PortfoliosLab logoPortfoliosLab logo
QDIV.L vs. VHYD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDIV.L vs. VHYD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (QDIV.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.

Loading charts...

Returns By Period

In the year-to-date period, QDIV.L achieves a 13.93% return, which is significantly higher than VHYD.L's 13.12% return. Over the past 10 years, QDIV.L has outperformed VHYD.L with an annualized return of 11.06%, while VHYD.L has yielded a comparatively lower 9.98% annualized return.


QDIV.L

1D
-0.53%
1M
-0.42%
6M
11.51%
YTD
13.93%
1Y
24.20%
3Y*
17.61%
5Y*
11.86%
10Y*
11.06%

VHYD.L

1D
-0.32%
1M
-0.06%
6M
9.85%
YTD
13.12%
1Y
25.95%
3Y*
17.92%
5Y*
11.48%
10Y*
9.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
QDIV.L
iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist)
13.93%16.66%15.35%14.30%-6.23%21.82%0.08%21.36%-3.83%18.55%
VHYD.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
13.12%27.03%9.32%11.43%-5.45%17.84%-0.31%20.75%-11.71%19.33%

Correlation

The correlation between QDIV.L and VHYD.L is 0.78, 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

0.78

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

0.79

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

0.82

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

0.84

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2014

0.84

The correlation between QDIV.L and VHYD.L has been stable across timeframes, ranging from 0.78 to 0.84 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

QDIV.L
QDIV.L Risk / Return Rank: 8585
Overall Rank
QDIV.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
QDIV.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
QDIV.L Omega Ratio Rank: 8585
Omega Ratio Rank
QDIV.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
QDIV.L Martin Ratio Rank: 8282
Martin Ratio Rank

VHYD.L
VHYD.L Risk / Return Rank: 8686
Overall Rank
VHYD.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VHYD.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
VHYD.L Omega Ratio Rank: 8989
Omega Ratio Rank
VHYD.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
VHYD.L Martin Ratio Rank: 8080
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (QDIV.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

-0.25

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.39

1.44

-0.05

Calmar ratioReturn relative to maximum drawdown

3.02

3.34

-0.32

Martin ratioReturn relative to average drawdown

11.83

11.97

-0.14

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

The current QDIV.L Sharpe Ratio is 2.15, which is comparable to the VHYD.L Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of QDIV.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.


Loading charts...

Drawdowns

QDIV.L vs. VHYD.L - Drawdown Comparison

The maximum QDIV.L drawdown since its inception was -33.39%, smaller than the maximum VHYD.L drawdown of -36.60%. Use the drawdown chart below to compare losses from any high point for QDIV.L and VHYD.L.


Loading charts...

Drawdown Indicators


QDIV.LVHYD.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.39%

-36.60%

+3.21%

Max Drawdown (1Y)

Largest decline over 1 year

-7.99%

-7.74%

-0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-17.36%

-12.48%

-4.88%

Max Drawdown (5Y)

Largest decline over 5 years

-17.36%

-20.89%

+3.53%

Max Drawdown (10Y)

Largest decline over 10 years

-33.39%

-36.60%

+3.21%

Current Drawdown

Current decline from peak

-1.45%

-0.32%

-1.13%

Average Drawdown

Average peak-to-trough decline

-3.36%

-5.28%

+1.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

2.16%

-0.12%

Volatility

QDIV.L vs. VHYD.L - Volatility Comparison

iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (QDIV.L) has a higher volatility of 2.81% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYD.L) at 2.45%. This indicates that QDIV.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.


Loading charts...

Volatility by Period


QDIV.LVHYD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.81%

2.45%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

8.96%

8.92%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

11.23%

10.78%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.45%

13.61%

+0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.08%

15.18%

-0.10%

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

QDIV.L has a 0.35% expense ratio, which is higher than VHYD.L's 0.29% expense ratio.


Dividends

QDIV.L vs. VHYD.L - Dividend Comparison

QDIV.L's dividend yield for the trailing twelve months is around 1.51%, less than VHYD.L's 2.51% yield.


PositionTTM20252024202320222021202020192018201720162015
QDIV.L
iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist)
1.51%1.67%1.93%2.00%2.27%2.08%2.50%2.36%2.44%2.15%2.32%2.47%
VHYD.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
2.51%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


QDIV.L and VHYD.L have a correlation of 0.78, 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 0.35% for QDIV.L.

QDIV.L tracks MSCI USA High Dividend Yield Advanced Select Index USD, while VHYD.L tracks FTSE All-World High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.35% for QDIV.L and 0.29% for VHYD.L.

Portfolio Optimizer

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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer