MRCH.L vs. VHYL.AS
Compare and contrast key facts about Merchants Trust plc (MRCH.L) and Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS).
VHYL.AS is a passively managed fund by Vanguard that tracks the performance of the MSCI World High Dividend Yield NR USD. It was launched on May 21, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRCH.L or VHYL.AS.
Key characteristics
| MRCH.L | VHYL.AS | |
|---|---|---|
| YTD Return | 5.85% | 17.49% |
| 1Y Return | 15.59% | 23.91% |
| 3Y Return (Ann) | 6.42% | 9.16% |
| 5Y Return (Ann) | 8.11% | 8.11% |
| 10Y Return (Ann) | 7.05% | 7.72% |
| Sharpe Ratio | 1.24 | 2.48 |
| Sortino Ratio | 1.78 | 3.24 |
| Omega Ratio | 1.22 | 1.47 |
| Calmar Ratio | 1.40 | 3.41 |
| Martin Ratio | 5.26 | 16.21 |
| Ulcer Index | 3.18% | 1.40% |
| Daily Std Dev | 13.56% | 9.15% |
| Max Drawdown | -55.29% | -34.08% |
| Current Drawdown | -5.30% | -0.17% |
Correlation
The correlation between MRCH.L and VHYL.AS is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
MRCH.L vs. VHYL.AS - Performance Comparison
In the year-to-date period, MRCH.L achieves a 5.85% return, which is significantly lower than VHYL.AS's 17.49% return. Over the past 10 years, MRCH.L has underperformed VHYL.AS with an annualized return of 7.05%, while VHYL.AS has yielded a comparatively higher 7.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
MRCH.L vs. VHYL.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Merchants Trust plc (MRCH.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.
Dividends
MRCH.L vs. VHYL.AS - Dividend Comparison
MRCH.L's dividend yield for the trailing twelve months is around 5.12%, more than VHYL.AS's 2.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRCH.L Merchants Trust plc | 5.12% | 5.04% | 4.88% | 4.87% | 6.09% | 4.77% | 5.53% | 3.69% | 5.30% | 5.55% | 2.53% | 4.57% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 2.69% | 3.15% | 3.60% | 2.59% | 2.68% | 2.89% | 3.14% | 2.76% | 2.73% | 2.92% | 2.61% | 1.03% |
Drawdowns
MRCH.L vs. VHYL.AS - Drawdown Comparison
The maximum MRCH.L drawdown since its inception was -55.29%, which is greater than VHYL.AS's maximum drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for MRCH.L and VHYL.AS. For additional features, visit the drawdowns tool.
Volatility
MRCH.L vs. VHYL.AS - Volatility Comparison
Merchants Trust plc (MRCH.L) has a higher volatility of 5.03% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS) at 2.47%. This indicates that MRCH.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.