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HFEL.L vs. VUKE.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HFEL.L vs. VUKE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Henderson Far East Income Ltd (HFEL.L) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L). The values are adjusted to include any dividend payments, if applicable.

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HFEL.L vs. VUKE.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

HFEL.L vs. VUKE.L — Risk / Return Rank

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

HFEL.L
HFEL.L Risk / Return Rank: 8484
Overall Rank
HFEL.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
HFEL.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
HFEL.L Omega Ratio Rank: 8484
Omega Ratio Rank
HFEL.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
HFEL.L Martin Ratio Rank: 8787
Martin Ratio Rank

VUKE.L
VUKE.L Risk / Return Rank: 8686
Overall Rank
VUKE.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VUKE.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
VUKE.L Omega Ratio Rank: 9191
Omega Ratio Rank
VUKE.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
VUKE.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.

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.LVUKE.LDifference

Sharpe ratio

Return per unit of total volatility

1.65

1.85

-0.19

Sortino ratio

Return per unit of downside risk

2.19

2.32

-0.13

Omega ratio

Gain probability vs. loss probability

1.33

1.40

-0.07

Calmar ratio

Return relative to maximum drawdown

2.78

2.63

+0.15

Martin ratio

Return relative to average drawdown

9.42

10.44

-1.01

HFEL.L vs. VUKE.L - Sharpe Ratio Comparison

The current HFEL.L Sharpe Ratio is 1.65, which is comparable to the VUKE.L Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of HFEL.L and VUKE.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HFEL.LVUKE.LDifference

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.


TTM20252024202320222021202020192018201720162015
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.LVUKE.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-55,833.83%

-4.56%

-55,829.27%

Average Drawdown

Average peak-to-trough decline

-13,549.26%

-4.27%

-13,544.99%

Ulcer Index

Depth 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.LVUKE.LDifference

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%