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VGWD.DE vs. PGHH.NS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGWD.DE vs. PGHH.NS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) and Procter & Gamble Hygiene and Health Care Limited (PGHH.NS). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGWD.DE vs. PGHH.NS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

VGWD.DE
VGWD.DE Risk / Return Rank: 8383
Overall Rank
VGWD.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VGWD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
VGWD.DE Omega Ratio Rank: 8484
Omega Ratio Rank
VGWD.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
VGWD.DE Martin Ratio Rank: 8282
Martin Ratio Rank

PGHH.NS
PGHH.NS Risk / Return Rank: 44
Overall Rank
PGHH.NS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
PGHH.NS Sortino Ratio Rank: 11
Sortino Ratio Rank
PGHH.NS Omega Ratio Rank: 33
Omega Ratio Rank
PGHH.NS Calmar Ratio Rank: 1111
Calmar Ratio Rank
PGHH.NS Martin Ratio Rank: 33
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.

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.DEPGHH.NSDifference
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

VGWD.DE vs. PGHH.NS - Sharpe Ratio Comparison

The current VGWD.DE Sharpe Ratio is 2.70, which is higher than the PGHH.NS Sharpe Ratio of -1.73. The chart below compares the historical Sharpe Ratios of VGWD.DE and PGHH.NS, 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


VGWD.DEPGHH.NSDifference

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.DEPGHH.NSDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.32%

-57.30%

+56.98%

Average Drawdown

Average peak-to-trough decline

-4.05%

-13.63%

+9.58%

Ulcer Index

Depth 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.DEPGHH.NSDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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