VUSC.DE vs. VGWL.DE
VUSC.DE (Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing) and VGWL.DE (Vanguard FTSE All-World UCITS ETF Distributing) are both exchange-traded funds - VUSC.DE is a Corporate Bonds fund tracking the Bloomberg US Corp 1-3 Yr TR USD, while VGWL.DE is a Global Equities fund tracking the FTSE All-World. Both are passively managed. Over the past 5 years, VUSC.DE returned 3.26%/yr vs 12.28%/yr for VGWL.DE. At a 0.07 correlation, their price movements are largely independent. VUSC.DE charges 0.09%/yr vs 0.22%/yr for VGWL.DE.
Performance
VUSC.DE vs. VGWL.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VUSC.DE achieves a 1.87% return, which is significantly lower than VGWL.DE's 12.63% return.
VUSC.DE
- 1D
- 0.01%
- 1M
- 1.29%
- YTD
- 1.87%
- 6M
- 1.19%
- 1Y
- 2.08%
- 3Y*
- 2.04%
- 5Y*
- 3.26%
- 10Y*
- —
VGWL.DE
- 1D
- -0.24%
- 1M
- 3.64%
- YTD
- 12.63%
- 6M
- 12.78%
- 1Y
- 26.26%
- 3Y*
- 17.85%
- 5Y*
- 12.28%
- 10Y*
- —
VUSC.DE vs. VGWL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VUSC.DE Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing | 1.87% | -6.35% | 11.06% | 1.80% | 2.07% | 7.98% | -5.89% | 5.78% | 2.05% |
VGWL.DE Vanguard FTSE All-World UCITS ETF Distributing | 12.63% | 9.18% | 24.40% | 18.17% | -13.48% | 28.60% | 5.38% | 30.12% | -8.30% |
Correlation
The correlation between VUSC.DE and VGWL.DE is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since May 25, 2018 | 0.07 |
The correlation between VUSC.DE and VGWL.DE shifts across timeframes, from 0.03 (5 years) to 0.15 (3 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VUSC.DE vs. VGWL.DE — Risk / Return Rank
VUSC.DE
VGWL.DE
VUSC.DE vs. VGWL.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 Vanguard FTSE All-World UCITS ETF Distributing (VGWL.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 | VGWL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.98 | ||
| Sortino ratioReturn per unit of downside risk | -2.73 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.44 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.56 | 3.99 | -3.43 |
| Martin ratioReturn relative to average drawdown | 1.30 | 16.38 | -15.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VUSC.DE | VGWL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | 2.32 | -1.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.88 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.77 | -0.41 |
Drawdowns
VUSC.DE vs. VGWL.DE - Drawdown Comparison
The maximum VUSC.DE drawdown since its inception was -11.44%, smaller than the maximum VGWL.DE drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for VUSC.DE and VGWL.DE.
Loading charts...
Drawdown Indicators
| VUSC.DE | VGWL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.44% | -33.40% | +21.96% |
Max Drawdown (1Y)Largest decline over 1 year | -3.36% | -6.57% | +3.21% |
Max Drawdown (3Y)Largest decline over 3 years | -10.76% | -21.04% | +10.28% |
Max Drawdown (5Y)Largest decline over 5 years | -11.44% | -21.04% | +9.60% |
Current DrawdownCurrent decline from peak | -6.70% | -0.64% | -6.06% |
Average DrawdownAverage peak-to-trough decline | -4.51% | -4.34% | -0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.46% | 1.61% | -0.15% |
Volatility
VUSC.DE vs. VGWL.DE - Volatility Comparison
The current volatility for Vanguard USD Corporate 1-3 Bond UCITS ETF Distributing (VUSC.DE) is 1.04%, while Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE) has a volatility of 3.02%. This indicates that VUSC.DE experiences smaller price fluctuations and is considered to be less risky than VGWL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VUSC.DE | VGWL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.04% | 3.02% | -1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 3.65% | 8.13% | -4.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.48% | 11.29% | -5.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.03% | 13.76% | -6.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.66% | 15.51% | -8.85% |
VUSC.DE vs. VGWL.DE - Expense Ratio Comparison
VUSC.DE has a 0.09% expense ratio, which is lower than VGWL.DE's 0.22% 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. VGWL.DE - Dividend Comparison
VUSC.DE's dividend yield for the trailing twelve months is around 3.94%, more than VGWL.DE's 1.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
VGWL.DE Vanguard FTSE All-World UCITS ETF Distributing | 1.24% | 1.42% | 1.48% | 1.73% | 2.09% | 1.43% | 1.56% | 1.87% | 2.26% | 0.37% |
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% | 0.00% | 0.00% |
Frequently Asked Questions
VUSC.DE and VGWL.DE have a correlation of 0.09, 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 0.22% for VGWL.DE.
VUSC.DE is categorized as Corporate Bonds, while VGWL.DE is Global Equities. VUSC.DE tracks Bloomberg US Corp 1-3 Yr TR USD, while VGWL.DE tracks FTSE All-World. Their fees differ too: 0.09% for VUSC.DE and 0.22% for VGWL.DE.
Find the right allocation for VUSC.DE and VGWL.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer