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VHYG.L vs. JSET.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VHYG.L vs. JSET.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 Accumulating (VHYG.L) and JPM EUR Ultra-Short Income Active UCITS ETF – EUR (acc) (JSET.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, VHYG.L achieves a 12.99% return, which is significantly higher than JSET.L's -1.70% return.


VHYG.L

1D
-0.76%
1M
0.09%
6M
10.13%
YTD
12.99%
1Y
25.67%
3Y*
17.10%
5Y*
12.03%
10Y*

JSET.L

1D
-0.70%
1M
-1.59%
6M
-1.17%
YTD
-1.70%
1Y
-0.09%
3Y*
2.93%
5Y*
1.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VHYG.L vs. JSET.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VHYG.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating
12.99%18.36%10.98%5.02%6.20%19.28%-3.61%-18.20%
JSET.L
JPM EUR Ultra-Short Income Active UCITS ETF – EUR (acc)
-1.70%7.88%-0.75%1.33%5.03%-6.82%5.33%-3.80%

Correlation

The correlation between VHYG.L and JSET.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

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

0.11

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

0.16

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2019

0.16

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Return for Risk

VHYG.L vs. JSET.L — Risk / Return Rank

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

VHYG.L
VHYG.L Risk / Return Rank: 9090
Overall Rank
VHYG.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
VHYG.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
VHYG.L Omega Ratio Rank: 9393
Omega Ratio Rank
VHYG.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
VHYG.L Martin Ratio Rank: 8484
Martin Ratio Rank

JSET.L
JSET.L Risk / Return Rank: 99
Overall Rank
JSET.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
JSET.L Sortino Ratio Rank: 88
Sortino Ratio Rank
JSET.L Omega Ratio Rank: 88
Omega Ratio Rank
JSET.L Calmar Ratio Rank: 99
Calmar Ratio Rank
JSET.L Martin Ratio Rank: 99
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.

VHYG.L vs. JSET.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 Accumulating (VHYG.L) and JPM EUR Ultra-Short Income Active UCITS ETF – EUR (acc) (JSET.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.


VHYG.LJSET.LDifference
Sharpe ratioReturn per unit of total volatility

+2.79

Sortino ratioReturn per unit of downside risk

+3.71

Omega ratioGain probability vs. loss probability

1.51

1.00

+0.51

Calmar ratioReturn relative to maximum drawdown

3.69

-0.03

+3.72

Martin ratioReturn relative to average drawdown

13.24

-0.08

+13.32

VHYG.L vs. JSET.L - Sharpe Ratio Comparison

The current VHYG.L Sharpe Ratio is 2.77, which is higher than the JSET.L Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of VHYG.L and JSET.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

VHYG.L vs. JSET.L - Drawdown Comparison

The maximum VHYG.L drawdown since its inception was -39.80%, which is greater than JSET.L's maximum drawdown of -18.28%. Use the drawdown chart below to compare losses from any high point for VHYG.L and JSET.L.


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Drawdown Indicators


VHYG.LJSET.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.80%

-18.28%

-21.52%

Max Drawdown (1Y)

Largest decline over 1 year

-6.93%

-2.70%

-4.23%

Max Drawdown (3Y)

Largest decline over 3 years

-19.90%

-14.03%

-5.87%

Max Drawdown (5Y)

Largest decline over 5 years

-19.90%

-14.03%

-5.87%

Current Drawdown

Current decline from peak

-0.84%

-7.86%

+7.02%

Average Drawdown

Average peak-to-trough decline

-9.71%

-12.12%

+2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

1.05%

+0.88%

Volatility

VHYG.L vs. JSET.L - Volatility Comparison

Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating (VHYG.L) has a higher volatility of 1.90% compared to JPM EUR Ultra-Short Income Active UCITS ETF – EUR (acc) (JSET.L) at 1.01%. This indicates that VHYG.L's price experiences larger fluctuations and is considered to be riskier than JSET.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VHYG.LJSET.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.90%

1.01%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

7.07%

2.79%

+4.28%

Volatility (1Y)

Calculated over the trailing 1-year period

9.24%

3.98%

+5.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.57%

10.13%

+7.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.63%

10.08%

+9.55%

VHYG.L vs. JSET.L - Expense Ratio Comparison

VHYG.L has a 0.29% expense ratio, which is higher than JSET.L's 0.08% expense ratio.


Dividends

VHYG.L vs. JSET.L - Dividend Comparison

Neither VHYG.L nor JSET.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VHYG.L and JSET.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JSET.L is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JSET.L is cheaper with a 0.08% expense ratio, compared with 0.29% for VHYG.L.

They also come from different issuers: Vanguard and ETF Issuer. Their fees differ too: 0.29% for VHYG.L and 0.08% for JSET.L.

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