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VHYA.L vs. VHYD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VHYA.L vs. VHYD.L

Last updated Jun 5, 2026

VHYA.L (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulation) and VHYD.L (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) are both exchange-traded funds - VHYA.L is a Dividend fund tracking the FTSE All-World High Dividend Yield Index, while VHYD.L is a Global Equities fund tracking the FTSE All-World High Dividend Yield Index. Both are passively managed. Over the past 5 years, VHYA.L returned 10.42%/yr vs 10.43%/yr for VHYD.L. Their correlation of 0.94 suggests significant overlap in exposure. Both charge a 0.29% expense ratio.

Performance

VHYA.L vs. VHYD.L - 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 Accumulation (VHYA.L) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYD.L). 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 VHYA.L having a 11.07% return and VHYD.L slightly higher at 11.22%.

VHYA.L

1D
-0.23%
1M
0.82%
YTD
11.07%
6M
13.82%
1Y
26.74%
3Y*
18.90%
5Y*
10.42%
10Y*
—

VHYD.L

1D
0.23%
1M
1.09%
YTD
11.22%
6M
13.67%
1Y
27.08%
3Y*
18.97%
5Y*
10.43%
10Y*
9.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VHYA.L vs. VHYD.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
VHYA.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulation		11.07%27.02%9.27%11.29%-5.35%17.77%-0.22%8.38%
VHYD.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing		11.22%27.03%9.33%11.41%-5.45%17.84%-0.31%8.14%

Correlation

The correlation between VHYA.L and VHYD.L is 0.87, 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

0.87

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 Sep 27, 2019

0.94

The correlation between VHYA.L and VHYD.L has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.

VHYA.L vs. VHYD.L - Sectors Allocation Comparison

Sectors
VHYA.L
VHYD.L

Financial Services

28.6%
28.6%

Industrials

12.3%
12.3%

Healthcare

11.2%
11.2%

Energy

9.4%
9.4%

Consumer Defensive

8.7%
8.7%

Technology

7.7%
7.7%

Consumer Cyclical

7.0%
7.0%

Utilities

5.7%
5.7%

Basic Materials

5.1%
5.1%

Communication Services

3.5%
3.5%

Real Estate

0.9%
0.9%

Financial Services

VHYA.L
28.6%
VHYD.L
28.6%

Industrials

VHYA.L
12.3%
VHYD.L
12.3%

Healthcare

VHYA.L
11.2%
VHYD.L
11.2%

Energy

VHYA.L
9.4%
VHYD.L
9.4%

Consumer Defensive

VHYA.L
8.7%
VHYD.L
8.7%

Technology

VHYA.L
7.7%
VHYD.L
7.7%

Consumer Cyclical

VHYA.L
7.0%
VHYD.L
7.0%

Utilities

VHYA.L
5.7%
VHYD.L
5.7%

Basic Materials

VHYA.L
5.1%
VHYD.L
5.1%

Communication Services

VHYA.L
3.5%
VHYD.L
3.5%

Real Estate

VHYA.L
0.9%
VHYD.L
0.9%

Compare stocks, funds, or ETFs

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Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulation

Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing

Often compared with VHYA.L:
VHYA.L vs. VOOVHYA.L vs. IUKD.LVHYA.L vs. FUSA.LVHYA.L vs. SDIP.LVHYA.L vs. VUAA.LVHYA.L vs. DGRG.LVHYA.L vs. HDLV.L
Often compared with VHYD.L:
VHYD.L vs. SCHDVHYD.L vs. VDIV.DEVHYD.L vs. JEPQVHYD.L vs. FUSD.LVHYD.L vs. WQDV.LVHYD.L vs. JEGP.LVHYD.L vs. JEPI

Return for Risk

VHYA.L vs. VHYD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VHYA.L
VHYA.L Risk / Return Rank: 7272
Overall Rank
VHYA.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VHYA.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
VHYA.L Omega Ratio Rank: 7272
Omega Ratio Rank
VHYA.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
VHYA.L Martin Ratio Rank: 6969
Martin Ratio Rank
VHYD.L
VHYD.L Risk / Return Rank: 7676
Overall Rank
VHYD.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VHYD.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
VHYD.L Omega Ratio Rank: 7979
Omega Ratio Rank
VHYD.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
VHYD.L Martin Ratio Rank: 6969
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.

VHYA.L vs. VHYD.L - 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 Accumulation (VHYA.L) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYD.L). 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.

VHYA.LVHYD.LDifference
Sharpe ratioReturn per unit of total volatility
2.36
2.55

-0.19

Sortino ratioReturn per unit of downside risk
3.38
3.64

-0.26

Omega ratioGain probability vs. loss probability

1.42

1.47

-0.05

Calmar ratioReturn relative to maximum drawdown

3.48

3.48

-0.01

Martin ratioReturn relative to average drawdown

12.51

12.59

-0.07

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

VHYA.L vs. VHYD.L - Sharpe Ratio Comparison

The current VHYA.L Sharpe Ratio is 2.36, which is comparable to the VHYD.L Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of VHYA.L and VHYD.L, 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

VHYA.LVHYD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

2.55

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.76

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.64

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.56

+0.13

Drawdowns

VHYA.L vs. VHYD.L - Drawdown Comparison

The maximum VHYA.L drawdown since its inception was -36.62%, roughly equal to the maximum VHYD.L drawdown of -36.60%. Use the drawdown chart below to compare losses from any high point for VHYA.L and VHYD.L.

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Drawdown Indicators

VHYA.LVHYD.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.62%

-36.60%

-0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-7.84%

-7.75%

-0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-12.65%

-12.48%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-21.08%

-20.89%

-0.19%

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.60%

—

Current Drawdown

Current decline from peak

-0.23%

-0.08%

-0.15%

Average Drawdown

Average peak-to-trough decline

-5.08%

-5.47%

+0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

2.15%

+0.03%

Volatility

VHYA.L vs. VHYD.L - Volatility Comparison

Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulation (VHYA.L) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYD.L) have volatilities of 3.08% and 2.97%, 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.

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Volatility by Period

VHYA.LVHYD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

2.97%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

8.59%

8.50%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

11.53%

10.57%

+0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.76%

13.64%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

15.42%

+1.12%

VHYA.L vs. VHYD.L - Expense Ratio Comparison

Both VHYA.L and VHYD.L have an expense ratio of 0.29%.

Dividends

VHYA.L vs. VHYD.L - Dividend Comparison

VHYA.L has not paid dividends to shareholders, while VHYD.L's dividend yield for the trailing twelve months is around 2.48%.

PositionTTM20252024202320222021202020192018201720162015
VHYA.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VHYD.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing		2.48%2.77%3.15%3.31%3.72%3.14%2.90%3.23%3.77%2.96%3.16%3.32%

Frequently Asked Questions

VHYA.L and VHYD.L have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VHYA.L and VHYD.L have the same expense ratio: 0.29% per year.

VHYA.L is categorized as Dividend, while VHYD.L is Global Equities. Both ETFs track FTSE All-World High Dividend Yield Index.

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