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VGWE.DE vs. VHYL.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGWE.DE vs. VHYL.AS - 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 Acc (VGWE.DE) 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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Returns By Period

The year-to-date returns for both investments are quite close, with VGWE.DE having a 12.43% return and VHYL.AS slightly higher at 12.61%.


VGWE.DE

1D
0.23%
1M
3.30%
YTD
12.43%
6M
14.13%
1Y
24.76%
3Y*
15.83%
5Y*
11.47%
10Y*

VHYL.AS

1D
0.20%
1M
3.45%
YTD
12.61%
6M
14.16%
1Y
25.03%
3Y*
15.90%
5Y*
11.50%
10Y*
9.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGWE.DE vs. VHYL.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VGWE.DE
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc
12.43%12.81%15.59%7.89%0.02%27.83%6.23%
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing
12.61%12.40%16.77%7.02%0.17%27.85%6.21%

Correlation

The correlation between VGWE.DE and VHYL.AS is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.92

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

0.94

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2020

0.94

The correlation between VGWE.DE and VHYL.AS has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

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Return for Risk

VGWE.DE vs. VHYL.AS — Risk / Return Rank

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

VGWE.DE
VGWE.DE Risk / Return Rank: 8181
Overall Rank
VGWE.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VGWE.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
VGWE.DE Omega Ratio Rank: 7979
Omega Ratio Rank
VGWE.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
VGWE.DE Martin Ratio Rank: 8181
Martin Ratio Rank

VHYL.AS
VHYL.AS Risk / Return Rank: 8383
Overall Rank
VHYL.AS Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VHYL.AS Sortino Ratio Rank: 8686
Sortino Ratio Rank
VHYL.AS Omega Ratio Rank: 8484
Omega Ratio Rank
VHYL.AS Calmar Ratio Rank: 8181
Calmar Ratio Rank
VHYL.AS Martin Ratio Rank: 8181
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.

VGWE.DE vs. VHYL.AS - 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 Acc (VGWE.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.


VGWE.DEVHYL.ASDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.47

1.51

-0.04

Calmar ratioReturn relative to maximum drawdown

4.11

4.17

-0.06

Martin ratioReturn relative to average drawdown

15.82

15.90

-0.08

VGWE.DE vs. VHYL.AS - Sharpe Ratio Comparison

The current VGWE.DE Sharpe Ratio is 2.60, which is comparable to the VHYL.AS Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of VGWE.DE 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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Sharpe Ratios by Period


VGWE.DEVHYL.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

2.71

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.98

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

0.66

+0.44

Drawdowns

VGWE.DE vs. VHYL.AS - Drawdown Comparison

The maximum VGWE.DE drawdown since its inception was -16.43%, smaller than the maximum VHYL.AS drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for VGWE.DE and VHYL.AS.


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Drawdown Indicators


VGWE.DEVHYL.ASDifference

Max Drawdown

Largest peak-to-trough decline

-16.43%

-34.08%

+17.65%

Max Drawdown (1Y)

Largest decline over 1 year

-6.00%

-5.93%

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-16.43%

-16.76%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-16.43%

-16.76%

+0.33%

Max Drawdown (10Y)

Largest decline over 10 years

-34.08%

Current Drawdown

Current decline from peak

-0.37%

-0.24%

-0.13%

Average Drawdown

Average peak-to-trough decline

-2.37%

-4.34%

+1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

1.56%

0.00%

Volatility

VGWE.DE vs. VHYL.AS - Volatility Comparison

Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE) has a higher volatility of 2.38% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS) at 2.22%. This indicates that VGWE.DE's price experiences larger fluctuations and is considered to be riskier than VHYL.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGWE.DEVHYL.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.38%

2.22%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

7.18%

6.95%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

9.47%

9.10%

+0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.51%

11.57%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.23%

13.59%

-1.36%

VGWE.DE vs. VHYL.AS - Expense Ratio Comparison

Both VGWE.DE and VHYL.AS have an expense ratio of 0.29%.


Dividends

VGWE.DE vs. VHYL.AS - Dividend Comparison

VGWE.DE has not paid dividends to shareholders, while VHYL.AS's dividend yield for the trailing twelve months is around 2.49%.


PositionTTM20252024202320222021202020192018201720162015
VGWE.DE
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing
2.49%2.85%3.03%3.40%3.78%3.03%3.08%3.24%3.68%3.13%3.02%3.25%

Frequently Asked Questions


With a correlation of 0.94, VGWE.DE and VHYL.AS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.29% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VGWE.DE and VHYL.AS have the same expense ratio: 0.29% per year.

VGWE.DE is categorized as Dividend, while VHYL.AS is Global Equities. Both ETFs track FTSE All-World High Dividend Yield Index.

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