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EXV6.DE vs. VHYL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXV6.DE vs. VHYL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Basic Resources UCITS ETF (DE) (EXV6.DE) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EXV6.DE is traded in EUR, while VHYL.L is traded in GBP. To make them comparable, the VHYL.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EXV6.DE achieves a 13.67% return, which is significantly lower than VHYL.L's 16.14% return. Over the past 10 years, EXV6.DE has outperformed VHYL.L with an annualized return of 13.41%, while VHYL.L has yielded a comparatively lower 9.48% annualized return.


EXV6.DE

1D
-0.90%
1M
-7.75%
6M
4.86%
YTD
13.67%
1Y
55.84%
3Y*
14.31%
5Y*
9.15%
10Y*
13.41%
ALL TIME*
4.47%

VHYL.L

1D
-0.14%
1M
1.87%
6M
12.25%
YTD
16.14%
1Y
28.06%
3Y*
16.52%
5Y*
12.31%
10Y*
9.48%
ALL TIME*
9.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXV6.DE vs. VHYL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXV6.DE
iShares STOXX Europe 600 Basic Resources UCITS ETF (DE)
13.67%33.18%-8.72%-2.31%9.36%26.74%12.82%22.32%-13.59%22.50%
VHYL.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
16.14%12.06%16.59%7.48%0.49%26.99%-8.77%24.44%-7.74%4.51%

Correlation

The correlation between EXV6.DE and VHYL.L is 0.54, 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

0.54

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

0.52

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

0.55

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since May 21, 2013

0.59

The correlation between EXV6.DE and VHYL.L has been stable across timeframes, ranging from 0.52 to 0.59 - a consistent structural relationship.

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Return for Risk

EXV6.DE vs. VHYL.L — Risk / Return Rank

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

EXV6.DE
EXV6.DE Risk / Return Rank: 7878
Overall Rank
EXV6.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EXV6.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
EXV6.DE Omega Ratio Rank: 7676
Omega Ratio Rank
EXV6.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
EXV6.DE Martin Ratio Rank: 7070
Martin Ratio Rank

VHYL.L
VHYL.L Risk / Return Rank: 9292
Overall Rank
VHYL.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VHYL.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
VHYL.L Omega Ratio Rank: 9595
Omega Ratio Rank
VHYL.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
VHYL.L Martin Ratio Rank: 8686
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.

EXV6.DE vs. VHYL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Basic Resources UCITS ETF (DE) (EXV6.DE) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYL.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.


EXV6.DEVHYL.LDifference
Sharpe ratioReturn per unit of total volatility

-1.09

Sortino ratioReturn per unit of downside risk

-1.66

Omega ratioGain probability vs. loss probability

1.33

1.61

-0.28

Calmar ratioReturn relative to maximum drawdown

3.02

4.81

-1.79

Martin ratioReturn relative to average drawdown

9.30

18.56

-9.25

EXV6.DE vs. VHYL.L - Sharpe Ratio Comparison

The current EXV6.DE Sharpe Ratio is 2.04, which is lower than the VHYL.L Sharpe Ratio of 3.13. The chart below compares the historical Sharpe Ratios of EXV6.DE and VHYL.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

EXV6.DE vs. VHYL.L - Drawdown Comparison

The maximum EXV6.DE drawdown since its inception was -73.84%, which is greater than VHYL.L's maximum drawdown of -34.06%. Use the drawdown chart below to compare losses from any high point for EXV6.DE and VHYL.L.


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Drawdown Indicators


EXV6.DEVHYL.LDifference

Max Drawdown

Largest peak-to-trough decline

-73.84%

-34.06%

-39.78%

Max Drawdown (1Y)

Largest decline over 1 year

-18.40%

-5.80%

-12.60%

Max Drawdown (3Y)

Largest decline over 3 years

-33.37%

-15.73%

-17.64%

Max Drawdown (5Y)

Largest decline over 5 years

-37.26%

-15.73%

-21.53%

Max Drawdown (10Y)

Largest decline over 10 years

-45.38%

-34.06%

-11.32%

Current Drawdown

Current decline from peak

-16.27%

-0.30%

-15.97%

Average Drawdown

Average peak-to-trough decline

-31.23%

-4.35%

-26.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.98%

1.51%

+4.47%

Volatility

EXV6.DE vs. VHYL.L - Volatility Comparison

iShares STOXX Europe 600 Basic Resources UCITS ETF (DE) (EXV6.DE) has a higher volatility of 8.93% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYL.L) at 1.83%. This indicates that EXV6.DE's price experiences larger fluctuations and is considered to be riskier than VHYL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXV6.DEVHYL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.93%

1.83%

+7.10%

Volatility (6M)

Calculated over the trailing 6-month period

23.93%

6.89%

+17.04%

Volatility (1Y)

Calculated over the trailing 1-year period

27.31%

8.95%

+18.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.44%

11.43%

+15.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.22%

13.64%

+13.58%

EXV6.DE vs. VHYL.L - Expense Ratio Comparison

EXV6.DE has a 0.46% expense ratio, which is higher than VHYL.L's 0.29% expense ratio.


Dividends

EXV6.DE vs. VHYL.L - Dividend Comparison

EXV6.DE's dividend yield for the trailing twelve months is around 1.81%, less than VHYL.L's 2.53% yield.


PositionTTM20252024202320222021202020192018201720162015
EXV6.DE
iShares STOXX Europe 600 Basic Resources UCITS ETF (DE)
1.81%1.95%3.23%3.57%6.02%5.15%2.86%5.56%2.93%2.14%1.80%5.20%
VHYL.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
2.53%2.79%3.08%3.37%3.67%3.08%3.28%3.34%3.63%3.09%2.88%3.20%

Frequently Asked Questions


EXV6.DE and VHYL.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VHYL.L is cheaper with a 0.29% expense ratio, compared with 0.46% for EXV6.DE.

EXV6.DE is categorized as Industrials Equities, while VHYL.L is Dividend. EXV6.DE tracks STOXX® Europe 600 Basic Resources, while VHYL.L tracks FTSE All-World High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.46% for EXV6.DE and 0.29% for VHYL.L.

Portfolio Optimizer

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