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PHPP.L vs. VHYD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PHPP.L vs. VHYD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Physical Precious Metals (PHPP.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.

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Different Trading Currencies

PHPP.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, PHPP.L achieves a 0.99% return, which is significantly lower than VHYD.L's 11.67% return. Over the past 10 years, PHPP.L has outperformed VHYD.L with an annualized return of 13.52%, while VHYD.L has yielded a comparatively lower 10.72% annualized return.


PHPP.L

1D
0.37%
1M
-1.92%
YTD
0.99%
6M
9.62%
1Y
51.59%
3Y*
25.31%
5Y*
12.75%
10Y*
13.52%

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)

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


2026 (YTD)202520242023202220212020201920182017
PHPP.L
WisdomTree Physical Precious Metals
0.99%72.45%17.27%-8.55%11.64%-10.26%22.29%22.41%5.44%5.38%
VHYD.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
11.67%17.98%11.24%5.84%5.80%18.96%-3.24%16.16%-6.47%9.00%

Correlation

The correlation between PHPP.L and VHYD.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

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

0.20

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

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since May 30, 2013

0.20

The correlation between PHPP.L and VHYD.L shifts across timeframes, from 0.17 (5 years) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

PHPP.L
PHPP.L Risk / Return Rank: 4242
Overall Rank
PHPP.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
PHPP.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
PHPP.L Omega Ratio Rank: 4848
Omega Ratio Rank
PHPP.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
PHPP.L Martin Ratio Rank: 3434
Martin Ratio Rank

VHYD.L
VHYD.L Risk / Return Rank: 7676
Overall Rank
VHYD.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VHYD.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
VHYD.L Omega Ratio Rank: 7979
Omega Ratio Rank
VHYD.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
VHYD.L Martin Ratio Rank: 6969
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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Physical Precious Metals (PHPP.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.


PHPP.LVHYD.LDifference
Sharpe ratioReturn per unit of total volatility

-1.21

Sortino ratioReturn per unit of downside risk

-1.71

Omega ratioGain probability vs. loss probability

1.30

1.54

-0.24

Calmar ratioReturn relative to maximum drawdown

2.11

4.08

-1.97

Martin ratioReturn relative to average drawdown

5.01

15.08

-10.07

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

The current PHPP.L Sharpe Ratio is 1.61, which is lower than the VHYD.L Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of PHPP.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.


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Sharpe Ratios by Period


PHPP.LVHYD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

2.82

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.95

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.73

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.65

-0.14

Drawdowns

PHPP.L vs. VHYD.L - Drawdown Comparison

The maximum PHPP.L drawdown since its inception was -49.43%, which is greater than VHYD.L's maximum drawdown of -29.43%. Use the drawdown chart below to compare losses from any high point for PHPP.L and VHYD.L.


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Drawdown Indicators


PHPP.LVHYD.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.43%

-29.43%

-20.00%

Max Drawdown (1Y)

Largest decline over 1 year

-24.37%

-6.91%

-17.46%

Max Drawdown (3Y)

Largest decline over 3 years

-24.37%

-12.99%

-11.38%

Max Drawdown (5Y)

Largest decline over 5 years

-26.89%

-12.99%

-13.90%

Max Drawdown (10Y)

Largest decline over 10 years

-26.89%

-29.43%

+2.54%

Current Drawdown

Current decline from peak

-22.56%

0.00%

-22.56%

Average Drawdown

Average peak-to-trough decline

-18.70%

-3.71%

-14.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.26%

1.87%

+8.39%

Volatility

PHPP.L vs. VHYD.L - Volatility Comparison

WisdomTree Physical Precious Metals (PHPP.L) has a higher volatility of 7.69% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYD.L) at 2.87%. This indicates that PHPP.L's price experiences larger fluctuations and is considered to be riskier than VHYD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHPP.LVHYD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.69%

2.87%

+4.82%

Volatility (6M)

Calculated over the trailing 6-month period

29.24%

8.20%

+21.04%

Volatility (1Y)

Calculated over the trailing 1-year period

31.86%

10.01%

+21.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.47%

12.24%

+9.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.84%

14.79%

+5.05%

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

PHPP.L has a 0.44% expense ratio, which is higher than VHYD.L's 0.29% expense ratio.


Dividends

PHPP.L vs. VHYD.L - Dividend Comparison

PHPP.L has not paid dividends to shareholders, while VHYD.L's dividend yield for the trailing twelve months is around 2.48%.


PositionTTM20252024202320222021202020192018201720162015
PHPP.L
WisdomTree Physical Precious Metals
0.00%0.00%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


PHPP.L and VHYD.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VHYD.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VHYD.L is cheaper with a 0.29% expense ratio, compared with 0.44% for PHPP.L.

PHPP.L is categorized as Precious Metals, while VHYD.L is Global Equities. PHPP.L tracks Precious Metals Basket, while VHYD.L tracks FTSE All-World High Dividend Yield Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.44% for PHPP.L and 0.29% for VHYD.L.

Portfolio Optimizer

Find the right allocation for PHPP.L and VHYD.L

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