IDVY.L vs. VHYL.AS
IDVY.L (iShares EURO Dividend UCITS) and VHYL.AS (Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing) are both exchange-traded funds - IDVY.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while VHYL.AS is a Global Equities fund tracking the FTSE All-World High Dividend Yield Index. Both are passively managed. Over the past 10 years, IDVY.L returned 9.21%/yr vs 10.73%/yr for VHYL.AS. A 0.71 correlation means they provide meaningful diversification when combined. IDVY.L charges 0.40%/yr vs 0.29%/yr for VHYL.AS.
Performance
IDVY.L vs. VHYL.AS - Performance Comparison
Loading charts...
Different Trading Currencies
IDVY.L is traded in GBp, while VHYL.AS is traded in EUR. To make them comparable, the VHYL.AS values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, IDVY.L achieves a 7.47% return, which is significantly lower than VHYL.AS's 11.78% return. Over the past 10 years, IDVY.L has underperformed VHYL.AS with an annualized return of 9.21%, while VHYL.AS has yielded a comparatively higher 10.73% annualized return.
IDVY.L
- 1D
- 0.59%
- 1M
- 3.64%
- YTD
- 7.47%
- 6M
- 10.08%
- 1Y
- 25.25%
- 3Y*
- 21.28%
- 5Y*
- 10.17%
- 10Y*
- 9.21%
VHYL.AS
- 1D
- 0.32%
- 1M
- 3.68%
- YTD
- 11.78%
- 6M
- 13.05%
- 1Y
- 28.40%
- 3Y*
- 16.07%
- 5Y*
- 11.66%
- 10Y*
- 10.73%
IDVY.L vs. VHYL.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDVY.L iShares EURO Dividend UCITS | 7.47% | 50.03% | 4.50% | 3.07% | -7.25% | 16.41% | -12.91% | 15.92% | -9.44% | 14.46% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 11.78% | 18.42% | 11.46% | 4.89% | 5.35% | 20.27% | -3.63% | 15.95% | -6.09% | 9.29% |
Correlation
The correlation between IDVY.L and VHYL.AS is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jun 6, 2013 | 0.71 |
The correlation between IDVY.L and VHYL.AS shifts across timeframes, from 0.61 (3 years) to 0.71 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IDVY.L vs. VHYL.AS — Risk / Return Rank
IDVY.L
VHYL.AS
IDVY.L vs. VHYL.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO Dividend UCITS (IDVY.L) and Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS). 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.
| IDVY.L | VHYL.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.61 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.82 | 4.09 | -1.27 |
| Martin ratioReturn relative to average drawdown | 9.79 | 15.17 | -5.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IDVY.L | VHYL.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 3.19 | -1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 1.02 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.79 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.69 | -0.27 |
Drawdowns
IDVY.L vs. VHYL.AS - Drawdown Comparison
The maximum IDVY.L drawdown since its inception was -60.84%, which is greater than VHYL.AS's maximum drawdown of -27.87%. Use the drawdown chart below to compare losses from any high point for IDVY.L and VHYL.AS.
Loading charts...
Drawdown Indicators
| IDVY.L | VHYL.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.84% | -27.87% | -32.97% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -6.85% | -2.07% |
Max Drawdown (3Y)Largest decline over 3 years | -10.50% | -13.94% | +3.44% |
Max Drawdown (5Y)Largest decline over 5 years | -20.95% | -13.94% | -7.01% |
Max Drawdown (10Y)Largest decline over 10 years | -39.08% | -27.87% | -11.21% |
Current DrawdownCurrent decline from peak | -0.98% | 0.00% | -0.98% |
Average DrawdownAverage peak-to-trough decline | -12.30% | -3.59% | -8.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 1.86% | +0.71% |
Volatility
IDVY.L vs. VHYL.AS - Volatility Comparison
iShares EURO Dividend UCITS (IDVY.L) has a higher volatility of 3.50% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS) at 2.25%. This indicates that IDVY.L's price experiences larger fluctuations and is considered to be riskier than VHYL.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IDVY.L | VHYL.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.50% | 2.25% | +1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 7.00% | +2.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.94% | 8.78% | +3.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.36% | 11.23% | +4.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 13.42% | +3.97% |
IDVY.L vs. VHYL.AS - Expense Ratio Comparison
IDVY.L has a 0.40% expense ratio, which is higher than VHYL.AS's 0.29% expense ratio.
Dividends
IDVY.L vs. VHYL.AS - Dividend Comparison
IDVY.L's dividend yield for the trailing twelve months is around 4.61%, more than VHYL.AS's 2.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDVY.L iShares EURO Dividend UCITS | 4.61% | 5.00% | 7.04% | 6.70% | 5.92% | 4.40% | 3.97% | 5.68% | 5.34% | 4.40% | 4.63% | 10.91% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 2.49% | 2.85% | 3.03% | 3.40% | 3.78% | 3.03% | 3.08% | 3.24% | 3.68% | 3.13% | 3.02% | 3.25% |
Frequently Asked Questions
IDVY.L and VHYL.AS have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VHYL.AS is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VHYL.AS is cheaper with a 0.29% expense ratio, compared with 0.40% for IDVY.L.
IDVY.L is categorized as Europe Equities, while VHYL.AS is Global Equities. IDVY.L tracks MSCI EMU NR EUR, while VHYL.AS tracks FTSE All-World High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.40% for IDVY.L and 0.29% for VHYL.AS.
Find the right allocation for IDVY.L and VHYL.AS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer