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PGHH.NS vs. VGWD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PGHH.NS vs. VGWD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in Procter & Gamble Hygiene and Health Care Limited (PGHH.NS) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE). The values are adjusted to include any dividend payments, if applicable.

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

PGHH.NS vs. VGWD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

PGHH.NS
PGHH.NS Risk / Return Rank: 44
Overall Rank
PGHH.NS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
PGHH.NS Sortino Ratio Rank: 11
Sortino Ratio Rank
PGHH.NS Omega Ratio Rank: 33
Omega Ratio Rank
PGHH.NS Calmar Ratio Rank: 1111
Calmar Ratio Rank
PGHH.NS Martin Ratio Rank: 33
Martin Ratio Rank

VGWD.DE
VGWD.DE Risk / Return Rank: 8383
Overall Rank
VGWD.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VGWD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
VGWD.DE Omega Ratio Rank: 8484
Omega Ratio Rank
VGWD.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
VGWD.DE Martin Ratio Rank: 8282
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.

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.NSVGWD.DEDifference
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

PGHH.NS vs. VGWD.DE - Sharpe Ratio Comparison

The current PGHH.NS Sharpe Ratio is -1.47, which is lower than the VGWD.DE Sharpe Ratio of 4.18. The chart below compares the historical Sharpe Ratios of PGHH.NS and VGWD.DE, 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


PGHH.NSVGWD.DEDifference

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.NSVGWD.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-46.16%

-0.00%

-46.16%

Average Drawdown

Average peak-to-trough decline

-9.86%

-3.45%

-6.41%

Ulcer Index

Depth 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.NSVGWD.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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