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USD=X vs. VHYG.L
Performance
Return for Risk
Drawdowns
Volatility

USD=X vs. VHYG.L

Last updated Jun 12, 2026

USD=X (USD Cash) is a currency, while VHYG.L (Vanguard FTSE All-World High Dividend Yield UCITS ETF) is Global Equities fund tracking the MSCI World High Dividend Yield NR USD. Over the past 5 years, USD=X returned 0.00%/yr vs 10.41%/yr for VHYG.L.

Performance

USD=X vs. VHYG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

VHYG.L

1D
0.82%
1M
1.61%
YTD
10.74%
6M
12.56%
1Y
25.29%
3Y*
18.42%
5Y*
10.41%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. VHYG.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VHYG.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF		10.74%27.30%9.13%10.56%-5.15%18.20%-0.65%-13.19%

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USD Cash

Vanguard FTSE All-World High Dividend Yield UCITS ETF

Often compared with USD=X:
USD=X vs. UUPUSD=X vs. EUR=XUSD=X vs. XRP-USDUSD=X vs. BTC-USDUSD=X vs. QQQUSD=X vs. TSLAUSD=X vs. USDX
Often compared with VHYG.L:
VHYG.L vs. VHYL.ASVHYG.L vs. VWRL.LVHYG.L vs. SPYDVHYG.L vs. UKDV.LVHYG.L vs. VUSA.ASVHYG.L vs. VOOVHYG.L vs. GGRP.L

Return for Risk

USD=X vs. VHYG.L — Risk / Return Rank

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

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VHYG.L
VHYG.L Risk / Return Rank: 8989
Overall Rank
VHYG.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VHYG.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
VHYG.L Omega Ratio Rank: 9292
Omega Ratio Rank
VHYG.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
VHYG.L Martin Ratio Rank: 8282
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.

USD=X vs. VHYG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.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.

USD=XVHYG.LDifference
Sharpe ratioReturn per unit of total volatility

—

2.38

—

Sortino ratioReturn per unit of downside risk

—

3.31

—

Omega ratioGain probability vs. loss probability

—

1.42

—

Calmar ratioReturn relative to maximum drawdown

—

3.21

—

Martin ratioReturn relative to average drawdown

—

11.27

—

USD=X vs. VHYG.L - Sharpe Ratio Comparison

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Drawdowns

USD=X vs. VHYG.L - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum VHYG.L drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for USD=X and VHYG.L.

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Drawdown Indicators

USD=XVHYG.LDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-44.36%

+44.36%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-7.83%

+7.83%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-18.74%

+18.74%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-21.65%

+21.65%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

—

—

Current Drawdown

Current decline from peak

0.00%

-0.54%

+0.54%

Average Drawdown

Average peak-to-trough decline

0.00%

-8.81%

+8.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

2.23%

-2.23%

Volatility

USD=X vs. VHYG.L - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.L) has a volatility of 2.43%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than VHYG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

USD=XVHYG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

2.43%

-2.43%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

8.31%

-8.31%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

10.59%

-10.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

19.14%

-19.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

21.37%

-21.37%

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