VUSC.DE vs. SPPU.DE

Last updated Jun 5, 2026

VUSC.DE (Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing) and SPPU.DE (SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF) are both Corporate Bonds funds - VUSC.DE tracks the Bloomberg US Corp 1-3 Yr TR USD while SPPU.DE tracks the Bloomberg SASB US Corporate ESG Ex-Controversies Select. Both are passively managed. Over the past 5 years, VUSC.DE returned 3.26%/yr vs 1.29%/yr for SPPU.DE. A 0.65 correlation means they provide meaningful diversification when combined. VUSC.DE charges 0.09%/yr vs 0.15%/yr for SPPU.DE.

Performance

VUSC.DE vs. SPPU.DE - 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 SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (SPPU.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VUSC.DE achieves a 1.87% return, which is significantly higher than SPPU.DE's 1.68% return.

VUSC.DE

• 1D: 0.01%
• 1M: 0.93%
• YTD: 1.87%
• 6M: 1.35%
• 1Y: 1.90%
• 3Y*: 2.04%
• 5Y*: 3.26%
• 10Y*: —

SPPU.DE

• 1D: 0.14%
• 1M: 1.24%
• YTD: 1.68%
• 6M: 0.86%
• 1Y: 3.73%
• 3Y*: 2.27%
• 5Y*: 1.29%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VUSC.DE vs. SPPU.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
VUSC.DE Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing	1.87%	-6.35%	11.06%	1.80%	2.07%	7.98%	-3.38%
SPPU.DE SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF	1.68%	-4.22%	7.66%	4.50%	-10.58%	6.82%	-1.58%

Correlation

The correlation between VUSC.DE and SPPU.DE is 0.75, 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	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.68
Correlation (5Y) Calculated over the trailing 5-year period	0.64
Correlation (All Time) Calculated using the full available price history since Oct 27, 2020	0.65

The correlation between VUSC.DE and SPPU.DE shifts across timeframes, from 0.64 (5 years) to 0.75 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

VUSC.DE vs. SPPU.DE — 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: 14
VUSC.DE Sharpe Ratio Rank: 14
VUSC.DE Sortino Ratio Rank: 13
VUSC.DE Omega Ratio Rank: 13
VUSC.DE Calmar Ratio Rank: 16
VUSC.DE Martin Ratio Rank: 15

SPPU.DE

SPPU.DE Risk / Return Rank: 21
SPPU.DE Sharpe Ratio Rank: 20
SPPU.DE Sortino Ratio Rank: 19
SPPU.DE Omega Ratio Rank: 19
SPPU.DE Calmar Ratio Rank: 24
SPPU.DE Martin Ratio Rank: 23

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. SPPU.DE - 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 SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (SPPU.DE). 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.DE	SPPU.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.35	0.65	-0.30
Sortino ratio: Return per unit of downside risk	0.53	0.97	-0.44
Omega ratio: Gain probability vs. loss probability	1.06	1.12	-0.06
Calmar ratio: Return relative to maximum drawdown	0.56	1.12	-0.55
Martin ratio: Return relative to average drawdown	1.30	2.87	-1.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VUSC.DE vs. SPPU.DE - Sharpe Ratio Comparison

The current VUSC.DE Sharpe Ratio is 0.35, which is lower than the SPPU.DE Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of VUSC.DE and SPPU.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VUSC.DE	SPPU.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.35	0.65	-0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	0.15	+0.31
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.06	+0.29

Drawdowns

VUSC.DE vs. SPPU.DE - Drawdown Comparison

The maximum VUSC.DE drawdown since its inception was -11.44%, smaller than the maximum SPPU.DE drawdown of -13.50%. Use the drawdown chart below to compare losses from any high point for VUSC.DE and SPPU.DE.

Drawdown Indicators

	VUSC.DE	SPPU.DE	Difference
Max Drawdown Largest peak-to-trough decline	-11.44%	-13.50%	+2.06%
Max Drawdown (1Y) Largest decline over 1 year	-3.36%	-3.32%	-0.04%
Max Drawdown (3Y) Largest decline over 3 years	-10.76%	-11.44%	+0.68%
Max Drawdown (5Y) Largest decline over 5 years	-11.44%	-13.50%	+2.06%
Current Drawdown Current decline from peak	-6.70%	-5.13%	-1.57%
Average Drawdown Average peak-to-trough decline	-4.51%	-6.15%	+1.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.46%	1.29%	+0.17%

Volatility

VUSC.DE vs. SPPU.DE - Volatility Comparison

Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing (VUSC.DE) and SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF (SPPU.DE) have volatilities of 1.04% and 1.00%, 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.

Volatility by Period

	VUSC.DE	SPPU.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.04%	1.00%	+0.04%
Volatility (6M) Calculated over the trailing 6-month period	3.65%	3.94%	-0.29%
Volatility (1Y) Calculated over the trailing 1-year period	5.48%	5.71%	-0.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.03%	8.42%	-1.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.66%	8.29%	-1.63%

VUSC.DE vs. SPPU.DE - Expense Ratio Comparison

VUSC.DE has a 0.09% expense ratio, which is lower than SPPU.DE's 0.15% 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

VUSC.DE vs. SPPU.DE - Dividend Comparison

VUSC.DE's dividend yield for the trailing twelve months is around 3.94%, while SPPU.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
SPPU.DE SPDR Bloomberg SASB U.S. Corporate ESG UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VUSC.DE Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing	3.94%	4.49%	4.42%	4.11%	1.92%	0.85%	1.90%	0.92%

Frequently Asked Questions

Can I hold both VUSC.DE and SPPU.DE in my portfolio?

VUSC.DE and SPPU.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VUSC.DE or SPPU.DE?

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.

Which ETF is cheaper, VUSC.DE or SPPU.DE?

VUSC.DE is cheaper with a 0.09% expense ratio, compared with 0.15% for SPPU.DE.

What is the main difference between VUSC.DE and SPPU.DE?

VUSC.DE tracks Bloomberg US Corp 1-3 Yr TR USD, while SPPU.DE tracks Bloomberg SASB US Corporate ESG Ex-Controversies Select. They also come from different issuers: Vanguard and State Street. Their fees differ too: 0.09% for VUSC.DE and 0.15% for SPPU.DE.