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SXRH.DE vs. VHYD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRH.DE vs. VHYD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD TIPS 0-5 UCITS ETF USD (Dist) (SXRH.DE) 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

SXRH.DE is traded in EUR, while VHYD.L is traded in USD. To make them comparable, the VHYD.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SXRH.DE achieves a 2.67% return, which is significantly lower than VHYD.L's 12.49% return.


SXRH.DE

1D
-0.22%
1M
0.62%
YTD
2.67%
6M
1.53%
1Y
2.26%
3Y*
4.59%
5Y*
5.69%
10Y*

VHYD.L

1D
0.09%
1M
3.32%
YTD
12.49%
6M
14.10%
1Y
24.98%
3Y*
15.81%
5Y*
11.46%
10Y*
9.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRH.DE vs. VHYD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXRH.DE
iShares USD TIPS 0-5 UCITS ETF USD (Dist)
2.67%-5.76%14.60%4.61%3.48%14.75%-3.13%10.57%4.53%-8.74%
VHYD.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
12.50%11.96%16.54%8.07%0.41%26.66%-8.53%23.48%-7.56%1.39%

Correlation

The correlation between SXRH.DE and VHYD.L is -0.04, 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

-0.04

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

0.04

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

0.00

Correlation (All Time)
Calculated using the full available price history since May 9, 2017

0.08

The correlation between SXRH.DE and VHYD.L shifts across timeframes, from -0.04 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SXRH.DE vs. VHYD.L — Risk / Return Rank

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

SXRH.DE
SXRH.DE Risk / Return Rank: 1414
Overall Rank
SXRH.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SXRH.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
SXRH.DE Omega Ratio Rank: 1313
Omega Ratio Rank
SXRH.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
SXRH.DE Martin Ratio Rank: 1616
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.

SXRH.DE vs. VHYD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD TIPS 0-5 UCITS ETF USD (Dist) (SXRH.DE) 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.


SXRH.DEVHYD.LDifference
Sharpe ratioReturn per unit of total volatility

-2.11

Sortino ratioReturn per unit of downside risk

-2.84

Omega ratioGain probability vs. loss probability

1.06

1.45

-0.39

Calmar ratioReturn relative to maximum drawdown

0.55

4.24

-3.69

Martin ratioReturn relative to average drawdown

1.37

15.89

-14.52

SXRH.DE vs. VHYD.L - Sharpe Ratio Comparison

The current SXRH.DE Sharpe Ratio is 0.31, which is lower than the VHYD.L Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of SXRH.DE 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


SXRH.DEVHYD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

2.42

-2.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.90

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.61

-0.10

Drawdowns

SXRH.DE vs. VHYD.L - Drawdown Comparison

The maximum SXRH.DE drawdown since its inception was -13.17%, smaller than the maximum VHYD.L drawdown of -34.60%. Use the drawdown chart below to compare losses from any high point for SXRH.DE and VHYD.L.


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Drawdown Indicators


SXRH.DEVHYD.LDifference

Max Drawdown

Largest peak-to-trough decline

-13.17%

-34.60%

+21.43%

Max Drawdown (1Y)

Largest decline over 1 year

-3.74%

-5.87%

+2.13%

Max Drawdown (3Y)

Largest decline over 3 years

-10.08%

-15.89%

+5.81%

Max Drawdown (5Y)

Largest decline over 5 years

-12.14%

-15.89%

+3.75%

Max Drawdown (10Y)

Largest decline over 10 years

-34.60%

Current Drawdown

Current decline from peak

-5.64%

0.00%

-5.64%

Average Drawdown

Average peak-to-trough decline

-4.36%

-4.47%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

1.57%

-0.08%

Volatility

SXRH.DE vs. VHYD.L - Volatility Comparison

iShares USD TIPS 0-5 UCITS ETF USD (Dist) (SXRH.DE) has a higher volatility of 3.06% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYD.L) at 2.71%. This indicates that SXRH.DE'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


SXRH.DEVHYD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

2.71%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

4.92%

7.99%

-3.07%

Volatility (1Y)

Calculated over the trailing 1-year period

6.56%

10.27%

-3.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.19%

12.70%

-4.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.46%

15.15%

-7.69%

SXRH.DE vs. VHYD.L - Expense Ratio Comparison

SXRH.DE has a 0.10% expense ratio, which is lower than VHYD.L's 0.29% expense ratio.


Dividends

SXRH.DE vs. VHYD.L - Dividend Comparison

SXRH.DE's dividend yield for the trailing twelve months is around 5.13%, more than VHYD.L's 2.48% yield.


PositionTTM20252024202320222021202020192018201720162015
SXRH.DE
iShares USD TIPS 0-5 UCITS ETF USD (Dist)
5.13%6.14%9.84%8.76%0.72%0.78%4.65%6.24%2.28%0.77%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


SXRH.DE and VHYD.L have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXRH.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXRH.DE is cheaper with a 0.10% expense ratio, compared with 0.29% for VHYD.L.

SXRH.DE is categorized as Inflation-Protected Bonds, while VHYD.L is Global Equities. SXRH.DE tracks ICE US Treasury Inflation-Linked Bond 0-5 Years, while VHYD.L tracks FTSE All-World High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.10% for SXRH.DE and 0.29% for VHYD.L.

Portfolio Optimizer

Find the right allocation for SXRH.DE and VHYD.L

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