Pick a shock regime to see how VCLT and SCHQ route to different outcomes.
Credit risk vs. pure duration risk: why VCLT and SCHQ diverge in recessions and rate shocks VCLT IG corporates Treasury duration + credit spread SCHQ U.S. Treasuries Treasury duration no spread Shock flight-to-quality VCLT sells off spread widens SCHQ rallies flight-to-quality
Shock regime
down rally mild down (shorter duration) structural link (no spread component)