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VUSC.DE vs. SHYG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUSC.DE vs. SHYG.L - 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 EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (SHYG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VUSC.DE is traded in EUR, while SHYG.L is traded in GBP. To make them comparable, the SHYG.L 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 4.35% return, which is significantly higher than SHYG.L's 1.20% return.


VUSC.DE

1D
-0.07%
1M
2.34%
YTD
4.35%
6M
4.70%
1Y
6.86%
3Y*
4.05%
5Y*
3.63%
10Y*

SHYG.L

1D
-0.11%
1M
0.66%
YTD
1.20%
6M
1.22%
1Y
3.80%
3Y*
6.52%
5Y*
2.77%
10Y*
3.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUSC.DE vs. SHYG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VUSC.DE
Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing
4.35%-5.83%11.48%1.85%2.14%8.14%-5.67%7.84%3.68%
SHYG.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
1.20%4.75%5.84%11.62%-9.35%2.58%0.82%11.09%-3.26%

Correlation

The correlation between VUSC.DE and SHYG.L is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.24

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

-0.19

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

-0.23

Correlation (All Time)
Calculated using the full available price history since May 22, 2018

-0.17

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Return for Risk

VUSC.DE vs. SHYG.L — 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: 4040
Overall Rank
VUSC.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VUSC.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
VUSC.DE Omega Ratio Rank: 3535
Omega Ratio Rank
VUSC.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
VUSC.DE Martin Ratio Rank: 3939
Martin Ratio Rank

SHYG.L
SHYG.L Risk / Return Rank: 3030
Overall Rank
SHYG.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SHYG.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
SHYG.L Omega Ratio Rank: 2929
Omega Ratio Rank
SHYG.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
SHYG.L Martin Ratio Rank: 3131
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. SHYG.L - 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 EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (SHYG.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VUSC.DESHYG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.22

1.17

+0.05

Calmar ratioReturn relative to maximum drawdown

2.10

1.28

+0.81

Martin ratioReturn relative to average drawdown

5.45

5.14

+0.31

VUSC.DE vs. SHYG.L - Sharpe Ratio Comparison

The current VUSC.DE Sharpe Ratio is 1.25, which is comparable to the SHYG.L Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of VUSC.DE and SHYG.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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Drawdowns

VUSC.DE vs. SHYG.L - Drawdown Comparison

The maximum VUSC.DE drawdown since its inception was -11.52%, smaller than the maximum SHYG.L drawdown of -26.57%. Use the drawdown chart below to compare losses from any high point for VUSC.DE and SHYG.L.


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Drawdown Indicators


VUSC.DESHYG.LDifference

Max Drawdown

Largest peak-to-trough decline

-11.52%

-26.57%

+15.05%

Max Drawdown (1Y)

Largest decline over 1 year

-3.26%

-2.95%

-0.31%

Max Drawdown (3Y)

Largest decline over 3 years

-10.56%

-3.72%

-6.84%

Max Drawdown (5Y)

Largest decline over 5 years

-11.52%

-15.49%

+3.97%

Max Drawdown (10Y)

Largest decline over 10 years

-26.57%

Current Drawdown

Current decline from peak

-3.90%

-0.29%

-3.61%

Average Drawdown

Average peak-to-trough decline

-4.32%

-3.30%

-1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

0.74%

+0.52%

Volatility

VUSC.DE vs. SHYG.L - Volatility Comparison

Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing (VUSC.DE) has a higher volatility of 1.30% compared to iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (SHYG.L) at 0.78%. This indicates that VUSC.DE's price experiences larger fluctuations and is considered to be riskier than SHYG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VUSC.DESHYG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

0.78%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

3.72%

3.26%

+0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

5.49%

3.88%

+1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.01%

5.95%

+1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.66%

7.53%

-0.87%

VUSC.DE vs. SHYG.L - Expense Ratio Comparison

VUSC.DE has a 0.09% expense ratio, which is lower than SHYG.L's 0.50% expense ratio.


Dividends

VUSC.DE vs. SHYG.L - Dividend Comparison

VUSC.DE's dividend yield for the trailing twelve months is around 4.45%, less than SHYG.L's 6.50% yield.


PositionTTM20252024202320222021202020192018201720162015
SHYG.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
6.50%5.31%6.24%5.39%3.58%3.13%3.66%3.86%3.65%3.74%3.83%4.55%
VUSC.DE
Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing
4.45%5.05%4.78%4.15%1.99%1.01%2.15%2.83%1.76%0.00%0.00%0.00%

Frequently Asked Questions


VUSC.DE and SHYG.L have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUSC.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUSC.DE is cheaper with a 0.09% expense ratio, compared with 0.50% for SHYG.L.

VUSC.DE is categorized as Corporate Bonds, while SHYG.L is European High Yield Bonds. VUSC.DE tracks Bloomberg US Corp 1-3 Yr TR USD, while SHYG.L tracks Bloomberg Pan Euro HY Euro TR EUR. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.09% for VUSC.DE and 0.50% for SHYG.L.

Portfolio Optimizer

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