PGHH.NS vs. VGWD.DE
PGHH.NS (Procter & Gamble Hygiene and Health Care Limited) is a stock, while VGWD.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) is Global Equities fund tracking the FTSE All-World High Dividend Yield index. Over the past 5 years, PGHH.NS returned -4.57%/yr vs 16.62%/yr for VGWD.DE. At a 0.01 correlation, their price movements are largely independent.
Performance
PGHH.NS vs. VGWD.DE - Performance Comparison
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Different Trading Currencies
PGHH.NS is traded in INR, while VGWD.DE is traded in EUR. To make them comparable, the VGWD.DE values have been converted to INR using the latest available exchange rates.
Returns By Period
In the year-to-date period, PGHH.NS achieves a -25.94% return, which is significantly lower than VGWD.DE's 18.67% return.
PGHH.NS
- 1D
- 1.63%
- 1M
- -7.00%
- YTD
- -25.94%
- 6M
- -24.19%
- 1Y
- -28.84%
- 3Y*
- -10.66%
- 5Y*
- -4.57%
- 10Y*
- 6.11%
VGWD.DE
- 1D
- 0.40%
- 1M
- 3.29%
- YTD
- 18.67%
- 6M
- 21.43%
- 1Y
- 41.88%
- 3Y*
- 25.12%
- 5Y*
- 16.62%
- 10Y*
- —
PGHH.NS vs. VGWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PGHH.NS Procter & Gamble Hygiene and Health Care Limited | -25.94% | -10.71% | -13.61% | 20.88% | -5.27% | 44.50% | -3.38% | 16.78% | 5.64% | 9.57% |
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 18.67% | 33.81% | 12.36% | 11.45% | 4.69% | 19.89% | 1.83% | 25.18% | -4.03% | 2.06% |
Correlation
The correlation between PGHH.NS and VGWD.DE is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.01 |
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Return for Risk
PGHH.NS vs. VGWD.DE — Risk / Return Rank
PGHH.NS
VGWD.DE
PGHH.NS vs. VGWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Procter & Gamble Hygiene and Health Care Limited (PGHH.NS) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE). 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.
| PGHH.NS | VGWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.65 | ||
| Sortino ratioReturn per unit of downside risk | -8.15 | ||
| Omega ratioGain probability vs. loss probability | 0.74 | 1.79 | -1.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | 8.01 | -8.82 |
| Martin ratioReturn relative to average drawdown | -1.70 | 29.17 | -30.87 |
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
| PGHH.NS | VGWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.47 | 4.18 | -5.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | 1.31 | -1.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.97 | -0.29 |
Drawdowns
PGHH.NS vs. VGWD.DE - Drawdown Comparison
The maximum PGHH.NS drawdown since its inception was -47.94%, which is greater than VGWD.DE's maximum drawdown of -30.97%. Use the drawdown chart below to compare losses from any high point for PGHH.NS and VGWD.DE.
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Drawdown Indicators
| PGHH.NS | VGWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.94% | -30.97% | -16.97% |
Max Drawdown (1Y)Largest decline over 1 year | -35.40% | -5.20% | -30.20% |
Max Drawdown (3Y)Largest decline over 3 years | -47.94% | -14.42% | -33.52% |
Max Drawdown (5Y)Largest decline over 5 years | -47.94% | -14.42% | -33.52% |
Max Drawdown (10Y)Largest decline over 10 years | -47.94% | — | — |
Current DrawdownCurrent decline from peak | -46.16% | -0.00% | -46.16% |
Average DrawdownAverage peak-to-trough decline | -9.86% | -3.45% | -6.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.98% | 1.43% | +15.55% |
Volatility
PGHH.NS vs. VGWD.DE - Volatility Comparison
Procter & Gamble Hygiene and Health Care Limited (PGHH.NS) has a higher volatility of 7.11% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) at 2.92%. This indicates that PGHH.NS's price experiences larger fluctuations and is considered to be riskier than VGWD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PGHH.NS | VGWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.11% | 2.92% | +4.19% |
Volatility (6M)Calculated over the trailing 6-month period | 15.69% | 7.59% | +8.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.63% | 9.97% | +9.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.67% | 12.55% | +8.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.09% | 14.47% | +6.62% |
Dividends
PGHH.NS vs. VGWD.DE - Dividend Comparison
PGHH.NS's dividend yield for the trailing twelve months is around 2.75%, more than VGWD.DE's 2.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGHH.NS Procter & Gamble Hygiene and Health Care Limited | 2.75% | 1.35% | 1.73% | 1.07% | 1.10% | 2.04% | 0.96% | 0.77% | 0.40% | 4.14% | 0.51% | 0.54% |
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 2.49% | 2.84% | 3.05% | 3.39% | 3.78% | 3.03% | 3.08% | 3.21% | 3.70% | 0.58% | 0.00% | 0.00% |
Frequently Asked Questions
PGHH.NS and VGWD.DE have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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