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IUSZ.DE vs. VHYG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

IUSZ.DE vs. VHYG.L

Last updated Apr 3, 2026

Compare and contrast key facts about iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.DE) and Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.L).

IUSZ.DE 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. IUSZ.DE is a passively managed fund by iShares that tracks the performance of the FTSE 100. It was launched on Apr 27, 2000. 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 IUSZ.DE 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

IUSZ.DE vs. VHYG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.DE) and Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.L). The values are adjusted to include any dividend payments, if applicable.

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IUSZ.DE vs. VHYG.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
IUSZ.DE
iShares Core FTSE 100 UCITS ETF (Dist)		5.78%16.47%9.79%9.07%-1.35%24.82%-15.69%9.14%
VHYG.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF		6.67%12.18%16.35%7.23%0.73%27.04%-8.84%-14.69%
Different Trading Currencies

IUSZ.DE is traded in EUR, while VHYG.L is traded in GBP. To make them comparable, the VHYG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUSZ.DE achieves a 5.78% return, which is significantly lower than VHYG.L's 6.67% return.

IUSZ.DE

1D
0.69%
1M
-0.34%
YTD
5.78%
6M
11.45%
1Y
16.83%
3Y*
11.99%
5Y*
10.69%
10Y*
—

VHYG.L

1D
-24.54%
1M
-0.77%
YTD
6.67%
6M
11.77%
1Y
16.67%
3Y*
14.27%
5Y*
11.01%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Core FTSE 100 UCITS ETF (Dist)

Vanguard FTSE All-World High Dividend Yield UCITS ETF

Often compared with IUSZ.DE:
IUSZ.DE vs. EXV9.DEIUSZ.DE vs. SCHDIUSZ.DE vs. VOOIUSZ.DE vs. QQQIUSZ.DE vs. VOIUSZ.DE vs. XMHQIUSZ.DE vs. ^GDAXI
Often compared with VHYG.L:
VHYG.L vs. VHYL.ASVHYG.L vs. VWRL.LVHYG.L vs. UKDV.LVHYG.L vs. SPYDVHYG.L vs. VUSA.ASVHYG.L vs. VOOVHYG.L vs. GGRP.L

IUSZ.DE vs. VHYG.L - Expense Ratio Comparison

IUSZ.DE has a 0.07% expense ratio, which is lower than VHYG.L's 0.29% expense ratio.

VHYG.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF
IUSZ.DE
iShares Core FTSE 100 UCITS ETF (Dist)

Return for Risk

IUSZ.DE vs. VHYG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IUSZ.DE
IUSZ.DE Risk / Return Rank: 6262
Overall Rank
IUSZ.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IUSZ.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
IUSZ.DE Omega Ratio Rank: 6161
Omega Ratio Rank
IUSZ.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
IUSZ.DE Martin Ratio Rank: 6969
Martin Ratio Rank
VHYG.L
VHYG.L Risk / Return Rank: 5353
Overall Rank
VHYG.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
VHYG.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
VHYG.L Omega Ratio Rank: 8686
Omega Ratio Rank
VHYG.L Calmar Ratio Rank: 3333
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.

IUSZ.DE vs. VHYG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.DE) 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.

IUSZ.DEVHYG.LDifference

Sharpe ratio

Return per unit of total volatility

1.09

0.37

+0.72

Sortino ratio

Return per unit of downside risk

1.42

0.93

+0.49

Omega ratio

Gain probability vs. loss probability

1.24

1.28

-0.05

Calmar ratio

Return relative to maximum drawdown

2.36

0.89

+1.47

Martin ratio

Return relative to average drawdown

8.63

10.04

-1.41

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

IUSZ.DE vs. VHYG.L - Sharpe Ratio Comparison

The current IUSZ.DE Sharpe Ratio is 1.09, which is higher than the VHYG.L Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of IUSZ.DE and VHYG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

IUSZ.DEVHYG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.37

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.49

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.26

+0.18

Correlation

The correlation between IUSZ.DE and VHYG.L is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

IUSZ.DE vs. VHYG.L - Dividend Comparison

Neither IUSZ.DE nor VHYG.L has paid dividends to shareholders.

TTM2025202420232022202120202019201820172016
IUSZ.DE
iShares Core FTSE 100 UCITS ETF (Dist)		0.00%0.00%0.00%3.09%3.86%3.68%3.06%4.32%4.54%4.01%0.73%
VHYG.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IUSZ.DE vs. VHYG.L - Drawdown Comparison

The maximum IUSZ.DE drawdown since its inception was -40.31%, smaller than the maximum VHYG.L drawdown of -42.84%. Use the drawdown chart below to compare losses from any high point for IUSZ.DE and VHYG.L.

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Drawdown Indicators

IUSZ.DEVHYG.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.31%

-39.80%

-0.51%

Max Drawdown (1Y)

Largest decline over 1 year

-11.64%

-24.52%

+12.88%

Max Drawdown (5Y)

Largest decline over 5 years

-17.24%

-24.52%

+7.28%

Current Drawdown

Current decline from peak

-3.60%

-24.52%

+20.92%

Average Drawdown

Average peak-to-trough decline

-5.29%

-8.40%

+3.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

2.32%

-0.07%

Volatility

IUSZ.DE vs. VHYG.L - Volatility Comparison

The current volatility for iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.DE) is 5.61%, while Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.L) has a volatility of 42.20%. This indicates that IUSZ.DE 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

IUSZ.DEVHYG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

42.20%

-36.59%

Volatility (6M)

Calculated over the trailing 6-month period

9.01%

41.82%

-32.81%

Volatility (1Y)

Calculated over the trailing 1-year period

15.38%

44.41%

-29.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.01%

22.42%

-8.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.34%

23.75%

-7.41%