HFEL.L vs. VUKE.L
Compare and contrast key facts about Henderson Far East Income Ltd (HFEL.L) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L).
VUKE.L is a passively managed fund by Vanguard that tracks the performance of the FTSE AllSh TR GBP. It was launched on May 22, 2012.
Performance
HFEL.L vs. VUKE.L - Performance Comparison
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HFEL.L vs. VUKE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HFEL.L Henderson Far East Income Ltd | 7.21% | 16.31% | 19.07% | -13.15% | 0.88% | -2.77% | -4.06% | 12.75% | -3.42% | 16.89% |
VUKE.L Vanguard FTSE 100 UCITS ETF Distributing | 5.05% | 26.19% | 9.55% | 7.05% | 5.29% | 17.69% | -11.61% | 17.49% | -8.79% | 11.87% |
Different Trading Currencies
HFEL.L is traded in GBp, while VUKE.L is traded in GBP. To make them comparable, the VUKE.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, HFEL.L achieves a 7.21% return, which is significantly higher than VUKE.L's 5.05% return. Over the past 10 years, HFEL.L has underperformed VUKE.L with an annualized return of 7.09%, while VUKE.L has yielded a comparatively higher 9.32% annualized return.
HFEL.L
- 1D
- 1.01%
- 1M
- -5.65%
- YTD
- 7.21%
- 6M
- 9.24%
- 1Y
- 28.40%
- 3Y*
- 9.88%
- 5Y*
- 4.41%
- 10Y*
- 7.09%
VUKE.L
- 1D
- 1.78%
- 1M
- -3.41%
- YTD
- 5.05%
- 6M
- 11.29%
- 1Y
- 24.19%
- 3Y*
- 14.69%
- 5Y*
- 12.86%
- 10Y*
- 9.32%
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Return for Risk
HFEL.L vs. VUKE.L — Risk / Return Rank
HFEL.L
VUKE.L
HFEL.L vs. VUKE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Henderson Far East Income Ltd (HFEL.L) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.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.
| HFEL.L | VUKE.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.65 | 1.85 | -0.19 |
Sortino ratioReturn per unit of downside risk | 2.19 | 2.32 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.40 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.78 | 2.63 | +0.15 |
Martin ratioReturn relative to average drawdown | 9.42 | 10.44 | -1.01 |
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
| HFEL.L | VUKE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 1.85 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 1.02 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.62 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | — | 0.58 | — |
Correlation
The correlation between HFEL.L and VUKE.L is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
HFEL.L vs. VUKE.L - Dividend Comparison
HFEL.L's dividend yield for the trailing twelve months is around 9.96%, more than VUKE.L's 3.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HFEL.L Henderson Far East Income Ltd | 9.96% | 10.40% | 10.72% | 11.26% | 8.71% | 7.93% | 7.04% | 6.13% | 6.26% | 5.49% | 5.83% | 6.61% |
VUKE.L Vanguard FTSE 100 UCITS ETF Distributing | 3.01% | 3.12% | 3.74% | 3.82% | 3.94% | 3.90% | 3.02% | 4.65% | 4.64% | 3.99% | 3.75% | 4.25% |
Drawdowns
HFEL.L vs. VUKE.L - Drawdown Comparison
The maximum HFEL.L drawdown since its inception was -60,394.88%, which is greater than VUKE.L's maximum drawdown of -34.27%. Use the drawdown chart below to compare losses from any high point for HFEL.L and VUKE.L.
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Drawdown Indicators
| HFEL.L | VUKE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60,394.88% | -34.27% | -60,360.61% |
Max Drawdown (1Y)Largest decline over 1 year | -12.06% | -10.66% | -1.40% |
Max Drawdown (5Y)Largest decline over 5 years | -26.99% | -12.83% | -14.16% |
Max Drawdown (10Y)Largest decline over 10 years | -33.94% | -34.27% | +0.33% |
Current DrawdownCurrent decline from peak | -55,833.83% | -4.56% | -55,829.27% |
Average DrawdownAverage peak-to-trough decline | -13,549.26% | -4.27% | -13,544.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.35% | +0.70% |
Volatility
HFEL.L vs. VUKE.L - Volatility Comparison
Henderson Far East Income Ltd (HFEL.L) has a higher volatility of 5.56% compared to Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) at 5.27%. This indicates that HFEL.L's price experiences larger fluctuations and is considered to be riskier than VUKE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HFEL.L | VUKE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 5.27% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 8.34% | +3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.15% | 13.06% | +4.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.04% | 12.61% | +2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.89% | 14.99% | +2.90% |