PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VHYD.L vs. VDIV.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VHYD.L and VDIV.DE is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

VHYD.L vs. VDIV.DE - 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 (VDIV.DE). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%SeptemberOctoberNovemberDecember2025February
3.76%
3.40%
VHYD.L
VDIV.DE

Key characteristics

Sharpe Ratio

VHYD.L:

1.43

VDIV.DE:

2.17

Sortino Ratio

VHYD.L:

1.99

VDIV.DE:

2.89

Omega Ratio

VHYD.L:

1.25

VDIV.DE:

1.40

Calmar Ratio

VHYD.L:

2.15

VDIV.DE:

3.45

Martin Ratio

VHYD.L:

5.99

VDIV.DE:

13.64

Ulcer Index

VHYD.L:

2.43%

VDIV.DE:

1.67%

Daily Std Dev

VHYD.L:

10.12%

VDIV.DE:

10.50%

Max Drawdown

VHYD.L:

-36.60%

VDIV.DE:

-35.90%

Current Drawdown

VHYD.L:

0.00%

VDIV.DE:

0.00%

Returns By Period

In the year-to-date period, VHYD.L achieves a 6.66% return, which is significantly lower than VDIV.DE's 7.52% return.


VHYD.L

YTD

6.66%

1M

3.60%

6M

3.76%

1Y

14.85%

5Y*

8.14%

10Y*

6.49%

VDIV.DE

YTD

7.52%

1M

2.99%

6M

11.68%

1Y

19.95%

5Y*

13.08%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VHYD.L vs. VDIV.DE - Expense Ratio Comparison

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


VDIV.DE
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
Expense ratio chart for VDIV.DE: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%
Expense ratio chart for VHYD.L: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

VHYD.L vs. VDIV.DE — Risk-Adjusted Performance Rank

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

VHYD.L
The Risk-Adjusted Performance Rank of VHYD.L is 6161
Overall Rank
The Sharpe Ratio Rank of VHYD.L is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VHYD.L is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VHYD.L is 5858
Omega Ratio Rank
The Calmar Ratio Rank of VHYD.L is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VHYD.L is 5757
Martin Ratio Rank

VDIV.DE
The Risk-Adjusted Performance Rank of VDIV.DE is 8787
Overall Rank
The Sharpe Ratio Rank of VDIV.DE is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of VDIV.DE is 8585
Sortino Ratio Rank
The Omega Ratio Rank of VDIV.DE is 8686
Omega Ratio Rank
The Calmar Ratio Rank of VDIV.DE is 8888
Calmar Ratio Rank
The Martin Ratio Rank of VDIV.DE is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VHYD.L vs. VDIV.DE - Risk-Adjusted Performance 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 (VDIV.DE). 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.


Sharpe ratio
The chart of Sharpe ratio for VHYD.L, currently valued at 1.48, compared to the broader market0.002.004.001.481.31
The chart of Sortino ratio for VHYD.L, currently valued at 2.04, compared to the broader market0.005.0010.002.041.83
The chart of Omega ratio for VHYD.L, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.23
The chart of Calmar ratio for VHYD.L, currently valued at 2.21, compared to the broader market0.005.0010.0015.0020.002.211.97
The chart of Martin ratio for VHYD.L, currently valued at 6.15, compared to the broader market0.0020.0040.0060.0080.00100.006.155.23
VHYD.L
VDIV.DE

The current VHYD.L Sharpe Ratio is 1.43, which is lower than the VDIV.DE Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of VHYD.L and VDIV.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.48
1.31
VHYD.L
VDIV.DE

Dividends

VHYD.L vs. VDIV.DE - Dividend Comparison

VHYD.L's dividend yield for the trailing twelve months is around 2.95%, more than VDIV.DE's 2.39% yield.


TTM20242023202220212020201920182017201620152014
VHYD.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
2.95%3.15%3.31%3.72%3.14%2.90%3.23%3.77%2.96%3.16%3.32%3.82%
VDIV.DE
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
2.39%2.57%4.97%4.56%3.97%4.11%4.35%0.91%0.00%0.00%0.00%0.00%

Drawdowns

VHYD.L vs. VDIV.DE - Drawdown Comparison

The maximum VHYD.L drawdown since its inception was -36.60%, roughly equal to the maximum VDIV.DE drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for VHYD.L and VDIV.DE. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February00
VHYD.L
VDIV.DE

Volatility

VHYD.L vs. VDIV.DE - Volatility Comparison

Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYD.L) has a higher volatility of 2.07% compared to VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE) at 1.82%. This indicates that VHYD.L's price experiences larger fluctuations and is considered to be riskier than VDIV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2025February
2.07%
1.82%
VHYD.L
VDIV.DE
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab