HIWS.L vs. VHYG.L
Compare and contrast key facts about HSBC MSCI World Islamic Screened UCITS ETF USD Acc (HIWS.L) and Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.L).
HIWS.L and VHYG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HIWS.L is a passively managed fund by HSBC that tracks the performance of the MSCI World Islamic Universal Screened Select Index. It was launched on Dec 9, 2022. VHYG.L is a passively managed fund by Vanguard that tracks the performance of the MSCI World High Dividend Yield NR USD. It was launched on Sep 24, 2019. Both HIWS.L and VHYG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
HIWS.L vs. VHYG.L - Performance Comparison
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HIWS.L vs. VHYG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HIWS.L HSBC MSCI World Islamic Screened UCITS ETF USD Acc | 1.03% | 13.05% | 8.10% | 19.20% | -3.08% |
VHYG.L Vanguard FTSE All-World High Dividend Yield UCITS ETF | 6.52% | 18.36% | 10.99% | 5.01% | -0.25% |
Returns By Period
In the year-to-date period, HIWS.L achieves a 1.03% return, which is significantly lower than VHYG.L's 6.52% return.
HIWS.L
- 1D
- 2.08%
- 1M
- -3.77%
- YTD
- 1.03%
- 6M
- 6.42%
- 1Y
- 23.00%
- 3Y*
- 11.47%
- 5Y*
- —
- 10Y*
- —
VHYG.L
- 1D
- -24.52%
- 1M
- -0.52%
- YTD
- 6.52%
- 6M
- 11.72%
- 1Y
- 22.07%
- 3Y*
- 13.99%
- 5Y*
- 11.54%
- 10Y*
- —
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HIWS.L vs. VHYG.L - Expense Ratio Comparison
HIWS.L has a 0.30% expense ratio, which is higher than VHYG.L's 0.29% expense ratio.
Return for Risk
HIWS.L vs. VHYG.L — Risk / Return Rank
HIWS.L
VHYG.L
HIWS.L vs. VHYG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI World Islamic Screened UCITS ETF USD Acc (HIWS.L) and Vanguard FTSE All-World High Dividend Yield UCITS ETF (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.
| HIWS.L | VHYG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.44 | 0.50 | +0.94 |
Sortino ratioReturn per unit of downside risk | 2.05 | 1.11 | +0.94 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.36 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 3.17 | 1.06 | +2.12 |
Martin ratioReturn relative to average drawdown | 11.20 | 11.16 | +0.03 |
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
| HIWS.L | VHYG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.44 | 0.50 | +0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.26 | +0.56 |
Correlation
The correlation between HIWS.L and VHYG.L is 0.67, 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
HIWS.L vs. VHYG.L - Dividend Comparison
Neither HIWS.L nor VHYG.L has paid dividends to shareholders.
Drawdowns
HIWS.L vs. VHYG.L - Drawdown Comparison
The maximum HIWS.L drawdown since its inception was -21.14%, smaller than the maximum VHYG.L drawdown of -39.80%. Use the drawdown chart below to compare losses from any high point for HIWS.L and VHYG.L.
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Drawdown Indicators
| HIWS.L | VHYG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.14% | -39.80% | +18.66% |
Max Drawdown (1Y)Largest decline over 1 year | -9.56% | -24.52% | +14.96% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.52% | — |
Current DrawdownCurrent decline from peak | -4.34% | -24.52% | +20.18% |
Average DrawdownAverage peak-to-trough decline | -2.88% | -8.40% | +5.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 2.32% | -0.24% |
Volatility
HIWS.L vs. VHYG.L - Volatility Comparison
The current volatility for HSBC MSCI World Islamic Screened UCITS ETF USD Acc (HIWS.L) is 5.03%, while Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.L) has a volatility of 41.94%. This indicates that HIWS.L experiences smaller price fluctuations and is considered to be less risky 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
| HIWS.L | VHYG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 41.94% | -36.91% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 41.57% | -31.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.94% | 43.69% | -27.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.63% | 21.89% | -8.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.63% | 23.00% | -9.37% |