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VHVG.L vs. WDIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VHVG.L vs. WDIV

Last updated Jun 7, 2026

VHVG.L (Vanguard FTSE Developed World UCITS ETF Acc) and WDIV (SPDR S&P Global Dividend ETF) are both Global Equities funds - VHVG.L tracks the MSCI ACWI NR USD while WDIV tracks the S&P Global Dividend Aristocrats Index sp_43. Both are passively managed. Over the past 5 years, VHVG.L returned 13.07%/yr vs 8.76%/yr for WDIV. At a 0.47 correlation, their price movements are largely independent. VHVG.L charges 0.12%/yr vs 0.40%/yr for WDIV.

Performance

VHVG.L vs. WDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE Developed World UCITS ETF Acc (VHVG.L) and SPDR S&P Global Dividend ETF (WDIV). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VHVG.L is traded in GBP, while WDIV is traded in USD. To make them comparable, the WDIV values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VHVG.L achieves a 10.71% return, which is significantly higher than WDIV's 8.77% return.

VHVG.L

1D
-0.98%
1M
2.91%
YTD
10.71%
6M
10.78%
1Y
27.85%
3Y*
17.95%
5Y*
13.07%
10Y*
—

WDIV

1D
-0.52%
1M
1.80%
YTD
8.77%
6M
9.51%
1Y
21.83%
3Y*
13.89%
5Y*
8.76%
10Y*
8.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VHVG.L vs. WDIV - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
VHVG.L
Vanguard FTSE Developed World UCITS ETF Acc		10.71%13.84%20.00%17.53%-8.16%22.64%12.56%-17.91%
WDIV
SPDR S&P Global Dividend ETF		8.77%18.10%9.49%2.80%4.15%15.53%-12.82%1.25%

Correlation

The correlation between VHVG.L and WDIV is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.35

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

0.37

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

0.40

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2019

0.47

The correlation between VHVG.L and WDIV shifts across timeframes, from 0.35 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.

VHVG.L vs. WDIV - Sectors Allocation Comparison

Sectors
VHVG.L
WDIV

Technology

29.0%
2.9%

Financial Services

15.6%
23.1%

Industrials

11.5%
12.1%

Consumer Cyclical

9.3%
3.9%

Communication Services

9.0%
9.8%

Healthcare

8.5%
4.6%

Consumer Defensive

5.1%
6.4%

Energy

4.1%
7.1%

Basic Materials

3.4%
3.1%

Utilities

2.6%
13.8%

Real Estate

2.0%
13.3%

Technology

VHVG.L
29.0%
WDIV
2.9%

Financial Services

VHVG.L
15.6%
WDIV
23.1%

Industrials

VHVG.L
11.5%
WDIV
12.1%

Consumer Cyclical

VHVG.L
9.3%
WDIV
3.9%

Communication Services

VHVG.L
9.0%
WDIV
9.8%

Healthcare

VHVG.L
8.5%
WDIV
4.6%

Consumer Defensive

VHVG.L
5.1%
WDIV
6.4%

Energy

VHVG.L
4.1%
WDIV
7.1%

Basic Materials

VHVG.L
3.4%
WDIV
3.1%

Utilities

VHVG.L
2.6%
WDIV
13.8%

Real Estate

VHVG.L
2.0%
WDIV
13.3%

Compare stocks, funds, or ETFs

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Vanguard FTSE Developed World UCITS ETF Acc

SPDR S&P Global Dividend ETF

Often compared with VHVG.L:
VHVG.L vs. VWRL.LVHVG.L vs. VWCE.DEVHVG.L vs. VUAA.LVHVG.L vs. SWLD.LVHVG.L vs. IWDA.LVHVG.L vs. VEAVHVG.L vs. VEUA.L
Often compared with WDIV:
WDIV vs. SCHDWDIV vs. SCHYWDIV vs. VYMWDIV vs. WLDRWDIV vs. VIGIWDIV vs. SPYWDIV vs. IVV

