MWOZ.L vs. VHYD.L

Last updated Jun 5, 2026

MWOZ.L (Amundi Prime Global UCITS ETF Dist) and VHYD.L (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) are both Global Equities funds - MWOZ.L tracks the Solactive GBS Developed Markets Large & Mid Cap Index while VHYD.L tracks the FTSE All-World High Dividend Yield Index. Both are passively managed. Over the past year, MWOZ.L returned 27.68% vs 28.35% for VHYD.L. A 0.67 correlation means they provide meaningful diversification when combined. MWOZ.L charges 0.05%/yr vs 0.29%/yr for VHYD.L.

Performance

MWOZ.L vs. VHYD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Prime Global UCITS ETF Dist (MWOZ.L) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYD.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

MWOZ.L is traded in GBP, while VHYD.L is traded in USD. To make them comparable, the VHYD.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, MWOZ.L achieves a 10.17% return, which is significantly lower than VHYD.L's 11.67% return.

MWOZ.L

• 1D: 0.05%
• 1M: 5.09%
• YTD: 10.17%
• 6M: 10.38%
• 1Y: 27.68%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VHYD.L

• 1D: 0.23%
• 1M: 3.58%
• YTD: 11.67%
• 6M: 13.01%
• 1Y: 28.35%
• 3Y*: 15.99%
• 5Y*: 11.62%
• 10Y*: 10.72%

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

MWOZ.L vs. VHYD.L - Yearly Performance Comparison

	2026 (YTD)	2025
MWOZ.L Amundi Prime Global UCITS ETF Dist	10.17%	8.44%
VHYD.L Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing	11.67%	11.87%

Correlation

The correlation between MWOZ.L and VHYD.L is 0.65, 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	0.65
Correlation (All Time) Calculated using the full available price history since Feb 7, 2025	0.67

The correlation between MWOZ.L and VHYD.L has been stable across timeframes, ranging from 0.65 to 0.67 - a consistent structural relationship.

Return for Risk

MWOZ.L vs. VHYD.L — Risk / Return Rank

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

MWOZ.L

MWOZ.L Risk / Return Rank: 83
MWOZ.L Sharpe Ratio Rank: 83
MWOZ.L Sortino Ratio Rank: 84
MWOZ.L Omega Ratio Rank: 85
MWOZ.L Calmar Ratio Rank: 81
MWOZ.L Martin Ratio Rank: 84

VHYD.L

VHYD.L Risk / Return Rank: 76
VHYD.L Sharpe Ratio Rank: 80
VHYD.L Sortino Ratio Rank: 82
VHYD.L Omega Ratio Rank: 79
VHYD.L Calmar Ratio Rank: 71
VHYD.L Martin Ratio Rank: 69

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.

MWOZ.L vs. VHYD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Global UCITS ETF Dist (MWOZ.L) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYD.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.

	MWOZ.L	VHYD.L	Difference
Sharpe ratio: Return per unit of total volatility	2.68	2.82	-0.14
Sortino ratio: Return per unit of downside risk	3.68	3.73	-0.05
Omega ratio: Gain probability vs. loss probability	1.51	1.54	-0.03
Calmar ratio: Return relative to maximum drawdown	4.16	4.08	+0.07
Martin ratio: Return relative to average drawdown	16.80	15.08	+1.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MWOZ.L vs. VHYD.L - Sharpe Ratio Comparison

The current MWOZ.L Sharpe Ratio is 2.68, which is comparable to the VHYD.L Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of MWOZ.L and VHYD.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.

Sharpe Ratios by Period

	MWOZ.L	VHYD.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.68	2.82	-0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.95	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.73	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.04	0.65	+0.39

Drawdowns

MWOZ.L vs. VHYD.L - Drawdown Comparison

The maximum MWOZ.L drawdown since its inception was -18.50%, smaller than the maximum VHYD.L drawdown of -29.43%. Use the drawdown chart below to compare losses from any high point for MWOZ.L and VHYD.L.

Drawdown Indicators

	MWOZ.L	VHYD.L	Difference
Max Drawdown Largest peak-to-trough decline	-18.50%	-29.43%	+10.93%
Max Drawdown (1Y) Largest decline over 1 year	-6.63%	-6.91%	+0.28%
Max Drawdown (3Y) Largest decline over 3 years	—	-12.99%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-12.99%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-29.43%	—
Current Drawdown Current decline from peak	-0.15%	0.00%	-0.15%
Average Drawdown Average peak-to-trough decline	-3.16%	-3.71%	+0.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.64%	1.87%	-0.23%

Volatility

MWOZ.L vs. VHYD.L - Volatility Comparison

The current volatility for Amundi Prime Global UCITS ETF Dist (MWOZ.L) is 2.54%, while Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYD.L) has a volatility of 2.87%. This indicates that MWOZ.L experiences smaller price fluctuations and is considered to be less risky than VHYD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MWOZ.L	VHYD.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.54%	2.87%	-0.33%
Volatility (6M) Calculated over the trailing 6-month period	7.27%	8.20%	-0.93%
Volatility (1Y) Calculated over the trailing 1-year period	10.29%	10.01%	+0.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.91%	12.24%	+1.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.91%	14.79%	-0.88%

MWOZ.L vs. VHYD.L - Expense Ratio Comparison

MWOZ.L has a 0.05% expense ratio, which is lower than VHYD.L's 0.29% expense ratio.

Dividends

MWOZ.L vs. VHYD.L - Dividend Comparison

MWOZ.L's dividend yield for the trailing twelve months is around 1.20%, less than VHYD.L's 2.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MWOZ.L Amundi Prime Global UCITS ETF Dist	1.20%	1.60%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VHYD.L Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing	2.48%	2.77%	3.15%	3.31%	3.72%	3.14%	2.90%	3.23%	3.77%	2.96%	3.16%	3.32%

Frequently Asked Questions

Can I hold both MWOZ.L and VHYD.L in my portfolio?

MWOZ.L and VHYD.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MWOZ.L or VHYD.L?

On fees, MWOZ.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, MWOZ.L or VHYD.L?

MWOZ.L is cheaper with a 0.05% expense ratio, compared with 0.29% for VHYD.L.

What is the main difference between MWOZ.L and VHYD.L?

MWOZ.L tracks Solactive GBS Developed Markets Large & Mid Cap Index, while VHYD.L tracks FTSE All-World High Dividend Yield Index. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.05% for MWOZ.L and 0.29% for VHYD.L.