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

Performance

VHYD.L vs. IDUP.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 Distributing (VHYD.L) and iShares US Property Yield UCITS ETF USD (Dist) (IDUP.L). The values are adjusted to include any dividend payments, if applicable.

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

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


2026 (YTD)202520242023202220212020201920182017
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

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

VHYD.L
VHYD.L Risk / Return Rank: 8686
Overall Rank
VHYD.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VHYD.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
VHYD.L Omega Ratio Rank: 8989
Omega Ratio Rank
VHYD.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
VHYD.L Martin Ratio Rank: 8080
Martin Ratio Rank

IDUP.L
IDUP.L Risk / Return Rank: 6868
Overall Rank
IDUP.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IDUP.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
IDUP.L Omega Ratio Rank: 6363
Omega Ratio Rank
IDUP.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
IDUP.L Martin Ratio Rank: 6262
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.

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.LIDUP.LDifference
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

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

The current VHYD.L Sharpe Ratio is 2.40, which is higher than the IDUP.L Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of VHYD.L and IDUP.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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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.LIDUP.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.32%

0.00%

-0.32%

Average Drawdown

Average peak-to-trough decline

-5.28%

-15.31%

+10.03%

Ulcer Index

Depth 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.LIDUP.LDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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