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Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS) Sharpe Ratio: 2.71

ETF · Currency in EUR · Last updated Jun 5, 2026

VHYL.AS is a passive ETF by Vanguard tracking the investment results of the FTSE All-World High Dividend Yield Index. VHYL.AS launched on May 21, 2013 and has a 0.29% expense ratio.

VHYL.AS's Sharpe Ratio of 2.71 indicates that for each unit of volatility, it generates 2.71 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

VHYL.AS Sharpe Ratio Rank

VHYL.AS Sharpe Ratio Rank: 83.884
Exceptional

VHYL.AS ranks above 83.8% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

VHYL.AS Sharpe Ratio Market Positioning

The chart shows VHYL.AS's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.39
  • Green zone (top 25%): 2.39 or higher
  • Top 1%: 7.69+
  • Median: 1.70 — half of all investments score higher

How it compares to other similar ETFs

The table compares Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing's Sharpe Ratio with other ETFs in the Global Equities, Dividend category across multiple time periods, showing how VHYL.AS's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
VHYL.ASVanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing2.71
WQDA.ASiShares MSCI World Quality Dividend Advanced UCITS ETF USD Acc2.56
VEVE.ASVanguard FTSE Developed World UCITS ETF2.35
VWRL.ASVanguard FTSE All-World UCITS ETF (USD) Distributing2.34
IWDA.ASiShares Core MSCI World UCITS ETF USD (Acc)2.15
SWRD.ASSPDR MSCI World UCITS ETF2.15
IWRD.ASiShares MSCI World UCITS ETF2.11
TSWE.ASVanEck Sustainable World Equal Weight UCITS ETF1.96
IGSG.ASiShares Dow Jones Global Sustainability Screened UCITS ETF1.89
WPAD.ASiShares MSCI World Paris-Aligned Climate UCITS ETF1.80

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows VHYL.AS's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when VHYL.AS consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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