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IEDL.L vs. VYMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IEDL.L vs. VYMI

Last updated Jun 4, 2026

IEDL.L (iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - IEDL.L is a Europe Equities fund tracking the MSCI Europe Value NR EUR, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Both are passively managed. Over the past 5 years, IEDL.L returned 14.48%/yr vs 13.00%/yr for VYMI. A 0.66 correlation means they provide meaningful diversification when combined. IEDL.L charges 0.25%/yr vs 0.07%/yr for VYMI.

Performance

IEDL.L vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) and Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IEDL.L is traded in EUR, while VYMI is traded in USD. To make them comparable, the VYMI values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IEDL.L achieves a 14.13% return, which is significantly higher than VYMI's 12.64% return.

IEDL.L

1D
-0.48%
1M
4.00%
YTD
14.13%
6M
18.09%
1Y
33.31%
3Y*
21.46%
5Y*
14.48%
10Y*
—

VYMI

1D
-0.79%
1M
2.78%
YTD
12.64%
6M
15.40%
1Y
27.63%
3Y*
18.65%
5Y*
13.00%
10Y*
10.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEDL.L vs. VYMI - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)		14.13%35.00%10.46%13.50%-3.75%26.71%-8.76%21.78%-12.14%
VYMI
Vanguard International High Dividend Yield ETF		12.64%21.67%14.12%13.56%-1.26%24.02%-9.26%21.11%-7.97%

Correlation

The correlation between IEDL.L and VYMI is 0.68, 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

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.64

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2018

0.66

The correlation between IEDL.L and VYMI has been stable across timeframes, ranging from 0.64 to 0.68 - a consistent structural relationship.

IEDL.L vs. VYMI - Sectors Allocation Comparison

Sectors
IEDL.L
VYMI

Financial Services

22.6%
41.9%

Industrials

17.0%
6.6%

Healthcare

12.3%
6.6%

Technology

12.2%
4.3%

Consumer Defensive

8.6%
7.0%

Basic Materials

6.2%
6.8%

Consumer Cyclical

6.2%
6.5%

Energy

5.1%
9.5%

Utilities

4.5%
5.6%

Communication Services

3.7%
4.0%

Real Estate

0.6%
1.3%

Financial Services

IEDL.L
22.6%
VYMI
41.9%

Industrials

IEDL.L
17.0%
VYMI
6.6%

Healthcare

IEDL.L
12.3%
VYMI
6.6%

Technology

IEDL.L
12.2%
VYMI
4.3%

Consumer Defensive

IEDL.L
8.6%
VYMI
7.0%

Basic Materials

IEDL.L
6.2%
VYMI
6.8%

Consumer Cyclical

IEDL.L
6.2%
VYMI
6.5%

Energy

IEDL.L
5.1%
VYMI
9.5%

Utilities

IEDL.L
4.5%
VYMI
5.6%

Communication Services

IEDL.L
3.7%
VYMI
4.0%

Real Estate

IEDL.L
0.6%
VYMI
1.3%

Compare stocks, funds, or ETFs

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iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)

Vanguard International High Dividend Yield ETF

Often compared with IEDL.L:
IEDL.L vs. S7XP.LIEDL.L vs. XHYG.DEIEDL.L vs. MVEW.DEIEDL.L vs. T3KE.DEIEDL.L vs. EUMD.LIEDL.L vs. CNX1.LIEDL.L vs. VEUR.L
Often compared with VYMI:
VYMI vs. VYMVYMI vs. SCHYVYMI vs. SCHDVYMI vs. VIGIVYMI vs. VOOVYMI vs. IDEVVYMI vs. VT

Return for Risk

IEDL.L vs. VYMI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IEDL.L
IEDL.L Risk / Return Rank: 7272
Overall Rank
IEDL.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IEDL.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IEDL.L Omega Ratio Rank: 7575
Omega Ratio Rank
IEDL.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
IEDL.L Martin Ratio Rank: 6969
Martin Ratio Rank
VYMI
VYMI Risk / Return Rank: 6666
Overall Rank
VYMI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 6868
Sortino Ratio Rank
VYMI Omega Ratio Rank: 6969
Omega Ratio Rank
VYMI Calmar Ratio Rank: 5959
Calmar Ratio Rank
VYMI Martin Ratio Rank: 6464
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.

IEDL.L vs. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) and Vanguard International High Dividend Yield ETF (VYMI). 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.

IEDL.LVYMIDifference
Sharpe ratioReturn per unit of total volatility
2.44
2.51

-0.07

Sortino ratioReturn per unit of downside risk
3.32
3.40

-0.08

Omega ratioGain probability vs. loss probability

1.45

1.48

-0.03

Calmar ratioReturn relative to maximum drawdown

3.42

3.36

+0.06

Martin ratioReturn relative to average drawdown

12.72

14.65

-1.93

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IEDL.L vs. VYMI - Sharpe Ratio Comparison

The current IEDL.L Sharpe Ratio is 2.44, which is comparable to the VYMI Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of IEDL.L and VYMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

IEDL.LVYMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

2.51

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

1.04

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.65

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.65

-0.06

Drawdowns

IEDL.L vs. VYMI - Drawdown Comparison

The maximum IEDL.L drawdown since its inception was -39.74%, which is greater than VYMI's maximum drawdown of -36.04%. Use the drawdown chart below to compare losses from any high point for IEDL.L and VYMI.

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Drawdown Indicators

IEDL.LVYMIDifference

Max Drawdown

Largest peak-to-trough decline

-39.74%

-36.04%

-3.70%

Max Drawdown (1Y)

Largest decline over 1 year

-9.70%

-8.27%

-1.43%

Max Drawdown (3Y)

Largest decline over 3 years

-17.52%

-13.70%

-3.82%

Max Drawdown (5Y)

Largest decline over 5 years

-19.57%

-13.70%

-5.87%

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.04%

—

Current Drawdown

Current decline from peak

-0.66%

-1.05%

+0.39%

Average Drawdown

Average peak-to-trough decline

-6.19%

-3.98%

-2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

1.89%

+0.72%

Volatility

IEDL.L vs. VYMI - Volatility Comparison

iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) has a higher volatility of 4.83% compared to Vanguard International High Dividend Yield ETF (VYMI) at 3.23%. This indicates that IEDL.L's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IEDL.LVYMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

3.23%

+1.60%

Volatility (6M)

Calculated over the trailing 6-month period

10.95%

9.02%

+1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

13.60%

11.05%

+2.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.42%

12.54%

+2.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.97%

15.77%

+2.20%

IEDL.L vs. VYMI - Expense Ratio Comparison

IEDL.L has a 0.25% expense ratio, which is higher than VYMI's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

IEDL.L vs. VYMI - Dividend Comparison

IEDL.L's dividend yield for the trailing twelve months is around 3.01%, less than VYMI's 3.44% yield.

PositionTTM2025202420232022202120202019201820172016
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)		3.01%3.44%4.22%4.76%4.23%3.56%2.32%3.86%3.19%0.00%0.00%
VYMI
Vanguard International High Dividend Yield ETF		3.44%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%

Frequently Asked Questions

IEDL.L and VYMI have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VYMI is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VYMI is cheaper with a 0.07% expense ratio, compared with 0.25% for IEDL.L.

IEDL.L is categorized as Europe Equities, while VYMI is Dividend. IEDL.L tracks MSCI Europe Value NR EUR, while VYMI tracks FTSE All-World ex US High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for IEDL.L and 0.07% for VYMI.

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