PortfoliosLab logoPortfoliosLab logo
XDGU.L vs. VCPA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDGU.L vs. VCPA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.L) and Vanguard USD Corporate Bond UCITS ETF Accumulating (VCPA.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

XDGU.L is traded in USD, while VCPA.L is traded in GBP. To make them comparable, the VCPA.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDGU.L achieves a 0.16% return, which is significantly lower than VCPA.L's 0.26% return.


XDGU.L

1D
0.14%
1M
0.50%
YTD
0.16%
6M
0.47%
1Y
5.73%
3Y*
5.14%
5Y*
0.11%
10Y*
2.63%

VCPA.L

1D
0.34%
1M
0.55%
YTD
0.26%
6M
1.01%
1Y
-98.94%
3Y*
-77.30%
5Y*
-59.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDGU.L vs. VCPA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XDGU.L
Xtrackers USD Corporate Bonds UCITS ETF 1D
0.16%7.97%1.52%9.07%-17.66%-1.76%10.73%13.93%
VCPA.L
Vanguard USD Corporate Bond UCITS ETF Accumulating
0.26%-98.92%2.84%7.52%-15.06%-0.81%8.85%11.48%

Correlation

The correlation between XDGU.L and VCPA.L is 0.60, 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

0.60

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

0.72

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

0.73

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2019

0.67

The correlation between XDGU.L and VCPA.L shifts across timeframes, from 0.60 (1 year) to 0.73 (5 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

XDGU.L vs. VCPA.L — Risk / Return Rank

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

XDGU.L
XDGU.L Risk / Return Rank: 3232
Overall Rank
XDGU.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
XDGU.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
XDGU.L Omega Ratio Rank: 2828
Omega Ratio Rank
XDGU.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
XDGU.L Martin Ratio Rank: 3434
Martin Ratio Rank

VCPA.L
VCPA.L Risk / Return Rank: 22
Overall Rank
VCPA.L Sharpe Ratio Rank: 11
Sharpe Ratio Rank
VCPA.L Sortino Ratio Rank: 33
Sortino Ratio Rank
VCPA.L Omega Ratio Rank: 00
Omega Ratio Rank
VCPA.L Calmar Ratio Rank: 00
Calmar Ratio Rank
VCPA.L Martin Ratio Rank: 33
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.

XDGU.L vs. VCPA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.L) and Vanguard USD Corporate Bond UCITS ETF Accumulating (VCPA.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.


XDGU.LVCPA.LDifference
Sharpe ratioReturn per unit of total volatility

+2.07

Sortino ratioReturn per unit of downside risk

+2.52

Omega ratioGain probability vs. loss probability

1.19

0.29

+0.89

Calmar ratioReturn relative to maximum drawdown

1.75

-1.00

+2.75

Martin ratioReturn relative to average drawdown

4.98

-1.21

+6.19

XDGU.L vs. VCPA.L - Sharpe Ratio Comparison

The current XDGU.L Sharpe Ratio is 1.06, which is higher than the VCPA.L Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of XDGU.L and VCPA.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.


Loading charts...

Sharpe Ratios by Period


XDGU.LVCPA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

-1.00

+2.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

-1.34

+1.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

-1.24

+1.61

Drawdowns

XDGU.L vs. VCPA.L - Drawdown Comparison

The maximum XDGU.L drawdown since its inception was -25.18%, smaller than the maximum VCPA.L drawdown of -99.02%. Use the drawdown chart below to compare losses from any high point for XDGU.L and VCPA.L.


Loading charts...

Drawdown Indicators


XDGU.LVCPA.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.18%

-99.02%

+73.84%

Max Drawdown (1Y)

Largest decline over 1 year

-3.26%

-99.01%

+95.75%

Max Drawdown (3Y)

Largest decline over 3 years

-7.70%

-99.01%

+91.31%

Max Drawdown (5Y)

Largest decline over 5 years

-25.12%

-99.02%

+73.90%

Max Drawdown (10Y)

Largest decline over 10 years

-25.18%

Current Drawdown

Current decline from peak

-3.14%

-98.99%

+95.85%

Average Drawdown

Average peak-to-trough decline

-6.07%

-17.31%

+11.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.15%

81.79%

-80.64%

Volatility

XDGU.L vs. VCPA.L - Volatility Comparison

Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.L) has a higher volatility of 1.96% compared to Vanguard USD Corporate Bond UCITS ETF Accumulating (VCPA.L) at 1.67%. This indicates that XDGU.L's price experiences larger fluctuations and is considered to be riskier than VCPA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XDGU.LVCPA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.96%

1.67%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

4.06%

4.17%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

5.40%

98.59%

-93.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.36%

45.39%

-37.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.06%

40.56%

-32.50%

XDGU.L vs. VCPA.L - Expense Ratio Comparison

XDGU.L has a 0.12% expense ratio, which is higher than VCPA.L's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XDGU.L vs. VCPA.L - Dividend Comparison

XDGU.L's dividend yield for the trailing twelve months is around 4.75%, while VCPA.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
VCPA.L
Vanguard USD Corporate Bond UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDGU.L
Xtrackers USD Corporate Bonds UCITS ETF 1D
4.75%4.59%5.63%4.06%4.07%5.93%3.74%2.98%2.97%3.09%0.29%

Frequently Asked Questions


XDGU.L and VCPA.L have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VCPA.L is cheaper with a 0.09% expense ratio, compared with 0.12% for XDGU.L.

Both ETFs track Bloomberg US Corp Bond TR USD. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.12% for XDGU.L and 0.09% for VCPA.L.

Portfolio Optimizer

Find the right allocation for XDGU.L and VCPA.L

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