Return for Risk

VHVG.L vs. WDIV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VHVG.L
VHVG.L Risk / Return Rank: 8686
Overall Rank
VHVG.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VHVG.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
VHVG.L Omega Ratio Rank: 8888
Omega Ratio Rank
VHVG.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
VHVG.L Martin Ratio Rank: 8686
Martin Ratio Rank
WDIV
WDIV Risk / Return Rank: 5959
Overall Rank
WDIV Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
WDIV Sortino Ratio Rank: 6666
Sortino Ratio Rank
WDIV Omega Ratio Rank: 6262
Omega Ratio Rank
WDIV Calmar Ratio Rank: 5151
Calmar Ratio Rank
WDIV Martin Ratio Rank: 5353
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.

VHVG.L vs. WDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed World UCITS ETF Acc (VHVG.L) and SPDR S&P Global Dividend ETF (WDIV). 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.

VHVG.LWDIVDifference
Sharpe ratioReturn per unit of total volatility
2.75
2.69

+0.06

Sortino ratioReturn per unit of downside risk
3.79
3.93

-0.14

Omega ratioGain probability vs. loss probability

1.52

1.50

+0.02

Calmar ratioReturn relative to maximum drawdown

4.09

3.01

+1.08

Martin ratioReturn relative to average drawdown

16.81

11.34

+5.47

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VHVG.L vs. WDIV - Sharpe Ratio Comparison

The current VHVG.L Sharpe Ratio is 2.75, which is comparable to the WDIV Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of VHVG.L and WDIV, 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

VHVG.LWDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.75

2.69

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.84

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.58

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.57

-0.11

Drawdowns

VHVG.L vs. WDIV - Drawdown Comparison

The maximum VHVG.L drawdown since its inception was -35.32%, roughly equal to the maximum WDIV drawdown of -35.23%. Use the drawdown chart below to compare losses from any high point for VHVG.L and WDIV.

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Drawdown Indicators

VHVG.LWDIVDifference

Max Drawdown

Largest peak-to-trough decline

-35.32%

-35.23%

-0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-6.94%

-7.67%

+0.73%

Max Drawdown (3Y)

Largest decline over 3 years

-19.95%

-8.89%

-11.06%

Max Drawdown (5Y)

Largest decline over 5 years

-19.95%

-13.34%

-6.61%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.23%

—

Current Drawdown

Current decline from peak

-1.33%

-0.74%

-0.59%

Average Drawdown

Average peak-to-trough decline

-7.18%

-4.78%

-2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

2.03%

-0.34%

Volatility

VHVG.L vs. WDIV - Volatility Comparison

Vanguard FTSE Developed World UCITS ETF Acc (VHVG.L) has a higher volatility of 2.71% compared to SPDR S&P Global Dividend ETF (WDIV) at 2.35%. This indicates that VHVG.L's price experiences larger fluctuations and is considered to be riskier than WDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VHVG.LWDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.71%

2.35%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

7.60%

6.80%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

10.32%

8.58%

+1.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.93%

10.43%

+8.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.58%

14.10%

+6.48%

VHVG.L vs. WDIV - Expense Ratio Comparison

VHVG.L has a 0.12% expense ratio, which is lower than WDIV's 0.40% expense ratio.

Dividends

VHVG.L vs. WDIV - Dividend Comparison

VHVG.L has not paid dividends to shareholders, while WDIV's dividend yield for the trailing twelve months is around 4.06%.

PositionTTM20252024202320222021202020192018201720162015
VHVG.L
Vanguard FTSE Developed World UCITS ETF 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%
WDIV
SPDR S&P Global Dividend ETF		4.06%4.27%4.63%4.73%5.12%4.15%5.55%3.99%4.42%3.62%4.32%5.03%

Frequently Asked Questions

VHVG.L and WDIV have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VHVG.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VHVG.L is cheaper with a 0.12% expense ratio, compared with 0.40% for WDIV.

VHVG.L tracks MSCI ACWI NR USD, while WDIV tracks S&P Global Dividend Aristocrats Index sp_43. They also come from different issuers: Vanguard and State Street. Their fees differ too: 0.12% for VHVG.L and 0.40% for WDIV.

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