IWDA.AS vs. VHYL.AS
IWDA.AS (iShares Core MSCI World UCITS ETF USD (Acc)) and VHYL.AS (Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing) are both Global Equities funds - IWDA.AS tracks the MSCI ACWI NR USD while VHYL.AS tracks the MSCI World High Dividend Yield NR USD. Both are passively managed. Over the past 10 years, IWDA.AS returned 12.88%/yr vs 9.71%/yr for VHYL.AS. Their correlation of 0.89 suggests significant overlap in exposure. IWDA.AS charges 0.20%/yr vs 0.29%/yr for VHYL.AS.
Performance
IWDA.AS vs. VHYL.AS - Performance Comparison
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Returns By Period
In the year-to-date period, IWDA.AS achieves a 11.10% return, which is significantly lower than VHYL.AS's 12.38% return. Over the past 10 years, IWDA.AS has outperformed VHYL.AS with an annualized return of 12.88%, while VHYL.AS has yielded a comparatively lower 9.71% annualized return.
IWDA.AS
- 1D
- -0.31%
- 1M
- 5.58%
- YTD
- 11.10%
- 6M
- 11.60%
- 1Y
- 23.84%
- 3Y*
- 17.67%
- 5Y*
- 12.89%
- 10Y*
- 12.88%
VHYL.AS
- 1D
- -0.05%
- 1M
- 3.77%
- YTD
- 12.38%
- 6M
- 14.62%
- 1Y
- 24.71%
- 3Y*
- 15.79%
- 5Y*
- 11.46%
- 10Y*
- 9.71%
IWDA.AS vs. VHYL.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 11.10% | 7.08% | 27.23% | 19.89% | -13.54% | 32.54% | 6.20% | 29.58% | -4.16% | 7.49% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 12.38% | 12.40% | 16.77% | 7.02% | 0.17% | 27.85% | -8.79% | 22.93% | -7.01% | 4.82% |
Correlation
The correlation between IWDA.AS and VHYL.AS is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jun 6, 2013 | 0.89 |
The correlation between IWDA.AS and VHYL.AS shifts across timeframes, from 0.76 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IWDA.AS vs. VHYL.AS — Risk / Return Rank
IWDA.AS
VHYL.AS
IWDA.AS vs. VHYL.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) 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.
| IWDA.AS | VHYL.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.50 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 4.11 | -0.47 |
| Martin ratioReturn relative to average drawdown | 14.56 | 15.70 | -1.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IWDA.AS | VHYL.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 2.68 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.98 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.70 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.65 | +0.17 |
Drawdowns
IWDA.AS vs. VHYL.AS - Drawdown Comparison
The maximum IWDA.AS drawdown since its inception was -33.63%, roughly equal to the maximum VHYL.AS drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for IWDA.AS and VHYL.AS.
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Drawdown Indicators
| IWDA.AS | VHYL.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.63% | -34.08% | +0.45% |
Max Drawdown (1Y)Largest decline over 1 year | -6.45% | -5.93% | -0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -21.59% | -16.76% | -4.83% |
Max Drawdown (5Y)Largest decline over 5 years | -21.59% | -16.76% | -4.83% |
Max Drawdown (10Y)Largest decline over 10 years | -33.63% | -34.08% | +0.45% |
Current DrawdownCurrent decline from peak | -0.31% | -0.44% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -4.25% | -4.34% | +0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 1.56% | +0.07% |
Volatility
IWDA.AS vs. VHYL.AS - Volatility Comparison
iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) has a higher volatility of 2.79% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS) at 2.40%. This indicates that IWDA.AS'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.
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Volatility by Period
| IWDA.AS | VHYL.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 2.40% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 6.96% | +0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.96% | 9.13% | +1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.08% | 11.57% | +2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.00% | 13.59% | +1.41% |
IWDA.AS vs. VHYL.AS - Expense Ratio Comparison
IWDA.AS has a 0.20% expense ratio, which is lower than VHYL.AS's 0.29% expense ratio.
Dividends
IWDA.AS vs. VHYL.AS - Dividend Comparison
IWDA.AS has not paid dividends to shareholders, while VHYL.AS's dividend yield for the trailing twelve months is around 2.49%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
IWDA.AS and VHYL.AS have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IWDA.AS is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IWDA.AS is cheaper with a 0.20% expense ratio, compared with 0.29% for VHYL.AS.
IWDA.AS tracks MSCI ACWI NR USD, while VHYL.AS tracks MSCI World High Dividend Yield NR USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for IWDA.AS and 0.29% for VHYL.AS.
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