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VHYG.L vs. LGGG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VHYG.LLGGG.L
YTD Return8.76%12.67%
1Y Return11.60%18.52%
3Y Return (Ann)8.95%9.18%
Sharpe Ratio0.371.81
Daily Std Dev31.63%10.67%
Max Drawdown-28.15%-25.38%
Current Drawdown-8.32%-1.02%

Correlation

-0.50.00.51.00.8

The correlation between VHYG.L and LGGG.L is 0.84, 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.

Performance

VHYG.L vs. LGGG.L - Performance Comparison

In the year-to-date period, VHYG.L achieves a 8.76% return, which is significantly lower than LGGG.L's 12.67% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
8.39%
9.00%
VHYG.L
LGGG.L

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. LGGG.L - Expense Ratio Comparison

VHYG.L has a 0.29% expense ratio, which is higher than LGGG.L's 0.10% expense ratio.


VHYG.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF
Expense ratio chart for VHYG.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%
Expense ratio chart for LGGG.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

VHYG.L vs. LGGG.L - 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 L&G Global Equity UCITS ETF (LGGG.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.


VHYG.L
Sharpe ratio
The chart of Sharpe ratio for VHYG.L, currently valued at 0.59, compared to the broader market0.002.004.000.59
Sortino ratio
The chart of Sortino ratio for VHYG.L, currently valued at 1.12, compared to the broader market-2.000.002.004.006.008.0010.0012.001.12
Omega ratio
The chart of Omega ratio for VHYG.L, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.29
Calmar ratio
The chart of Calmar ratio for VHYG.L, currently valued at 1.02, compared to the broader market0.005.0010.0015.001.02
Martin ratio
The chart of Martin ratio for VHYG.L, currently valued at 1.89, compared to the broader market0.0020.0040.0060.0080.00100.00120.001.89
LGGG.L
Sharpe ratio
The chart of Sharpe ratio for LGGG.L, currently valued at 2.16, compared to the broader market0.002.004.002.16
Sortino ratio
The chart of Sortino ratio for LGGG.L, currently valued at 3.01, compared to the broader market-2.000.002.004.006.008.0010.0012.003.01
Omega ratio
The chart of Omega ratio for LGGG.L, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.39
Calmar ratio
The chart of Calmar ratio for LGGG.L, currently valued at 2.20, compared to the broader market0.005.0010.0015.002.20
Martin ratio
The chart of Martin ratio for LGGG.L, currently valued at 10.93, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.93

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

The current VHYG.L Sharpe Ratio is 0.37, which is lower than the LGGG.L Sharpe Ratio of 1.81. The chart below compares the 12-month rolling Sharpe Ratio of VHYG.L and LGGG.L.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50AprilMayJuneJulyAugustSeptember
0.59
2.16
VHYG.L
LGGG.L

Dividends

VHYG.L vs. LGGG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

VHYG.L vs. LGGG.L - Drawdown Comparison

The maximum VHYG.L drawdown since its inception was -28.15%, which is greater than LGGG.L's maximum drawdown of -25.38%. Use the drawdown chart below to compare losses from any high point for VHYG.L and LGGG.L. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-2.37%
0
VHYG.L
LGGG.L

Volatility

VHYG.L vs. LGGG.L - Volatility Comparison

The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.L) is 3.66%, while L&G Global Equity UCITS ETF (LGGG.L) has a volatility of 4.27%. This indicates that VHYG.L experiences smaller price fluctuations and is considered to be less risky than LGGG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.66%
4.27%
VHYG.L
LGGG.L