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

Performance

VUSC.DE vs. VAGS.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 Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Accumulating (VAGS.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 VAGS.L is traded in GBP. To make them comparable, the VAGS.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 VAGS.L's 2.10% 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*

VAGS.L

1D
-0.12%
1M
1.26%
YTD
2.10%
6M
2.23%
1Y
2.14%
3Y*
5.95%
5Y*
1.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
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%2.58%
VAGS.L
Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Accumulating
2.10%1.02%10.67%10.86%-17.03%5.12%0.91%7.47%

Correlation

The correlation between VUSC.DE and VAGS.L is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.10

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

0.04

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

0.06

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2019

0.09

The correlation between VUSC.DE and VAGS.L shifts across timeframes, from -0.10 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VUSC.DE vs. VAGS.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

VAGS.L
VAGS.L Risk / Return Rank: 2727
Overall Rank
VAGS.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VAGS.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
VAGS.L Omega Ratio Rank: 2525
Omega Ratio Rank
VAGS.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
VAGS.L Martin Ratio Rank: 2828
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. VAGS.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 Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Accumulating (VAGS.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.DEVAGS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.86

Sortino ratioReturn per unit of downside risk

+1.26

Omega ratioGain probability vs. loss probability

1.22

1.07

+0.15

Calmar ratioReturn relative to maximum drawdown

2.10

0.89

+1.20

Martin ratioReturn relative to average drawdown

5.45

2.01

+3.44

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

The current VUSC.DE Sharpe Ratio is 1.25, which is higher than the VAGS.L Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of VUSC.DE and VAGS.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. VAGS.L - Drawdown Comparison

The maximum VUSC.DE drawdown since its inception was -11.52%, smaller than the maximum VAGS.L drawdown of -19.85%. Use the drawdown chart below to compare losses from any high point for VUSC.DE and VAGS.L.


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Drawdown Indicators


VUSC.DEVAGS.LDifference

Max Drawdown

Largest peak-to-trough decline

-11.52%

-19.85%

+8.33%

Max Drawdown (1Y)

Largest decline over 1 year

-3.26%

-2.39%

-0.87%

Max Drawdown (3Y)

Largest decline over 3 years

-10.56%

-5.89%

-4.67%

Max Drawdown (5Y)

Largest decline over 5 years

-11.52%

-19.85%

+8.33%

Current Drawdown

Current decline from peak

-3.90%

-0.12%

-3.78%

Average Drawdown

Average peak-to-trough decline

-4.32%

-5.29%

+0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

1.03%

+0.23%

Volatility

VUSC.DE vs. VAGS.L - Volatility Comparison

Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing (VUSC.DE) has a higher volatility of 1.30% compared to Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Accumulating (VAGS.L) at 1.20%. This indicates that VUSC.DE's price experiences larger fluctuations and is considered to be riskier than VAGS.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.DEVAGS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

1.20%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

3.72%

3.71%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

5.49%

5.40%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.01%

7.67%

-0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.66%

8.17%

-1.51%

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

VUSC.DE has a 0.09% expense ratio, which is lower than VAGS.L's 0.10% 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. VAGS.L - Dividend Comparison

VUSC.DE's dividend yield for the trailing twelve months is around 4.45%, while VAGS.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
VAGS.L
Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Accumulating
0.00%1.43%3.03%2.33%1.45%0.87%1.08%0.10%0.00%
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%

Frequently Asked Questions


VUSC.DE and VAGS.L have a correlation of -0.10, 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 0.10% for VAGS.L.

VUSC.DE is categorized as Corporate Bonds, while VAGS.L is Global Bonds. VUSC.DE tracks Bloomberg US Corp 1-3 Yr TR USD, while VAGS.L tracks Bloomberg Global Aggregate TR Hdg GBP. Their fees differ too: 0.09% for VUSC.DE and 0.10% for VAGS.L.

Portfolio Optimizer

Find the right allocation for VUSC.DE and VAGS.L

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