VGWD.DE vs. VHYL.AS
Compare and contrast key facts about Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) and Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS).
VGWD.DE and VHYL.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VGWD.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World High Dividend Yield index. It was launched on Sep 24, 2019. VHYL.AS is a passively managed fund by Vanguard that tracks the performance of the MSCI World High Dividend Yield NR USD. It was launched on May 21, 2013. Both VGWD.DE and VHYL.AS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGWD.DE or VHYL.AS.
Key characteristics
| VGWD.DE | VHYL.AS | |
|---|---|---|
| YTD Return | 17.22% | 17.53% |
| 1Y Return | 23.75% | 24.01% |
| 3Y Return (Ann) | 8.63% | 8.61% |
| 5Y Return (Ann) | 8.34% | 8.29% |
| Sharpe Ratio | 2.58 | 2.57 |
| Sortino Ratio | 3.40 | 3.36 |
| Omega Ratio | 1.49 | 1.49 |
| Calmar Ratio | 3.52 | 3.55 |
| Martin Ratio | 16.86 | 16.88 |
| Ulcer Index | 1.39% | 1.40% |
| Daily Std Dev | 9.11% | 9.24% |
| Max Drawdown | -34.57% | -34.08% |
| Current Drawdown | -0.92% | -0.96% |
Correlation
The correlation between VGWD.DE and VHYL.AS is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VGWD.DE vs. VHYL.AS - Performance Comparison
The year-to-date returns for both investments are quite close, with VGWD.DE having a 17.22% return and VHYL.AS slightly higher at 17.53%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VGWD.DE vs. VHYL.AS - Expense Ratio Comparison
Both VGWD.DE and VHYL.AS have an expense ratio of 0.29%.
Risk-Adjusted Performance
VGWD.DE vs. VHYL.AS - Risk-Adjusted Performance 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 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.
Dividends
VGWD.DE vs. VHYL.AS - Dividend Comparison
VGWD.DE's dividend yield for the trailing twelve months is around 2.69%, which matches VHYL.AS's 2.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 2.69% | 3.14% | 3.60% | 2.58% | 2.67% | 2.87% | 3.16% | 0.49% | 0.00% | 0.00% | 0.00% | 0.00% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 2.69% | 3.15% | 3.60% | 2.59% | 2.68% | 2.89% | 3.14% | 2.76% | 2.73% | 2.92% | 2.61% | 1.03% |
Drawdowns
VGWD.DE vs. VHYL.AS - Drawdown Comparison
The maximum VGWD.DE drawdown since its inception was -34.57%, roughly equal to the maximum VHYL.AS drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for VGWD.DE and VHYL.AS. For additional features, visit the drawdowns tool.
Volatility
VGWD.DE vs. VHYL.AS - Volatility Comparison
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) and Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS) have volatilities of 2.67% and 2.71%, 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.