BIBDX vs. VHYG.L
Compare and contrast key facts about BlackRock Global Dividend Portfolio (BIBDX) and Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.L).
BIBDX is managed by Blackrock. It was launched on Apr 6, 2008. VHYG.L is a passively managed fund by Vanguard that tracks the performance of the MSCI World High Dividend Yield NR USD. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIBDX or VHYG.L.
Performance
BIBDX vs. VHYG.L - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with BIBDX having a 11.79% return and VHYG.L slightly higher at 12.32%.
BIBDX
11.79%
-2.85%
4.49%
17.80%
8.12%
6.83%
VHYG.L
12.32%
0.58%
4.20%
17.50%
7.79%
N/A
Key characteristics
| BIBDX | VHYG.L | |
|---|---|---|
| Sharpe Ratio | 1.80 | 1.96 |
| Sortino Ratio | 2.54 | 2.75 |
| Omega Ratio | 1.32 | 1.35 |
| Calmar Ratio | 3.41 | 0.85 |
| Martin Ratio | 11.37 | 12.04 |
| Ulcer Index | 1.57% | 1.40% |
| Daily Std Dev | 9.89% | 8.59% |
| Max Drawdown | -42.34% | -28.15% |
| Current Drawdown | -3.57% | -5.32% |
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BIBDX vs. VHYG.L - Expense Ratio Comparison
BIBDX has a 0.75% expense ratio, which is higher than VHYG.L's 0.29% expense ratio.
Correlation
The correlation between BIBDX and VHYG.L is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
BIBDX vs. VHYG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Global Dividend Portfolio (BIBDX) and Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.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.
Dividends
BIBDX vs. VHYG.L - Dividend Comparison
BIBDX's dividend yield for the trailing twelve months is around 1.60%, while VHYG.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIBDX BlackRock Global Dividend Portfolio | 1.60% | 2.00% | 2.07% | 1.73% | 2.39% | 2.82% | 3.29% | 2.33% | 2.29% | 2.75% | 3.43% | 2.60% |
VHYG.L Vanguard FTSE All-World High Dividend Yield UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BIBDX vs. VHYG.L - Drawdown Comparison
The maximum BIBDX drawdown since its inception was -42.34%, which is greater than VHYG.L's maximum drawdown of -28.15%. Use the drawdown chart below to compare losses from any high point for BIBDX and VHYG.L. For additional features, visit the drawdowns tool.
Volatility
BIBDX vs. VHYG.L - Volatility Comparison
BlackRock Global Dividend Portfolio (BIBDX) has a higher volatility of 2.83% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.L) at 2.68%. This indicates that BIBDX's price experiences larger fluctuations and is considered to be riskier than VHYG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.