HDIQ.L vs. VHYG.L
HDIQ.L (iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist)) and VHYG.L (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating) are both exchange-traded funds - HDIQ.L is a U.S. Equity Income fund tracking the MSCI USA High Dividend Yield Advanced Select Index, while VHYG.L is a Dividend fund tracking the FTSE All-World High Dividend Yield Index. Both are passively managed. Over the past 5 years, HDIQ.L returned 12.48%/yr vs 12.10%/yr for VHYG.L. Their correlation of 0.80 suggests significant overlap in exposure. HDIQ.L charges 0.35%/yr vs 0.29%/yr for VHYG.L.
Performance
HDIQ.L vs. VHYG.L - Performance Comparison
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Different Trading Currencies
HDIQ.L is traded in GBp, while VHYG.L is traded in GBP. To make them comparable, the VHYG.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, HDIQ.L achieves a 14.04% return, which is significantly higher than VHYG.L's 13.31% return.
HDIQ.L
- 1D
- -0.16%
- 1M
- -0.73%
- 6M
- 11.08%
- YTD
- 14.04%
- 1Y
- 23.93%
- 3Y*
- 16.54%
- 5Y*
- 12.48%
- 10Y*
- 10.44%
VHYG.L
- 1D
- 0.03%
- 1M
- -0.46%
- 6M
- 9.42%
- YTD
- 13.31%
- 1Y
- 26.14%
- 3Y*
- 16.80%
- 5Y*
- 12.10%
- 10Y*
- —
HDIQ.L vs. VHYG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
HDIQ.L iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) | 14.04% | 8.74% | 17.34% | 8.04% | 4.90% | 23.47% | -3.34% | -0.77% |
VHYG.L Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating | 13.31% | 18.36% | 10.98% | 5.02% | 6.20% | 19.28% | -3.61% | -18.20% |
Correlation
The correlation between HDIQ.L and VHYG.L is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2019 | 0.80 |
The correlation between HDIQ.L and VHYG.L shifts across timeframes, from 0.63 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
HDIQ.L vs. VHYG.L — Risk / Return Rank
HDIQ.L
VHYG.L
HDIQ.L vs. VHYG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (HDIQ.L) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating (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.
| HDIQ.L | VHYG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.52 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.71 | 3.76 | +0.95 |
| Martin ratioReturn relative to average drawdown | 16.04 | 13.48 | +2.56 |
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Drawdowns
HDIQ.L vs. VHYG.L - Drawdown Comparison
The maximum HDIQ.L drawdown since its inception was -41.26%, roughly equal to the maximum VHYG.L drawdown of -39.80%. Use the drawdown chart below to compare losses from any high point for HDIQ.L and VHYG.L.
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Drawdown Indicators
| HDIQ.L | VHYG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.26% | -39.80% | -1.46% |
Max Drawdown (1Y)Largest decline over 1 year | -5.06% | -6.93% | +1.87% |
Max Drawdown (3Y)Largest decline over 3 years | -18.80% | -19.90% | +1.10% |
Max Drawdown (5Y)Largest decline over 5 years | -18.80% | -19.90% | +1.10% |
Max Drawdown (10Y)Largest decline over 10 years | -24.46% | — | — |
Current DrawdownCurrent decline from peak | -1.68% | -0.56% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -8.59% | -9.70% | +1.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 1.93% | -0.44% |
Volatility
HDIQ.L vs. VHYG.L - Volatility Comparison
iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (HDIQ.L) has a higher volatility of 2.86% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating (VHYG.L) at 1.82%. This indicates that HDIQ.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
| HDIQ.L | VHYG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | 1.82% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 7.05% | +0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.13% | 9.21% | +0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.04% | 17.56% | -4.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.25% | 19.62% | -5.37% |
HDIQ.L vs. VHYG.L - Expense Ratio Comparison
HDIQ.L has a 0.35% expense ratio, which is higher than VHYG.L's 0.29% expense ratio.
Dividends
HDIQ.L vs. VHYG.L - Dividend Comparison
HDIQ.L's dividend yield for the trailing twelve months is around 1.51%, while VHYG.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HDIQ.L iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) | 1.51% | 1.69% | 1.90% | 2.05% | 2.28% | 2.04% | 2.71% | 2.43% | 0.00% | 1.13% | 2.13% | 2.40% |
VHYG.L Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HDIQ.L and VHYG.L have a correlation of 0.63, 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 0.35% for HDIQ.L.
HDIQ.L is categorized as U.S. Equity Income, while VHYG.L is Dividend. HDIQ.L tracks MSCI USA High Dividend Yield Advanced Select Index, while VHYG.L tracks FTSE All-World High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.35% for HDIQ.L and 0.29% for VHYG.L.
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