VHYG.L vs. JSET.L
VHYG.L (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating) and JSET.L (JPM EUR Ultra-Short Income Active UCITS ETF – EUR (acc)) are both Dividend funds. VHYG.L is passively managed, while JSET.L is actively managed. Over the past 5 years, VHYG.L returned 12.03%/yr vs 1.84%/yr for JSET.L. At a 0.16 correlation, their price movements are largely independent. VHYG.L charges 0.29%/yr vs 0.08%/yr for JSET.L.
Performance
VHYG.L vs. JSET.L - Performance Comparison
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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*
- —
VHYG.L vs. JSET.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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
VHYG.L
JSET.L
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.L | JSET.L | Difference | |
|---|---|---|---|
| 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 |
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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.L | JSET.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.84% | -7.86% | +7.02% |
Average DrawdownAverage peak-to-trough decline | -9.71% | -12.12% | +2.41% |
Ulcer IndexDepth 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.L | JSET.L | Difference | |
|---|---|---|---|
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.
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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