VGWD.DE vs. PGHH.NS
VGWD.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) is Global Equities fund tracking the FTSE All-World High Dividend Yield index, while PGHH.NS (Procter & Gamble Hygiene and Health Care Limited) is a stock. Over the past 5 years, VGWD.DE returned 11.49%/yr vs -8.80%/yr for PGHH.NS. At a 0.13 correlation, their price movements are largely independent.
Performance
VGWD.DE vs. PGHH.NS - Performance Comparison
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Different Trading Currencies
VGWD.DE is traded in EUR, while PGHH.NS is traded in INR. To make them comparable, the PGHH.NS values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, VGWD.DE achieves a 12.49% return, which is significantly higher than PGHH.NS's -29.74% return.
VGWD.DE
- 1D
- 0.19%
- 1M
- 3.35%
- YTD
- 12.49%
- 6M
- 14.15%
- 1Y
- 25.00%
- 3Y*
- 15.87%
- 5Y*
- 11.49%
- 10Y*
- —
PGHH.NS
- 1D
- 1.96%
- 1M
- -6.96%
- YTD
- -29.74%
- 6M
- -28.72%
- 1Y
- -37.28%
- 3Y*
- -17.26%
- 5Y*
- -8.80%
- 10Y*
- 2.13%
VGWD.DE vs. PGHH.NS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 12.49% | 13.16% | 15.75% | 7.29% | 0.08% | 27.90% | -9.60% | 25.03% | -8.03% | 1.24% |
PGHH.NS Procter & Gamble Hygiene and Health Care Limited | -29.74% | -25.05% | -10.44% | 16.65% | -9.46% | 52.24% | -13.26% | 16.42% | 1.35% | 8.03% |
Correlation
The correlation between VGWD.DE and PGHH.NS is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.13 |
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Return for Risk
VGWD.DE vs. PGHH.NS — Risk / Return Rank
VGWD.DE
PGHH.NS
VGWD.DE vs. PGHH.NS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) and Procter & Gamble Hygiene and Health Care Limited (PGHH.NS). 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.
| VGWD.DE | PGHH.NS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.44 | ||
| Sortino ratioReturn per unit of downside risk | +6.56 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 0.69 | +0.81 |
| Calmar ratioReturn relative to maximum drawdown | 4.28 | -0.94 | +5.22 |
| Martin ratioReturn relative to average drawdown | 16.37 | -1.90 | +18.26 |
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
| VGWD.DE | PGHH.NS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.70 | -1.73 | +4.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.99 | -0.40 | +1.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.10 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.47 | +0.17 |
Drawdowns
VGWD.DE vs. PGHH.NS - Drawdown Comparison
The maximum VGWD.DE drawdown since its inception was -34.57%, smaller than the maximum PGHH.NS drawdown of -58.12%. Use the drawdown chart below to compare losses from any high point for VGWD.DE and PGHH.NS.
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Drawdown Indicators
| VGWD.DE | PGHH.NS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.57% | -58.12% | +23.55% |
Max Drawdown (1Y)Largest decline over 1 year | -5.82% | -39.36% | +33.54% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -58.12% | +41.26% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -58.12% | +41.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -58.12% | — |
Current DrawdownCurrent decline from peak | -0.32% | -57.30% | +56.98% |
Average DrawdownAverage peak-to-trough decline | -4.05% | -13.63% | +9.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 19.63% | -18.11% |
Volatility
VGWD.DE vs. PGHH.NS - Volatility Comparison
The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) is 2.33%, while Procter & Gamble Hygiene and Health Care Limited (PGHH.NS) has a volatility of 6.80%. This indicates that VGWD.DE experiences smaller price fluctuations and is considered to be less risky than PGHH.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGWD.DE | PGHH.NS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.33% | 6.80% | -4.47% |
Volatility (6M)Calculated over the trailing 6-month period | 6.95% | 16.53% | -9.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.21% | 21.43% | -12.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.52% | 22.10% | -10.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.23% | 22.66% | -8.43% |
Dividends
VGWD.DE vs. PGHH.NS - Dividend Comparison
VGWD.DE's dividend yield for the trailing twelve months is around 2.49%, less than PGHH.NS's 2.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGHH.NS Procter & Gamble Hygiene and Health Care Limited | 2.75% | 1.35% | 1.73% | 1.07% | 1.10% | 2.04% | 0.96% | 0.77% | 0.40% | 4.14% | 0.51% | 0.54% |
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 2.49% | 2.84% | 3.05% | 3.39% | 3.78% | 3.03% | 3.08% | 3.21% | 3.70% | 0.58% | 0.00% | 0.00% |
Frequently Asked Questions
VGWD.DE and PGHH.NS have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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