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QDIV.L vs. VHYL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDIV.L vs. VHYL.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 (VHYL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with QDIV.L having a 13.93% return and VHYL.L slightly lower at 13.26%. Over the past 10 years, QDIV.L has outperformed VHYL.L with an annualized return of 11.06%, while VHYL.L has yielded a comparatively lower 10.04% 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%

VHYL.L

1D
-0.17%
1M
0.95%
6M
10.08%
YTD
13.26%
1Y
26.05%
3Y*
18.08%
5Y*
11.61%
10Y*
10.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDIV.L vs. VHYL.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%
VHYL.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
13.26%27.15%9.37%10.81%-5.37%18.15%-0.58%21.69%-11.88%19.16%

Correlation

The correlation between QDIV.L and VHYL.L is 0.69, 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

0.69

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

0.71

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

0.75

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

0.76

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

0.77

The correlation between QDIV.L and VHYL.L has been stable across timeframes, ranging from 0.69 to 0.77 - a consistent structural relationship.

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Return for Risk

QDIV.L vs. VHYL.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

VHYL.L
VHYL.L Risk / Return Rank: 9191
Overall Rank
VHYL.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VHYL.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
VHYL.L Omega Ratio Rank: 9595
Omega Ratio Rank
VHYL.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
VHYL.L Martin Ratio Rank: 8585
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. VHYL.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 (VHYL.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.LVHYL.LDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.39

1.46

-0.07

Calmar ratioReturn relative to maximum drawdown

3.02

3.32

-0.30

Martin ratioReturn relative to average drawdown

11.83

11.69

+0.14

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

The current QDIV.L Sharpe Ratio is 2.15, which is comparable to the VHYL.L Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of QDIV.L and VHYL.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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Drawdowns

QDIV.L vs. VHYL.L - Drawdown Comparison

The maximum QDIV.L drawdown since its inception was -33.39%, smaller than the maximum VHYL.L drawdown of -36.01%. Use the drawdown chart below to compare losses from any high point for QDIV.L and VHYL.L.


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Drawdown Indicators


QDIV.LVHYL.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.39%

-36.01%

+2.62%

Max Drawdown (1Y)

Largest decline over 1 year

-7.99%

-7.82%

-0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-17.36%

-12.59%

-4.77%

Max Drawdown (5Y)

Largest decline over 5 years

-17.36%

-21.60%

+4.24%

Max Drawdown (10Y)

Largest decline over 10 years

-33.39%

-36.01%

+2.62%

Current Drawdown

Current decline from peak

-1.45%

-0.28%

-1.17%

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%

2.22%

-0.18%

Volatility

QDIV.L vs. VHYL.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 (VHYL.L) at 2.06%. This indicates that QDIV.L's price experiences larger fluctuations and is considered to be riskier than VHYL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDIV.LVHYL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.81%

2.06%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

8.96%

8.34%

+0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

11.23%

10.24%

+0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.45%

13.19%

+1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.08%

14.40%

+0.68%

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

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


Dividends

QDIV.L vs. VHYL.L - Dividend Comparison

QDIV.L's dividend yield for the trailing twelve months is around 1.51%, less than VHYL.L's 2.53% 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%
VHYL.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
2.53%2.79%3.08%3.37%3.67%3.08%3.28%3.34%3.63%3.09%2.88%3.20%

Frequently Asked Questions


QDIV.L and VHYL.L have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VHYL.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 VHYL.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 VHYL.L.

Portfolio Optimizer

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

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

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