VHYG.L vs. ICHN.AS
Compare and contrast key facts about Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.L) and iShares MSCI China UCITS ETF (ICHN.AS).
VHYG.L and ICHN.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VHYG.L is a passively managed fund by Vanguard that tracks the performance of the MSCI World High Dividend Yield NR USD. It was launched on Sep 24, 2019. ICHN.AS is a passively managed fund by iShares that tracks the performance of the MSCI China NR USD. It was launched on Jun 20, 2019. Both VHYG.L and ICHN.AS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VHYG.L or ICHN.AS.
Key characteristics
| VHYG.L | ICHN.AS | |
|---|---|---|
| YTD Return | 12.19% | 19.11% |
| 1Y Return | 17.69% | 13.43% |
| 3Y Return (Ann) | 7.88% | -9.59% |
| 5Y Return (Ann) | 7.78% | -2.06% |
| Sharpe Ratio | 0.54 | 0.54 |
| Sortino Ratio | 1.04 | 0.98 |
| Omega Ratio | 1.32 | 1.12 |
| Calmar Ratio | 0.86 | 0.25 |
| Martin Ratio | 1.42 | 1.57 |
| Ulcer Index | 11.98% | 9.67% |
| Daily Std Dev | 31.53% | 28.46% |
| Max Drawdown | -28.15% | -62.67% |
| Current Drawdown | -5.43% | -46.79% |
Correlation
The correlation between VHYG.L and ICHN.AS is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VHYG.L vs. ICHN.AS - Performance Comparison
In the year-to-date period, VHYG.L achieves a 12.19% return, which is significantly lower than ICHN.AS's 19.11% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VHYG.L vs. ICHN.AS - Expense Ratio Comparison
VHYG.L has a 0.29% expense ratio, which is lower than ICHN.AS's 0.40% expense ratio.
Risk-Adjusted Performance
VHYG.L vs. ICHN.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.L) and iShares MSCI China UCITS ETF (ICHN.AS). 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.
Dividends
VHYG.L vs. ICHN.AS - Dividend Comparison
Neither VHYG.L nor ICHN.AS has paid dividends to shareholders.
Drawdowns
VHYG.L vs. ICHN.AS - Drawdown Comparison
The maximum VHYG.L drawdown since its inception was -28.15%, smaller than the maximum ICHN.AS drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for VHYG.L and ICHN.AS. For additional features, visit the drawdowns tool.
Volatility
VHYG.L vs. ICHN.AS - Volatility Comparison
The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.L) is 2.63%, while iShares MSCI China UCITS ETF (ICHN.AS) has a volatility of 11.12%. This indicates that VHYG.L experiences smaller price fluctuations and is considered to be less risky than ICHN.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.