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

Performance

VHYD.L vs. TDIV.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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist) (TDIV.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 higher than TDIV.L's 11.84% return. Over the past 10 years, VHYD.L has underperformed TDIV.L with an annualized return of 9.98%, while TDIV.L has yielded a comparatively higher 13.83% 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%

TDIV.L

1D
0.32%
1M
2.15%
6M
10.53%
YTD
11.84%
1Y
29.81%
3Y*
22.34%
5Y*
17.81%
10Y*
13.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VHYD.L vs. TDIV.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%
TDIV.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist)
11.84%40.41%8.93%15.44%9.29%18.14%-2.30%37.03%-6.76%3.94%

Correlation

The correlation between VHYD.L and TDIV.L is 0.80, 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

0.80

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

0.84

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

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since May 23, 2016

0.82

The correlation between VHYD.L and TDIV.L has been stable across timeframes, ranging from 0.80 to 0.88 - a consistent structural relationship.

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Return for Risk

VHYD.L vs. TDIV.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

TDIV.L
TDIV.L Risk / Return Rank: 9393
Overall Rank
TDIV.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
TDIV.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
TDIV.L Omega Ratio Rank: 9292
Omega Ratio Rank
TDIV.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
TDIV.L Martin Ratio Rank: 9191
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. TDIV.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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist) (TDIV.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.LTDIV.LDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.44

1.48

-0.03

Calmar ratioReturn relative to maximum drawdown

3.34

5.64

-2.30

Martin ratioReturn relative to average drawdown

11.97

15.83

-3.86

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

The current VHYD.L Sharpe Ratio is 2.40, which is comparable to the TDIV.L Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of VHYD.L and TDIV.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. TDIV.L - Drawdown Comparison

The maximum VHYD.L drawdown since its inception was -36.60%, roughly equal to the maximum TDIV.L drawdown of -37.94%. Use the drawdown chart below to compare losses from any high point for VHYD.L and TDIV.L.


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Drawdown Indicators


VHYD.LTDIV.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.60%

-37.94%

+1.34%

Max Drawdown (1Y)

Largest decline over 1 year

-7.74%

-5.27%

-2.47%

Max Drawdown (3Y)

Largest decline over 3 years

-12.48%

-13.89%

+1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-20.89%

-18.52%

-2.37%

Max Drawdown (10Y)

Largest decline over 10 years

-36.60%

-37.94%

+1.34%

Current Drawdown

Current decline from peak

-0.32%

0.00%

-0.32%

Average Drawdown

Average peak-to-trough decline

-5.28%

-3.99%

-1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

1.88%

+0.28%

Volatility

VHYD.L vs. TDIV.L - Volatility Comparison

The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYD.L) is 2.45%, while VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist) (TDIV.L) has a volatility of 2.90%. This indicates that VHYD.L experiences smaller price fluctuations and is considered to be less risky than TDIV.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.LTDIV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.45%

2.90%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

8.92%

8.56%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

10.78%

11.22%

-0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.61%

14.56%

-0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.18%

16.20%

-1.02%

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

VHYD.L has a 0.29% expense ratio, which is lower than TDIV.L's 0.38% expense ratio.


Dividends

VHYD.L vs. TDIV.L - Dividend Comparison

VHYD.L's dividend yield for the trailing twelve months is around 2.51%, less than TDIV.L's 3.10% yield.


PositionTTM20252024202320222021202020192018201720162015
TDIV.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist)
3.10%3.49%4.36%4.82%4.49%4.14%3.88%4.37%5.77%4.50%0.00%0.00%
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 TDIV.L have a correlation of 0.80, 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 0.38% for TDIV.L.

VHYD.L is categorized as Dividend, while TDIV.L is Global Equities. VHYD.L tracks FTSE All-World High Dividend Yield Index, while TDIV.L tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. They also come from different issuers: Vanguard and VanEck. Their fees differ too: 0.29% for VHYD.L and 0.38% for TDIV.L.

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