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VGOV.L vs. VHYL.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGOV.L vs. VHYL.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard UK Gilt UCITS ETF Distributing (VGOV.L) and Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, VGOV.L achieves a -1.13% return, which is significantly lower than VHYL.AS's 11.20% return. Over the past 10 years, VGOV.L has underperformed VHYL.AS with an annualized return of -1.38%, while VHYL.AS has yielded a comparatively higher 10.75% annualized return.


VGOV.L

1D
0.26%
1M
1.88%
YTD
-1.13%
6M
-0.86%
1Y
1.75%
3Y*
2.46%
5Y*
-5.49%
10Y*
-1.38%

VHYL.AS

1D
0.46%
1M
2.48%
YTD
11.20%
6M
11.78%
1Y
26.43%
3Y*
15.60%
5Y*
11.52%
10Y*
10.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGOV.L vs. VHYL.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGOV.L
Vanguard UK Gilt UCITS ETF Distributing
-1.13%4.79%-4.32%3.33%-27.01%-5.36%9.33%7.66%0.31%1.90%
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing
11.20%18.41%11.47%4.89%5.34%20.27%-3.63%15.94%-6.08%9.29%

Correlation

The correlation between VGOV.L and VHYL.AS is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

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

0.20

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

0.03

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

-0.02

Correlation (All Time)
Calculated using the full available price history since May 21, 2013

-0.06

The correlation between VGOV.L and VHYL.AS shifts across timeframes, from -0.06 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VGOV.L vs. VHYL.AS — Risk / Return Rank

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

VGOV.L
VGOV.L Risk / Return Rank: 1414
Overall Rank
VGOV.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
VGOV.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
VGOV.L Omega Ratio Rank: 1313
Omega Ratio Rank
VGOV.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
VGOV.L Martin Ratio Rank: 1414
Martin Ratio Rank

VHYL.AS
VHYL.AS Risk / Return Rank: 8989
Overall Rank
VHYL.AS Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VHYL.AS Sortino Ratio Rank: 9191
Sortino Ratio Rank
VHYL.AS Omega Ratio Rank: 9090
Omega Ratio Rank
VHYL.AS Calmar Ratio Rank: 8686
Calmar Ratio Rank
VHYL.AS Martin Ratio Rank: 8787
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.

VGOV.L vs. VHYL.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard UK Gilt UCITS ETF Distributing (VGOV.L) and Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS). 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.


VGOV.LVHYL.ASDifference
Sharpe ratioReturn per unit of total volatility

-2.70

Sortino ratioReturn per unit of downside risk

-3.68

Omega ratioGain probability vs. loss probability

1.05

1.56

-0.51

Calmar ratioReturn relative to maximum drawdown

0.30

3.81

-3.50

Martin ratioReturn relative to average drawdown

0.79

14.13

-13.35

VGOV.L vs. VHYL.AS - Sharpe Ratio Comparison

The current VGOV.L Sharpe Ratio is 0.27, which is lower than the VHYL.AS Sharpe Ratio of 2.97. The chart below compares the historical Sharpe Ratios of VGOV.L and VHYL.AS, 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

VGOV.L vs. VHYL.AS - Drawdown Comparison

The maximum VGOV.L drawdown since its inception was -39.28%, which is greater than VHYL.AS's maximum drawdown of -30.89%. Use the drawdown chart below to compare losses from any high point for VGOV.L and VHYL.AS.


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Drawdown Indicators


VGOV.LVHYL.ASDifference

Max Drawdown

Largest peak-to-trough decline

-39.28%

-30.89%

-8.39%

Max Drawdown (1Y)

Largest decline over 1 year

-5.76%

-6.85%

+1.09%

Max Drawdown (3Y)

Largest decline over 3 years

-8.00%

-13.94%

+5.94%

Max Drawdown (5Y)

Largest decline over 5 years

-37.38%

-13.94%

-23.44%

Max Drawdown (10Y)

Largest decline over 10 years

-39.28%

-27.87%

-11.41%

Current Drawdown

Current decline from peak

-30.64%

-0.48%

-30.16%

Average Drawdown

Average peak-to-trough decline

-12.07%

-7.28%

-4.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

1.86%

+0.37%

Volatility

VGOV.L vs. VHYL.AS - Volatility Comparison

Vanguard UK Gilt UCITS ETF Distributing (VGOV.L) and Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS) have volatilities of 2.37% and 2.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGOV.LVHYL.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.37%

2.27%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

5.27%

6.97%

-1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

6.47%

8.78%

-2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.43%

11.23%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.14%

13.42%

-3.28%

VGOV.L vs. VHYL.AS - Expense Ratio Comparison

VGOV.L has a 0.07% expense ratio, which is lower than VHYL.AS's 0.29% expense ratio.


Dividends

VGOV.L vs. VHYL.AS - Dividend Comparison

VGOV.L's dividend yield for the trailing twelve months is around 4.60%, more than VHYL.AS's 2.50% yield.


PositionTTM20252024202320222021202020192018201720162015
VGOV.L
Vanguard UK Gilt UCITS ETF Distributing
4.60%4.51%4.14%3.16%1.87%1.09%1.16%1.38%1.57%1.62%1.62%1.92%
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing
2.50%2.85%3.04%3.41%3.78%3.03%3.08%3.24%3.68%3.13%3.02%3.25%

Frequently Asked Questions


VGOV.L and VHYL.AS have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGOV.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGOV.L is cheaper with a 0.07% expense ratio, compared with 0.29% for VHYL.AS.

VGOV.L is categorized as European Government Bonds, while VHYL.AS is Global Equities. VGOV.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP, while VHYL.AS tracks FTSE All-World High Dividend Yield Index. Their fees differ too: 0.07% for VGOV.L and 0.29% for VHYL.AS.

Portfolio Optimizer

Find the right allocation for VGOV.L and VHYL.AS

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