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IEDY.L vs. VHYG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEDY.L vs. VHYG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares EM Dividend UCITS ETF USD (Dist) (IEDY.L) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating (VHYG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IEDY.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, IEDY.L achieves a 8.81% return, which is significantly lower than VHYG.L's 13.25% return.


IEDY.L

1D
-0.48%
1M
-1.73%
6M
4.81%
YTD
8.81%
1Y
21.22%
3Y*
18.40%
5Y*
4.73%
10Y*
6.34%

VHYG.L

1D
-0.19%
1M
0.74%
6M
10.00%
YTD
13.25%
1Y
26.46%
3Y*
18.02%
5Y*
11.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEDY.L vs. VHYG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IEDY.L
iShares EM Dividend UCITS ETF USD (Dist)
8.81%27.60%7.02%19.23%-30.77%11.02%-2.56%7.93%
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 IEDY.L and VHYG.L is 0.59, 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

0.59

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

0.63

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

0.64

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2019

0.65

The correlation between IEDY.L and VHYG.L has been stable across timeframes, ranging from 0.59 to 0.65 - a consistent structural relationship.

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Return for Risk

IEDY.L vs. VHYG.L — Risk / Return Rank

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

IEDY.L
IEDY.L Risk / Return Rank: 5757
Overall Rank
IEDY.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IEDY.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
IEDY.L Omega Ratio Rank: 5555
Omega Ratio Rank
IEDY.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
IEDY.L Martin Ratio Rank: 5454
Martin Ratio Rank

VHYG.L
VHYG.L Risk / Return Rank: 9090
Overall Rank
VHYG.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
VHYG.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
VHYG.L Omega Ratio Rank: 9393
Omega Ratio Rank
VHYG.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
VHYG.L Martin Ratio Rank: 8585
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.

IEDY.L vs. VHYG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EM Dividend UCITS ETF USD (Dist) (IEDY.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.


IEDY.LVHYG.LDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.44

Omega ratioGain probability vs. loss probability

1.26

1.45

-0.19

Calmar ratioReturn relative to maximum drawdown

2.35

3.36

-1.01

Martin ratioReturn relative to average drawdown

6.85

11.81

-4.96

IEDY.L vs. VHYG.L - Sharpe Ratio Comparison

The current IEDY.L Sharpe Ratio is 1.47, which is lower than the VHYG.L Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of IEDY.L and VHYG.L, 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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Drawdowns

IEDY.L vs. VHYG.L - Drawdown Comparison

The maximum IEDY.L drawdown since its inception was -48.42%, 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 IEDY.L and VHYG.L.


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Drawdown Indicators


IEDY.LVHYG.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.42%

-44.36%

-4.06%

Max Drawdown (1Y)

Largest decline over 1 year

-9.00%

-7.83%

-1.17%

Max Drawdown (3Y)

Largest decline over 3 years

-14.34%

-18.74%

+4.40%

Max Drawdown (5Y)

Largest decline over 5 years

-41.24%

-21.65%

-19.59%

Max Drawdown (10Y)

Largest decline over 10 years

-41.24%

Current Drawdown

Current decline from peak

-5.65%

-0.39%

-5.26%

Average Drawdown

Average peak-to-trough decline

-15.43%

-8.69%

-6.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

2.23%

+0.86%

Volatility

IEDY.L vs. VHYG.L - Volatility Comparison

iShares EM Dividend UCITS ETF USD (Dist) (IEDY.L) has a higher volatility of 3.69% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating (VHYG.L) at 1.92%. This indicates that IEDY.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


IEDY.LVHYG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

1.92%

+1.77%

Volatility (6M)

Calculated over the trailing 6-month period

11.92%

8.32%

+3.60%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

10.53%

+3.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.26%

19.10%

-1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.36%

21.23%

-2.87%

IEDY.L vs. VHYG.L - Expense Ratio Comparison

IEDY.L has a 0.65% expense ratio, which is higher than VHYG.L's 0.29% expense ratio.


Dividends

IEDY.L vs. VHYG.L - Dividend Comparison

IEDY.L's dividend yield for the trailing twelve months is around 5.12%, while VHYG.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IEDY.L
iShares EM Dividend UCITS ETF USD (Dist)
5.12%5.72%7.94%7.91%9.38%6.57%4.79%5.59%5.69%3.96%4.59%6.51%
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


IEDY.L and VHYG.L have a correlation of 0.59, 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 0.65% for IEDY.L.

IEDY.L tracks Dow Jones Emerging Markets Select Dividend Index (USD) CLOSE NTR, while VHYG.L tracks FTSE All-World High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.65% for IEDY.L and 0.29% for VHYG.L.

Portfolio Optimizer

Find the right allocation for IEDY.L and VHYG.L

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