VHYG.L vs. MWOZ.L
VHYG.L (Vanguard FTSE All-World High Dividend Yield UCITS ETF) and MWOZ.L (Amundi Prime Global UCITS ETF Dist) are both Global Equities funds - VHYG.L tracks the MSCI World High Dividend Yield NR USD while MWOZ.L tracks the Solactive GBS Developed Markets Large & Mid Cap Index. Both are passively managed. Over the past year, VHYG.L returned 28.77% vs 27.54% for MWOZ.L. A 0.67 correlation means they provide meaningful diversification when combined. VHYG.L charges 0.29%/yr vs 0.05%/yr for MWOZ.L.
Performance
VHYG.L vs. MWOZ.L - Performance Comparison
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Returns By Period
In the year-to-date period, VHYG.L achieves a 11.62% return, which is significantly higher than MWOZ.L's 10.17% return.
VHYG.L
- 1D
- 0.37%
- 1M
- 2.49%
- YTD
- 11.62%
- 6M
- 12.92%
- 1Y
- 28.77%
- 3Y*
- 15.99%
- 5Y*
- 11.68%
- 10Y*
- —
MWOZ.L
- 1D
- 0.05%
- 1M
- 3.80%
- YTD
- 10.17%
- 6M
- 9.89%
- 1Y
- 27.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VHYG.L vs. MWOZ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VHYG.L Vanguard FTSE All-World High Dividend Yield UCITS ETF | 11.62% | 11.86% |
MWOZ.L Amundi Prime Global UCITS ETF Dist | 10.17% | 8.44% |
Correlation
The correlation between VHYG.L and MWOZ.L is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Feb 7, 2025 | 0.67 |
The correlation between VHYG.L and MWOZ.L has been stable across timeframes, ranging from 0.62 to 0.67 - a consistent structural relationship.
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Return for Risk
VHYG.L vs. MWOZ.L — Risk / Return Rank
VHYG.L
MWOZ.L
VHYG.L vs. MWOZ.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 (VHYG.L) and Amundi Prime Global UCITS ETF Dist (MWOZ.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 | MWOZ.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.51 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.10 | 4.16 | -0.06 |
| Martin ratioReturn relative to average drawdown | 14.82 | 16.80 | -1.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VHYG.L | MWOZ.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.10 | 2.68 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 1.04 | -0.62 |
Drawdowns
VHYG.L vs. MWOZ.L - Drawdown Comparison
The maximum VHYG.L drawdown since its inception was -39.80%, which is greater than MWOZ.L's maximum drawdown of -18.50%. Use the drawdown chart below to compare losses from any high point for VHYG.L and MWOZ.L.
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Drawdown Indicators
| VHYG.L | MWOZ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.80% | -18.50% | -21.30% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -6.63% | -0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -12.76% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -12.76% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.15% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -8.23% | -3.16% | -5.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 1.64% | +0.28% |
Volatility
VHYG.L vs. MWOZ.L - Volatility Comparison
The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.L) is 2.27%, while Amundi Prime Global UCITS ETF Dist (MWOZ.L) has a volatility of 2.54%. This indicates that VHYG.L experiences smaller price fluctuations and is considered to be less risky than MWOZ.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 | MWOZ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.27% | 2.54% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 7.12% | 7.27% | -0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.16% | 10.29% | -1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.12% | 13.91% | -2.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.91% | 13.91% | +2.00% |
VHYG.L vs. MWOZ.L - Expense Ratio Comparison
VHYG.L has a 0.29% expense ratio, which is higher than MWOZ.L's 0.05% expense ratio.
Dividends
VHYG.L vs. MWOZ.L - Dividend Comparison
VHYG.L has not paid dividends to shareholders, while MWOZ.L's dividend yield for the trailing twelve months is around 1.20%.
| Position | TTM | 2025 |
|---|---|---|
MWOZ.L Amundi Prime Global UCITS ETF Dist | 1.20% | 1.60% |
VHYG.L Vanguard FTSE All-World High Dividend Yield UCITS ETF | 0.00% | 0.00% |
Frequently Asked Questions
VHYG.L and MWOZ.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MWOZ.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MWOZ.L is cheaper with a 0.05% expense ratio, compared with 0.29% for VHYG.L.
VHYG.L tracks MSCI World High Dividend Yield NR USD, while MWOZ.L tracks Solactive GBS Developed Markets Large & Mid Cap Index. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.29% for VHYG.L and 0.05% for MWOZ.L.
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