IDUP.L vs. VHYG.L
IDUP.L (iShares US Property Yield UCITS ETF USD (Dist)) and VHYG.L (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating) are both exchange-traded funds - IDUP.L is a REIT fund tracking the FTSE EPRA Nareit US Dividend+ Net of Tax Index (USD), 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, IDUP.L returned 3.85%/yr vs 11.59%/yr for VHYG.L. A 0.56 correlation means they provide meaningful diversification when combined. IDUP.L charges 0.40%/yr vs 0.29%/yr for VHYG.L.
Performance
IDUP.L vs. VHYG.L - Performance Comparison
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Different Trading Currencies
IDUP.L is traded in USD, while VHYG.L is traded in GBP. To make them comparable, the VHYG.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IDUP.L achieves a 19.54% return, which is significantly higher than VHYG.L's 13.25% return.
IDUP.L
- 1D
- 0.88%
- 1M
- 4.01%
- 6M
- 15.63%
- YTD
- 19.54%
- 1Y
- 21.72%
- 3Y*
- 11.00%
- 5Y*
- 3.85%
- 10Y*
- 4.41%
VHYG.L
- 1D
- -0.19%
- 1M
- 0.74%
- 6M
- 10.00%
- YTD
- 13.25%
- 1Y
- 26.46%
- 3Y*
- 18.02%
- 5Y*
- 11.59%
- 10Y*
- —
IDUP.L vs. VHYG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IDUP.L iShares US Property Yield UCITS ETF USD (Dist) | 19.54% | 2.23% | 4.73% | 13.04% | -24.29% | 41.77% | -10.91% | -1.42% |
VHYG.L Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating | 13.25% | 27.30% | 9.13% | 10.56% | -5.15% | 18.20% | -0.65% | -13.19% |
Correlation
The correlation between IDUP.L and VHYG.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2019 | 0.56 |
The correlation between IDUP.L and VHYG.L shifts across timeframes, from 0.43 (1 year) to 0.57 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IDUP.L vs. VHYG.L — Risk / Return Rank
IDUP.L
VHYG.L
IDUP.L vs. VHYG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares US Property Yield UCITS ETF USD (Dist) (IDUP.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.
| IDUP.L | VHYG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.45 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 3.36 | -0.44 |
| Martin ratioReturn relative to average drawdown | 8.01 | 11.81 | -3.80 |
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Drawdowns
IDUP.L vs. VHYG.L - Drawdown Comparison
The maximum IDUP.L drawdown since its inception was -75.24%, which is greater than VHYG.L's maximum drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for IDUP.L and VHYG.L.
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Drawdown Indicators
| IDUP.L | VHYG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.24% | -44.36% | -30.88% |
Max Drawdown (1Y)Largest decline over 1 year | -7.41% | -7.83% | +0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -20.33% | -18.74% | -1.59% |
Max Drawdown (5Y)Largest decline over 5 years | -33.70% | -21.65% | -12.05% |
Max Drawdown (10Y)Largest decline over 10 years | -45.62% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.39% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -15.31% | -8.69% | -6.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 2.23% | +0.47% |
Volatility
IDUP.L vs. VHYG.L - Volatility Comparison
iShares US Property Yield UCITS ETF USD (Dist) (IDUP.L) has a higher volatility of 4.33% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating (VHYG.L) at 1.92%. This indicates that IDUP.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
| IDUP.L | VHYG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 1.92% | +2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 8.32% | +1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.15% | 10.53% | +2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.39% | 19.10% | -0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.36% | 21.23% | -0.87% |
IDUP.L vs. VHYG.L - Expense Ratio Comparison
IDUP.L has a 0.40% expense ratio, which is higher than VHYG.L's 0.29% expense ratio.
Dividends
IDUP.L vs. VHYG.L - Dividend Comparison
IDUP.L's dividend yield for the trailing twelve months is around 2.81%, while VHYG.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDUP.L iShares US Property Yield UCITS ETF USD (Dist) | 2.81% | 3.20% | 3.09% | 3.13% | 3.84% | 2.13% | 3.22% | 3.10% | 4.60% | 3.17% | 3.55% | 2.98% |
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
IDUP.L and VHYG.L have a correlation of 0.43, 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 0.40% for IDUP.L.
IDUP.L is categorized as REIT, while VHYG.L is Dividend. IDUP.L tracks FTSE EPRA Nareit US Dividend+ Net of Tax Index (USD), while VHYG.L tracks FTSE All-World High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.40% for IDUP.L and 0.29% for VHYG.L.
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