VHYD.L vs. IDUP.L
VHYD.L (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) and IDUP.L (iShares US Property Yield UCITS ETF USD (Dist)) are both exchange-traded funds - VHYD.L is a Dividend fund tracking the FTSE All-World High Dividend Yield Index, while IDUP.L is a REIT fund tracking the FTSE EPRA Nareit US Dividend+ Net of Tax Index (USD). Both are passively managed. Over the past 10 years, VHYD.L returned 9.98%/yr vs 4.41%/yr for IDUP.L. A 0.53 correlation means they provide meaningful diversification when combined. VHYD.L charges 0.29%/yr vs 0.40%/yr for IDUP.L.
Performance
VHYD.L vs. IDUP.L - Performance Comparison
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Returns By Period
In the year-to-date period, VHYD.L achieves a 13.12% return, which is significantly lower than IDUP.L's 19.54% return. Over the past 10 years, VHYD.L has outperformed IDUP.L with an annualized return of 9.98%, while IDUP.L has yielded a comparatively lower 4.41% annualized return.
VHYD.L
- 1D
- -0.32%
- 1M
- -0.06%
- 6M
- 9.85%
- YTD
- 13.12%
- 1Y
- 25.95%
- 3Y*
- 17.92%
- 5Y*
- 11.48%
- 10Y*
- 9.98%
IDUP.L
- 1D
- 0.88%
- 1M
- 4.01%
- 6M
- 15.63%
- YTD
- 19.54%
- 1Y
- 21.72%
- 3Y*
- 11.00%
- 5Y*
- 3.85%
- 10Y*
- 4.41%
VHYD.L vs. IDUP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VHYD.L Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 13.12% | 27.03% | 9.32% | 11.43% | -5.45% | 17.84% | -0.31% | 20.75% | -11.71% | 19.33% |
IDUP.L iShares US Property Yield UCITS ETF USD (Dist) | 19.54% | 2.23% | 4.73% | 13.04% | -24.29% | 41.77% | -10.91% | 21.39% | -4.82% | 4.35% |
Correlation
The correlation between VHYD.L and IDUP.L is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since May 21, 2013 | 0.53 |
The correlation between VHYD.L and IDUP.L shifts across timeframes, from 0.53 (1 year) to 0.63 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
VHYD.L vs. IDUP.L — Risk / Return Rank
VHYD.L
IDUP.L
VHYD.L vs. IDUP.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 Distributing (VHYD.L) and iShares US Property Yield UCITS ETF USD (Dist) (IDUP.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VHYD.L | IDUP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.29 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.34 | 2.92 | +0.42 |
| Martin ratioReturn relative to average drawdown | 11.97 | 8.01 | +3.96 |
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Drawdowns
VHYD.L vs. IDUP.L - Drawdown Comparison
The maximum VHYD.L drawdown since its inception was -36.60%, smaller than the maximum IDUP.L drawdown of -75.24%. Use the drawdown chart below to compare losses from any high point for VHYD.L and IDUP.L.
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Drawdown Indicators
| VHYD.L | IDUP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.60% | -75.24% | +38.64% |
Max Drawdown (1Y)Largest decline over 1 year | -7.74% | -7.41% | -0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -12.48% | -20.33% | +7.85% |
Max Drawdown (5Y)Largest decline over 5 years | -20.89% | -33.70% | +12.81% |
Max Drawdown (10Y)Largest decline over 10 years | -36.60% | -45.62% | +9.02% |
Current DrawdownCurrent decline from peak | -0.32% | 0.00% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -5.28% | -15.31% | +10.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 2.70% | -0.54% |
Volatility
VHYD.L vs. IDUP.L - Volatility Comparison
The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYD.L) is 2.45%, while iShares US Property Yield UCITS ETF USD (Dist) (IDUP.L) has a volatility of 4.33%. This indicates that VHYD.L experiences smaller price fluctuations and is considered to be less risky than IDUP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VHYD.L | IDUP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.45% | 4.33% | -1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 8.92% | 9.99% | -1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.78% | 13.15% | -2.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.61% | 18.39% | -4.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.18% | 20.36% | -5.18% |
VHYD.L vs. IDUP.L - Expense Ratio Comparison
VHYD.L has a 0.29% expense ratio, which is lower than IDUP.L's 0.40% expense ratio.
Dividends
VHYD.L vs. IDUP.L - Dividend Comparison
VHYD.L's dividend yield for the trailing twelve months is around 2.51%, less than IDUP.L's 2.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDUP.L iShares US Property Yield UCITS ETF USD (Dist) | 2.81% | 3.20% | 3.09% | 3.13% | 3.84% | 2.13% | 3.22% | 3.10% | 4.60% | 3.17% | 3.55% | 2.98% |
VHYD.L Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 2.51% | 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
VHYD.L and IDUP.L have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VHYD.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VHYD.L is cheaper with a 0.29% expense ratio, compared with 0.40% for IDUP.L.
VHYD.L is categorized as Dividend, while IDUP.L is REIT. VHYD.L tracks FTSE All-World High Dividend Yield Index, while IDUP.L tracks FTSE EPRA Nareit US Dividend+ Net of Tax Index (USD). They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.29% for VHYD.L and 0.40% for IDUP.L.
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