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

Performance

VUSC.L vs. IEAC.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 Core € Corp Bond UCITS ETF EUR (Dist) (IEAC.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 IEAC.L is traded in EUR. To make them comparable, the IEAC.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 higher than IEAC.L's -3.75% 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*

IEAC.L

1D
0.15%
1M
-2.20%
6M
-1.88%
YTD
-3.75%
1Y
-1.98%
3Y*
3.24%
5Y*
-0.61%
10Y*
0.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUSC.L vs. IEAC.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%
IEAC.L
iShares Core € Corp Bond UCITS ETF EUR (Dist)
-3.75%8.75%-0.42%5.28%-8.88%-6.93%8.41%0.17%1.51%

Correlation

The correlation between VUSC.L and IEAC.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.18

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

0.19

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

0.33

The correlation between VUSC.L and IEAC.L shifts across timeframes, from 0.13 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VUSC.L vs. IEAC.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

IEAC.L
IEAC.L Risk / Return Rank: 1414
Overall Rank
IEAC.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
IEAC.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
IEAC.L Omega Ratio Rank: 2828
Omega Ratio Rank
IEAC.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
IEAC.L Martin Ratio Rank: 1010
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. IEAC.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 Core € Corp Bond UCITS ETF EUR (Dist) (IEAC.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.LIEAC.LDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+0.75

Omega ratioGain probability vs. loss probability

1.11

1.09

+0.02

Calmar ratioReturn relative to maximum drawdown

0.86

-0.08

+0.94

Martin ratioReturn relative to average drawdown

2.26

-0.65

+2.90

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

The current VUSC.L Sharpe Ratio is 0.62, which is higher than the IEAC.L Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of VUSC.L and IEAC.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. IEAC.L - Drawdown Comparison

The maximum VUSC.L drawdown since its inception was -15.15%, smaller than the maximum IEAC.L drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for VUSC.L and IEAC.L.


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Drawdown Indicators


VUSC.LIEAC.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.15%

-27.44%

+12.29%

Max Drawdown (1Y)

Largest decline over 1 year

-4.38%

-24.20%

+19.82%

Max Drawdown (3Y)

Largest decline over 3 years

-8.76%

-24.20%

+15.44%

Max Drawdown (5Y)

Largest decline over 5 years

-15.15%

-24.20%

+9.05%

Max Drawdown (10Y)

Largest decline over 10 years

-27.44%

Current Drawdown

Current decline from peak

-3.33%

-9.18%

+5.85%

Average Drawdown

Average peak-to-trough decline

-6.19%

-7.42%

+1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

3.04%

-1.37%

Volatility

VUSC.L vs. IEAC.L - Volatility Comparison

The current volatility for Vanguard USD Corporate 1-3 Year Bond UCITS ETF USD (Dist) (VUSC.L) is 1.18%, while iShares Core € Corp Bond UCITS ETF EUR (Dist) (IEAC.L) has a volatility of 1.33%. This indicates that VUSC.L experiences smaller price fluctuations and is considered to be less risky than IEAC.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.LIEAC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

1.33%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

4.44%

36.34%

-31.90%

Volatility (1Y)

Calculated over the trailing 1-year period

6.03%

36.52%

-30.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.88%

17.39%

-9.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.49%

13.51%

-5.02%

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

Both VUSC.L and IEAC.L have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VUSC.L vs. IEAC.L - Dividend Comparison

VUSC.L's dividend yield for the trailing twelve months is around 4.46%, more than IEAC.L's 1.65% yield.


PositionTTM20252024202320222021202020192018201720162015
IEAC.L
iShares Core € Corp Bond UCITS ETF EUR (Dist)
1.65%3.29%3.39%2.51%0.84%0.81%0.84%1.10%0.98%1.52%1.66%0.90%
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%0.00%0.00%0.00%

Frequently Asked Questions


VUSC.L and IEAC.L have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.09% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VUSC.L and IEAC.L have the same expense ratio: 0.09% per year.

VUSC.L is categorized as Corporate Bonds, while IEAC.L is European Corporate Bonds. VUSC.L tracks Bloomberg Global Aggregate Corporate – United States Dollar Index 1-3 Year, while IEAC.L tracks BBG Euro Corporate Index (EUR). They also come from different issuers: Vanguard and iShares.

Portfolio Optimizer

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