SXRH.DE vs. VHYD.L
SXRH.DE (iShares USD TIPS 0-5 UCITS ETF USD (Dist)) and VHYD.L (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) are both exchange-traded funds - SXRH.DE is a Inflation-Protected Bonds fund tracking the ICE US Treasury Inflation-Linked Bond 0-5 Years, while VHYD.L is a Global Equities fund tracking the FTSE All-World High Dividend Yield Index. Both are passively managed. Over the past 5 years, SXRH.DE returned 5.69%/yr vs 11.46%/yr for VHYD.L. At a 0.08 correlation, their price movements are largely independent. SXRH.DE charges 0.10%/yr vs 0.29%/yr for VHYD.L.
Performance
SXRH.DE vs. VHYD.L - Performance Comparison
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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%
SXRH.DE vs. VHYD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
SXRH.DE
VHYD.L
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.DE | VHYD.L | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SXRH.DE | VHYD.L | Difference | |
|---|---|---|---|
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.DE | VHYD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.64% | 0.00% | -5.64% |
Average DrawdownAverage peak-to-trough decline | -4.36% | -4.47% | +0.11% |
Ulcer IndexDepth 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.DE | VHYD.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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