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ENGW.L vs. VHYG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ENGW.L vs. VHYG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR MSCI World Energy UCITS ETF (ENGW.L) and Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ENGW.L achieves a 30.02% return, which is significantly higher than VHYG.L's 11.13% return.


ENGW.L

1D
0.00%
1M
1.62%
YTD
30.02%
6M
29.20%
1Y
43.59%
3Y*
15.45%
5Y*
12.00%
10Y*
6.24%

VHYG.L

1D
0.51%
1M
2.60%
YTD
11.13%
6M
12.36%
1Y
26.50%
3Y*
15.70%
5Y*
11.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENGW.L vs. VHYG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ENGW.L
SPDR MSCI World Energy UCITS ETF
30.02%7.20%3.55%-2.06%20.76%40.49%-31.10%2.33%
VHYG.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF
11.13%18.36%10.98%5.02%6.20%19.28%-3.61%-18.20%

Correlation

The correlation between ENGW.L and VHYG.L is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.39

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

0.45

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2019

0.49

Over the past year, the correlation between ENGW.L and VHYG.L has dropped to 0.09 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

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Return for Risk

ENGW.L vs. VHYG.L — Risk / Return Rank

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

ENGW.L
ENGW.L Risk / Return Rank: 6969
Overall Rank
ENGW.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
ENGW.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
ENGW.L Omega Ratio Rank: 7474
Omega Ratio Rank
ENGW.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
ENGW.L Martin Ratio Rank: 6363
Martin Ratio Rank

VHYG.L
VHYG.L Risk / Return Rank: 8989
Overall Rank
VHYG.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VHYG.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
VHYG.L Omega Ratio Rank: 9292
Omega Ratio Rank
VHYG.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
VHYG.L Martin Ratio Rank: 8282
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.

ENGW.L vs. VHYG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Energy UCITS ETF (ENGW.L) 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.

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.


ENGW.LVHYG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-1.35

Omega ratioGain probability vs. loss probability

1.37

1.53

-0.16

Calmar ratioReturn relative to maximum drawdown

3.01

3.81

-0.80

Martin ratioReturn relative to average drawdown

9.59

13.66

-4.08

ENGW.L vs. VHYG.L - Sharpe Ratio Comparison

The current ENGW.L Sharpe Ratio is 2.06, which is comparable to the VHYG.L Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of ENGW.L and VHYG.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

ENGW.L vs. VHYG.L - Drawdown Comparison

The maximum ENGW.L drawdown since its inception was -69.49%, which is greater than VHYG.L's maximum drawdown of -39.80%. Use the drawdown chart below to compare losses from any high point for ENGW.L and VHYG.L.


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Drawdown Indicators


ENGW.LVHYG.LDifference

Max Drawdown

Largest peak-to-trough decline

-69.49%

-39.80%

-29.69%

Max Drawdown (1Y)

Largest decline over 1 year

-14.56%

-6.93%

-7.63%

Max Drawdown (3Y)

Largest decline over 3 years

-21.40%

-19.90%

-1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-28.10%

-19.90%

-8.20%

Max Drawdown (10Y)

Largest decline over 10 years

-64.68%

Current Drawdown

Current decline from peak

-8.12%

-0.43%

-7.69%

Average Drawdown

Average peak-to-trough decline

-20.76%

-9.84%

-10.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.56%

1.93%

+2.63%

Volatility

ENGW.L vs. VHYG.L - Volatility Comparison

SPDR MSCI World Energy UCITS ETF (ENGW.L) has a higher volatility of 6.62% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.L) at 2.00%. This indicates that ENGW.L'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.


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Volatility by Period


ENGW.LVHYG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

2.00%

+4.62%

Volatility (6M)

Calculated over the trailing 6-month period

18.24%

7.03%

+11.21%

Volatility (1Y)

Calculated over the trailing 1-year period

21.29%

9.17%

+12.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.49%

17.57%

+7.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.79%

19.75%

+7.04%

ENGW.L vs. VHYG.L - Expense Ratio Comparison

ENGW.L has a 0.30% expense ratio, which is higher than VHYG.L's 0.29% expense ratio.


Dividends

ENGW.L vs. VHYG.L - Dividend Comparison

Neither ENGW.L nor VHYG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ENGW.L and VHYG.L have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VHYG.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VHYG.L is cheaper with a 0.29% expense ratio, compared with 0.30% for ENGW.L.

ENGW.L is categorized as Energy Equities, while VHYG.L is Global Equities. ENGW.L tracks MSCI World/Energy NR USD, while VHYG.L tracks MSCI World High Dividend Yield NR USD. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.30% for ENGW.L and 0.29% for VHYG.L.

Portfolio Optimizer

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