FUSD.L vs. VHYL.AS
FUSD.L (Fidelity US Quality Income ETF Inc) and VHYL.AS (Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing) are both exchange-traded funds - FUSD.L is a Large Cap Blend Equities fund tracking the Fidelity US Quality Income Index NR, while VHYL.AS is a Global Equities fund tracking the FTSE All-World High Dividend Yield Index. Both are passively managed. Over the past 5 years, FUSD.L returned 10.38%/yr vs 10.23%/yr for VHYL.AS. A 0.76 correlation means they provide meaningful diversification when combined. FUSD.L charges 0.25%/yr vs 0.29%/yr for VHYL.AS.
Performance
FUSD.L vs. VHYL.AS - Performance Comparison
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Different Trading Currencies
FUSD.L is traded in USD, while VHYL.AS is traded in EUR. To make them comparable, the VHYL.AS values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, FUSD.L achieves a 6.93% return, which is significantly lower than VHYL.AS's 10.14% return.
FUSD.L
- 1D
- -0.53%
- 1M
- 1.30%
- YTD
- 6.93%
- 6M
- 7.62%
- 1Y
- 22.06%
- 3Y*
- 16.50%
- 5Y*
- 10.38%
- 10Y*
- —
VHYL.AS
- 1D
- 0.00%
- 1M
- 0.71%
- YTD
- 10.14%
- 6M
- 12.79%
- 1Y
- 25.46%
- 3Y*
- 18.17%
- 5Y*
- 10.23%
- 10Y*
- 9.97%
FUSD.L vs. VHYL.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FUSD.L Fidelity US Quality Income ETF Inc | 6.93% | 16.47% | 15.86% | 17.14% | -12.08% | 24.36% | 10.46% | 28.68% | -6.45% | 15.03% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 10.14% | 27.49% | 9.55% | 10.41% | -5.85% | 19.14% | -0.72% | 20.52% | -11.34% | 13.11% |
Correlation
The correlation between FUSD.L and VHYL.AS is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2017 | 0.76 |
The correlation between FUSD.L and VHYL.AS has been stable across timeframes, ranging from 0.70 to 0.76 - a consistent structural relationship.
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Return for Risk
FUSD.L vs. VHYL.AS — Risk / Return Rank
FUSD.L
VHYL.AS
FUSD.L vs. VHYL.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity US Quality Income ETF Inc (FUSD.L) and Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS). 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.
| FUSD.L | VHYL.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.44 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.77 | 3.22 | -0.45 |
| Martin ratioReturn relative to average drawdown | 12.12 | 11.55 | +0.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FUSD.L | VHYL.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 2.41 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.75 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.37 | +0.39 |
Drawdowns
FUSD.L vs. VHYL.AS - Drawdown Comparison
The maximum FUSD.L drawdown since its inception was -35.98%, roughly equal to the maximum VHYL.AS drawdown of -36.02%. Use the drawdown chart below to compare losses from any high point for FUSD.L and VHYL.AS.
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Drawdown Indicators
| FUSD.L | VHYL.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.98% | -36.02% | +0.04% |
Max Drawdown (1Y)Largest decline over 1 year | -7.94% | -7.74% | -0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -17.60% | -13.58% | -4.02% |
Max Drawdown (5Y)Largest decline over 5 years | -20.25% | -20.99% | +0.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.02% | — |
Current DrawdownCurrent decline from peak | -1.20% | -1.60% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -8.88% | +4.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 2.17% | -0.35% |
Volatility
FUSD.L vs. VHYL.AS - Volatility Comparison
Fidelity US Quality Income ETF Inc (FUSD.L) has a higher volatility of 2.71% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS) at 2.54%. This indicates that FUSD.L's price experiences larger fluctuations and is considered to be riskier than VHYL.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FUSD.L | VHYL.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 2.54% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 7.74% | 8.20% | -0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.35% | 10.34% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.69% | 13.39% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.80% | 14.66% | +1.14% |
FUSD.L vs. VHYL.AS - Expense Ratio Comparison
FUSD.L has a 0.25% expense ratio, which is lower than VHYL.AS's 0.29% expense ratio.
Dividends
FUSD.L vs. VHYL.AS - Dividend Comparison
FUSD.L's dividend yield for the trailing twelve months is around 1.44%, less than VHYL.AS's 2.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUSD.L Fidelity US Quality Income ETF Inc | 1.44% | 1.47% | 0.47% | 1.04% | 0.56% | 0.94% | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 2.50% | 2.85% | 3.04% | 3.41% | 3.78% | 3.03% | 3.08% | 3.24% | 3.68% | 3.13% | 3.02% | 3.25% |
Frequently Asked Questions
FUSD.L and VHYL.AS have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FUSD.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FUSD.L is cheaper with a 0.25% expense ratio, compared with 0.29% for VHYL.AS.
FUSD.L is categorized as Large Cap Blend Equities, while VHYL.AS is Global Equities. FUSD.L tracks Fidelity US Quality Income Index NR, while VHYL.AS tracks FTSE All-World High Dividend Yield Index. They also come from different issuers: Fidelity and Vanguard. Their fees differ too: 0.25% for FUSD.L and 0.29% for VHYL.AS.
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