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LDUK.L vs. VHYL.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LDUK.L vs. VHYL.AS

Last updated Jun 5, 2026

LDUK.L (L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF) and VHYL.AS (Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing) are both exchange-traded funds - LDUK.L is a Europe Equities fund tracking the FTSE AllSh TR GBP, while VHYL.AS is a Global Equities fund tracking the FTSE All-World High Dividend Yield Index. Both are passively managed. Over the past 5 years, LDUK.L returned 9.34%/yr vs 11.66%/yr for VHYL.AS. A 0.52 correlation means they provide meaningful diversification when combined. LDUK.L charges 0.25%/yr vs 0.29%/yr for VHYL.AS.

Performance

LDUK.L vs. VHYL.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF (LDUK.L) and Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LDUK.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, LDUK.L achieves a 3.01% return, which is significantly lower than VHYL.AS's 11.78% return.

LDUK.L

1D
0.72%
1M
4.03%
YTD
3.01%
6M
7.64%
1Y
12.83%
3Y*
16.70%
5Y*
9.34%
10Y*
—

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDUK.L vs. VHYL.AS - Yearly Performance Comparison

2026 (YTD)20252024202320222021
LDUK.L
L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF		3.01%22.62%16.13%8.22%-3.33%6.07%
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing		11.78%18.42%11.46%4.89%5.35%10.32%

Correlation

The correlation between LDUK.L and VHYL.AS is 0.52, 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

0.52

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

0.57

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

0.52

Correlation (All Time)
Calculated using the full available price history since Apr 21, 2021

0.52

The correlation between LDUK.L and VHYL.AS has been stable across timeframes, ranging from 0.52 to 0.57 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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

L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF

Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing

Often compared with LDUK.L:
LDUK.L vs. LDEG.LLDUK.L vs. IUKD.LLDUK.L vs. HUKX.LLDUK.L vs. GGRP.LLDUK.L vs. SPYL.DELDUK.L vs. VUSA.DELDUK.L vs. XDEM.L
Often compared with VHYL.AS:
VHYL.AS vs. VWRL.LVHYL.AS vs. VHYG.LVHYL.AS vs. SCHDVHYL.AS vs. VGWD.DEVHYL.AS vs. TDIV.ASVHYL.AS vs. VUSA.ASVHYL.AS vs. TDGB.L

Return for Risk

LDUK.L vs. VHYL.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LDUK.L
LDUK.L Risk / Return Rank: 2626
Overall Rank
LDUK.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
LDUK.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
LDUK.L Omega Ratio Rank: 2525
Omega Ratio Rank
LDUK.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
LDUK.L Martin Ratio Rank: 2929
Martin Ratio Rank
VHYL.AS
VHYL.AS Risk / Return Rank: 8383
Overall Rank
VHYL.AS Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VHYL.AS Sortino Ratio Rank: 8686
Sortino Ratio Rank
VHYL.AS Omega Ratio Rank: 8484
Omega Ratio Rank
VHYL.AS Calmar Ratio Rank: 8181
Calmar Ratio Rank
VHYL.AS Martin Ratio Rank: 8181
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.

LDUK.L vs. VHYL.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF (LDUK.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.

LDUK.LVHYL.ASDifference
Sharpe ratioReturn per unit of total volatility
0.87
3.19

-2.32

Sortino ratioReturn per unit of downside risk
1.37
4.38

-3.00

Omega ratioGain probability vs. loss probability

1.16

1.61

-0.44

Calmar ratioReturn relative to maximum drawdown

1.11

4.09

-2.98

Martin ratioReturn relative to average drawdown

4.06

15.17

-11.11

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

LDUK.L vs. VHYL.AS - Sharpe Ratio Comparison

The current LDUK.L Sharpe Ratio is 0.87, which is lower than the VHYL.AS Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of LDUK.L and VHYL.AS, 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

LDUK.LVHYL.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

3.19

-2.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

1.02

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.79

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.69

+0.06

Drawdowns

LDUK.L vs. VHYL.AS - Drawdown Comparison

The maximum LDUK.L drawdown since its inception was -17.13%, smaller than the maximum VHYL.AS drawdown of -27.87%. Use the drawdown chart below to compare losses from any high point for LDUK.L and VHYL.AS.

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Drawdown Indicators

LDUK.LVHYL.ASDifference

Max Drawdown

Largest peak-to-trough decline

-17.13%

-27.87%

+10.74%

Max Drawdown (1Y)

Largest decline over 1 year

-11.51%

-6.85%

-4.66%

Max Drawdown (3Y)

Largest decline over 3 years

-13.46%

-13.94%

+0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-17.13%

-13.94%

-3.19%

Max Drawdown (10Y)

Largest decline over 10 years

—

-27.87%

—

Current Drawdown

Current decline from peak

-1.80%

0.00%

-1.80%

Average Drawdown

Average peak-to-trough decline

-3.66%

-3.59%

-0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

1.86%

+1.29%

Volatility

LDUK.L vs. VHYL.AS - Volatility Comparison

L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF (LDUK.L) has a higher volatility of 4.63% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS) at 2.25%. This indicates that LDUK.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.

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Volatility by Period

LDUK.LVHYL.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

2.25%

+2.38%

Volatility (6M)

Calculated over the trailing 6-month period

12.32%

7.00%

+5.32%

Volatility (1Y)

Calculated over the trailing 1-year period

14.67%

8.78%

+5.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.61%

11.23%

+4.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.64%

13.42%

+2.22%

LDUK.L vs. VHYL.AS - Expense Ratio Comparison

LDUK.L has a 0.25% expense ratio, which is lower than VHYL.AS's 0.29% expense ratio.

Dividends

LDUK.L vs. VHYL.AS - Dividend Comparison

LDUK.L's dividend yield for the trailing twelve months is around 4.79%, more than VHYL.AS's 2.49% yield.

PositionTTM20252024202320222021202020192018201720162015
LDUK.L
L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF		4.79%4.87%4.43%5.14%5.87%4.41%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

LDUK.L and VHYL.AS have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LDUK.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LDUK.L is cheaper with a 0.25% expense ratio, compared with 0.29% for VHYL.AS.

LDUK.L is categorized as Europe Equities, while VHYL.AS is Global Equities. LDUK.L tracks FTSE AllSh TR GBP, while VHYL.AS tracks FTSE All-World High Dividend Yield Index. They also come from different issuers: Legal & General and Vanguard. Their fees differ too: 0.25% for LDUK.L and 0.29% for VHYL.AS.

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