GGRP.L vs. VHYL.AS

Last updated Jun 14, 2026

GGRP.L (WisdomTree Global Quality Dividend Growth UCITS ETF - USD) and VHYL.AS (Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing) are both Global Equities funds - GGRP.L tracks the WisdomTree Global Developed Quality Dividend Growth while VHYL.AS tracks the FTSE All-World High Dividend Yield Index. Both are passively managed. Over the past 5 years, GGRP.L returned 8.98%/yr vs 11.86%/yr for VHYL.AS. Their correlation of 0.80 suggests significant overlap in exposure. GGRP.L charges 0.38%/yr vs 0.29%/yr for VHYL.AS.

Performance

GGRP.L vs. VHYL.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L) and Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, GGRP.L achieves a 4.96% return, which is significantly lower than VHYL.AS's 12.90% return.

GGRP.L

• 1D: 1.23%
• 1M: 1.31%
• YTD: 4.96%
• 6M: 5.26%
• 1Y: 17.19%
• 3Y*: 10.37%
• 5Y*: 8.98%
• 10Y*: —

VHYL.AS

• 1D: 1.57%
• 1M: 2.02%
• YTD: 12.90%
• 6M: 13.64%
• 1Y: 28.84%
• 3Y*: 16.17%
• 5Y*: 11.86%
• 10Y*: 11.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GGRP.L vs. VHYL.AS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GGRP.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD	4.96%	8.49%	11.07%	11.60%	-3.21%	20.97%	11.56%	28.30%	-5.39%	17.37%
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing	12.90%	18.41%	11.47%	4.89%	5.34%	20.27%	-3.63%	15.94%	-6.08%	9.29%

Correlation

The correlation between GGRP.L and VHYL.AS is 0.75, 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	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.76
Correlation (All Time) Calculated using the full available price history since Nov 2, 2016	0.80

The correlation between GGRP.L and VHYL.AS has been stable across timeframes, ranging from 0.75 to 0.80 - a consistent structural relationship.

Return for Risk

GGRP.L vs. VHYL.AS — Risk / Return Rank

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

GGRP.L

GGRP.L Risk / Return Rank: 52
GGRP.L Sharpe Ratio Rank: 54
GGRP.L Sortino Ratio Rank: 57
GGRP.L Omega Ratio Rank: 55
GGRP.L Calmar Ratio Rank: 44
GGRP.L Martin Ratio Rank: 50

VHYL.AS

VHYL.AS Risk / Return Rank: 91
VHYL.AS Sharpe Ratio Rank: 92
VHYL.AS Sortino Ratio Rank: 93
VHYL.AS Omega Ratio Rank: 92
VHYL.AS Calmar Ratio Rank: 88
VHYL.AS Martin Ratio Rank: 89

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.

GGRP.L vs. VHYL.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.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.

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.

	GGRP.L	VHYL.AS	Difference
Sharpe ratio: Return per unit of total volatility	1.61	3.19	-1.58
Sortino ratio: Return per unit of downside risk	2.40	4.41	-2.01
Omega ratio: Gain probability vs. loss probability	1.30	1.60	-0.31
Calmar ratio: Return relative to maximum drawdown	1.92	4.14	-2.22
Martin ratio: Return relative to average drawdown	7.40	15.36	-7.95

GGRP.L vs. VHYL.AS - Sharpe Ratio Comparison

The current GGRP.L Sharpe Ratio is 1.61, which is lower than the VHYL.AS Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of GGRP.L and VHYL.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GGRP.L vs. VHYL.AS - Drawdown Comparison

The maximum GGRP.L drawdown since its inception was -22.60%, smaller than the maximum VHYL.AS drawdown of -30.89%. Use the drawdown chart below to compare losses from any high point for GGRP.L and VHYL.AS.

Drawdown Indicators

	GGRP.L	VHYL.AS	Difference
Max Drawdown Largest peak-to-trough decline	-22.60%	-30.89%	+8.29%
Max Drawdown (1Y) Largest decline over 1 year	-8.59%	-6.85%	-1.74%
Max Drawdown (3Y) Largest decline over 3 years	-16.25%	-13.94%	-2.31%
Max Drawdown (5Y) Largest decline over 5 years	-16.25%	-13.94%	-2.31%
Max Drawdown (10Y) Largest decline over 10 years	—	-27.87%	—
Current Drawdown Current decline from peak	-0.26%	0.00%	-0.26%
Average Drawdown Average peak-to-trough decline	-3.89%	-7.27%	+3.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.23%	1.86%	+0.37%

Volatility

GGRP.L vs. VHYL.AS - Volatility Comparison

WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L) has a higher volatility of 3.02% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS) at 2.31%. This indicates that GGRP.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.

Volatility by Period

	GGRP.L	VHYL.AS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.02%	2.31%	+0.71%
Volatility (6M) Calculated over the trailing 6-month period	8.19%	7.12%	+1.07%
Volatility (1Y) Calculated over the trailing 1-year period	10.26%	8.90%	+1.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.02%	11.25%	+0.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.88%	13.43%	+1.45%

GGRP.L vs. VHYL.AS - Expense Ratio Comparison

GGRP.L has a 0.38% expense ratio, which is higher than VHYL.AS's 0.29% expense ratio.

Dividends

GGRP.L vs. VHYL.AS - Dividend Comparison

GGRP.L's dividend yield for the trailing twelve months is around 1.13%, less than VHYL.AS's 2.46% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GGRP.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD	1.13%	1.23%	1.61%	1.84%	2.42%	1.60%	0.84%	0.78%	2.14%	1.42%	0.00%	0.00%
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing	2.46%	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

Can I hold both GGRP.L and VHYL.AS in my portfolio?

GGRP.L and VHYL.AS have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GGRP.L or VHYL.AS?

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

Which ETF is cheaper, GGRP.L or VHYL.AS?

VHYL.AS is cheaper with a 0.29% expense ratio, compared with 0.38% for GGRP.L.

What is the main difference between GGRP.L and VHYL.AS?

GGRP.L tracks WisdomTree Global Developed Quality Dividend Growth, while VHYL.AS tracks FTSE All-World High Dividend Yield Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.38% for GGRP.L and 0.29% for VHYL.AS.