUSC.DE vs. IJS - Dividend Comparison

VUSC.DE's dividend yield for the trailing twelve months is around 4.05%, more than IJS's 1.42% yield.


TTM20252024202320222021202020192018201720162015
VUSC.DE
Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing
4.05%4.49%4.42%4.11%1.92%0.85%1.90%0.92%0.00%0.00%0.00%0.00%
IJS
iShares S&P SmallCap 600 Value ETF
1.42%1.62%1.78%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%

Drawdowns

VUSC.DE vs. IJS - Drawdown Comparison

The maximum VUSC.DE drawdown since its inception was -11.44%, smaller than the maximum IJS drawdown of -57.19%. Use the drawdown chart below to compare losses from any high point for VUSC.DE and IJS.


Loading graphics...

Drawdown Indicators


VUSC.DEIJSDifference

Max Drawdown

Largest peak-to-trough decline

-11.44%

-60.11%

+48.67%

Max Drawdown (1Y)

Largest decline over 1 year

-6.71%

-15.68%

+8.97%

Max Drawdown (5Y)

Largest decline over 5 years

-11.44%

-28.65%

+17.21%

Max Drawdown (10Y)

Largest decline over 10 years

-47.68%

Current Drawdown

Current decline from peak

-6.99%

-6.05%

-0.94%

Average Drawdown

Average peak-to-trough decline

-4.60%

-9.95%

+5.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.87%

4.16%

-0.29%

Volatility

VUSC.DE vs. IJS - Volatility Comparison

The current volatility for Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing (VUSC.DE) is 1.73%, while iShares S&P SmallCap 600 Value ETF (IJS) has a volatility of 4.59%. This indicates that VUSC.DE experiences smaller price fluctuations and is considered to be less risky than IJS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VUSC.DEIJSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.73%

4.59%

-2.86%

Volatility (6M)

Calculated over the trailing 6-month period

3.78%

13.94%

-10.16%

Volatility (1Y)

Calculated over the trailing 1-year period

6.87%

25.77%

-18.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.16%

21.78%

-14.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.99%

23.86%

-16.87%