VHYA.L vs. VUAA.L

Last updated Jun 5, 2026

VHYA.L (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulation) and VUAA.L (Vanguard S&P 500 UCITS ETF USD Accumulation) are both exchange-traded funds - VHYA.L is a Dividend fund tracking the FTSE All-World High Dividend Yield Index, while VUAA.L is a S&P 500 fund tracking the S&P 500 Net Total Return. Both are passively managed. A 0.64 correlation means they provide meaningful diversification when combined. VHYA.L charges 0.29%/yr vs 0.07%/yr for VUAA.L.

Performance

VHYA.L vs. VUAA.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 S&P 500 UCITS ETF USD Accumulation (VUAA.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VHYA.L achieves a 11.07% return, which is significantly higher than VUAA.L's 9.14% return.

VHYA.L

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

VUAA.L

• 1D: -1.07%
• 1M: 2.12%
• YTD: 9.14%
• 6M: 9.60%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)	2025
VHYA.L Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulation	11.07%	13.88%
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation	9.14%	15.63%

Correlation

The correlation between VHYA.L and VUAA.L is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 9, 2025	0.64

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

Sectors	VHYA.L	VUAA.L
Financial Services	28.6%	11.6%
Industrials	12.3%	8.3%
Healthcare	11.2%	8.5%
Energy	9.4%	3.5%
Consumer Defensive	8.7%	4.9%
Technology	7.7%	35.7%
Consumer Cyclical	7.0%	10.2%
Utilities	5.7%	2.4%
Basic Materials	5.1%	1.8%
Communication Services	3.5%	11.3%
Real Estate	0.9%	1.9%

Return for Risk

VHYA.L vs. VUAA.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: 72
VHYA.L Sharpe Ratio Rank: 74
VHYA.L Sortino Ratio Rank: 77
VHYA.L Omega Ratio Rank: 72
VHYA.L Calmar Ratio Rank: 71
VHYA.L Martin Ratio Rank: 69

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. VUAA.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 S&P 500 UCITS ETF USD Accumulation (VUAA.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.L	VUAA.L	Difference
Sharpe ratio: Return per unit of total volatility	2.36	—	—
Sortino ratio: Return per unit of downside risk	3.38	—	—
Omega ratio: Gain probability vs. loss probability	1.42	—	—
Calmar ratio: Return relative to maximum drawdown	3.48	—	—
Martin ratio: Return relative to average drawdown	12.51	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	VHYA.L	VUAA.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.36	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	2.23	-1.53

Drawdowns

VHYA.L vs. VUAA.L - Drawdown Comparison

The maximum VHYA.L drawdown since its inception was -36.62%, which is greater than VUAA.L's maximum drawdown of -8.18%. Use the drawdown chart below to compare losses from any high point for VHYA.L and VUAA.L.

Drawdown Indicators

	VHYA.L	VUAA.L	Difference
Max Drawdown Largest peak-to-trough decline	-36.62%	-8.18%	-28.44%
Max Drawdown (1Y) Largest decline over 1 year	-7.84%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-12.65%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-21.08%	—	—
Current Drawdown Current decline from peak	-0.23%	-1.61%	+1.38%
Average Drawdown Average peak-to-trough decline	-5.08%	-1.11%	-3.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.18%	1.91%	+0.27%

Volatility

Volatility by Period

	VHYA.L	VUAA.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.08%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.59%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.53%	11.79%	-0.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.76%	11.79%	+1.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.54%	11.79%	+4.75%

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

VHYA.L has a 0.29% expense ratio, which is higher than VUAA.L's 0.07% expense ratio.

Dividends

VHYA.L vs. VUAA.L - Dividend Comparison

Neither VHYA.L nor VUAA.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both VHYA.L and VUAA.L in my portfolio?

VHYA.L and VUAA.L have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VHYA.L or VUAA.L?

On fees, VUAA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VHYA.L or VUAA.L?

VUAA.L is cheaper with a 0.07% expense ratio, compared with 0.29% for VHYA.L.

What is the main difference between VHYA.L and VUAA.L?

VHYA.L is categorized as Dividend, while VUAA.L is S&P 500. VHYA.L tracks FTSE All-World High Dividend Yield Index, while VUAA.L tracks S&P 500 Net Total Return. Their fees differ too: 0.29% for VHYA.L and 0.07% for VUAA.L.