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VUSC.L vs. FLOS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUSC.L vs. FLOS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard USD Corporate 1-3 Year Bond UCITS ETF USD (Dist) (VUSC.L) and iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist) (FLOS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VUSC.L is traded in GBP, while FLOS.L is traded in GBp. To make them comparable, the FLOS.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VUSC.L achieves a 1.30% return, which is significantly lower than FLOS.L's 2.34% return.


VUSC.L

1D
0.25%
1M
-0.13%
6M
0.86%
YTD
1.30%
1Y
3.77%
3Y*
4.29%
5Y*
3.19%
10Y*

FLOS.L

1D
-0.06%
1M
0.33%
6M
2.02%
YTD
2.34%
1Y
4.51%
3Y*
5.40%
5Y*
4.00%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUSC.L vs. FLOS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VUSC.L
Vanguard USD Corporate 1-3 Year Bond UCITS ETF USD (Dist)
1.30%-1.33%7.18%-0.33%7.69%1.08%0.03%2.11%6.04%
FLOS.L
iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist)
2.34%4.78%6.24%6.00%0.83%0.10%0.18%2.42%-0.78%

Correlation

The correlation between VUSC.L and FLOS.L is -0.02, 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

-0.02

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

-0.01

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

-0.05

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

-0.07

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Return for Risk

VUSC.L vs. FLOS.L — Risk / Return Rank

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

VUSC.L
VUSC.L Risk / Return Rank: 2323
Overall Rank
VUSC.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VUSC.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
VUSC.L Omega Ratio Rank: 2121
Omega Ratio Rank
VUSC.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
VUSC.L Martin Ratio Rank: 2424
Martin Ratio Rank

FLOS.L
FLOS.L Risk / Return Rank: 9898
Overall Rank
FLOS.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLOS.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
FLOS.L Omega Ratio Rank: 9898
Omega Ratio Rank
FLOS.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
FLOS.L Martin Ratio Rank: 9999
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.L vs. FLOS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Corporate 1-3 Year Bond UCITS ETF USD (Dist) (VUSC.L) and iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist) (FLOS.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.LFLOS.LDifference
Sharpe ratioReturn per unit of total volatility

-3.56

Sortino ratioReturn per unit of downside risk

-6.51

Omega ratioGain probability vs. loss probability

1.11

1.98

-0.87

Calmar ratioReturn relative to maximum drawdown

0.86

15.59

-14.73

Martin ratioReturn relative to average drawdown

2.26

78.69

-76.43

VUSC.L vs. FLOS.L - Sharpe Ratio Comparison

The current VUSC.L Sharpe Ratio is 0.62, which is lower than the FLOS.L Sharpe Ratio of 4.18. The chart below compares the historical Sharpe Ratios of VUSC.L and FLOS.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.L vs. FLOS.L - Drawdown Comparison

The maximum VUSC.L drawdown since its inception was -15.15%, roughly equal to the maximum FLOS.L drawdown of -14.78%. Use the drawdown chart below to compare losses from any high point for VUSC.L and FLOS.L.


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Drawdown Indicators


VUSC.LFLOS.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.15%

-14.78%

-0.37%

Max Drawdown (1Y)

Largest decline over 1 year

-4.38%

-0.29%

-4.09%

Max Drawdown (3Y)

Largest decline over 3 years

-8.76%

-1.46%

-7.30%

Max Drawdown (5Y)

Largest decline over 5 years

-15.15%

-2.13%

-13.02%

Current Drawdown

Current decline from peak

-3.33%

-0.11%

-3.22%

Average Drawdown

Average peak-to-trough decline

-6.19%

-0.25%

-5.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

0.06%

+1.61%

Volatility

VUSC.L vs. FLOS.L - Volatility Comparison

Vanguard USD Corporate 1-3 Year Bond UCITS ETF USD (Dist) (VUSC.L) has a higher volatility of 1.18% compared to iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist) (FLOS.L) at 0.23%. This indicates that VUSC.L's price experiences larger fluctuations and is considered to be riskier than FLOS.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.LFLOS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

0.23%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

4.44%

0.81%

+3.63%

Volatility (1Y)

Calculated over the trailing 1-year period

6.03%

1.08%

+4.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.88%

1.68%

+6.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.49%

3.36%

+5.13%

VUSC.L vs. FLOS.L - Expense Ratio Comparison

VUSC.L has a 0.09% expense ratio, which is lower than FLOS.L's 0.12% 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.L vs. FLOS.L - Dividend Comparison

VUSC.L's dividend yield for the trailing twelve months is around 4.46%, less than FLOS.L's 4.68% yield.


PositionTTM20252024202320222021202020192018
FLOS.L
iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist)
4.68%5.02%5.93%5.46%1.50%0.57%1.62%2.95%2.27%
VUSC.L
Vanguard USD Corporate 1-3 Year Bond UCITS ETF USD (Dist)
4.46%4.94%4.85%4.15%1.92%1.03%2.12%2.92%1.75%

Frequently Asked Questions


VUSC.L and FLOS.L have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VUSC.L is cheaper with a 0.09% expense ratio, compared with 0.12% for FLOS.L.

VUSC.L is categorized as Corporate Bonds, while FLOS.L is Ultra Short-Term Bonds. VUSC.L tracks Bloomberg Global Aggregate Corporate – United States Dollar Index 1-3 Year, while FLOS.L tracks Bloomberg US Floating Rate Note <5 Years Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.09% for VUSC.L and 0.12% for FLOS.L.

Portfolio Optimizer

Find the right allocation for VUSC.L and FLOS.L

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