VHYG.L vs. SPYD
Compare and contrast key facts about Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.L) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD).
VHYG.L and SPYD 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. SPYD is a passively managed fund by State Street that tracks the performance of the S&P 500 High Dividend Index. It was launched on Oct 21, 2015. Both VHYG.L and SPYD 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 SPYD.
Key characteristics
VHYG.L | SPYD | |
---|---|---|
YTD Return | 12.19% | 20.52% |
1Y Return | 17.69% | 34.92% |
3Y Return (Ann) | 7.88% | 7.98% |
5Y Return (Ann) | 7.78% | 8.16% |
Sharpe Ratio | 0.54 | 2.96 |
Sortino Ratio | 1.04 | 4.19 |
Omega Ratio | 1.32 | 1.54 |
Calmar Ratio | 0.86 | 2.46 |
Martin Ratio | 1.42 | 20.60 |
Ulcer Index | 11.98% | 1.96% |
Daily Std Dev | 31.53% | 13.64% |
Max Drawdown | -28.15% | -46.42% |
Current Drawdown | -5.43% | -1.02% |
Correlation
The correlation between VHYG.L and SPYD is 0.61, 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. SPYD - Performance Comparison
In the year-to-date period, VHYG.L achieves a 12.19% return, which is significantly lower than SPYD's 20.52% 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. SPYD - Expense Ratio Comparison
VHYG.L has a 0.29% expense ratio, which is higher than SPYD's 0.07% expense ratio.
Risk-Adjusted Performance
VHYG.L vs. SPYD - 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 SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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. SPYD - Dividend Comparison
VHYG.L has not paid dividends to shareholders, while SPYD's dividend yield for the trailing twelve months is around 4.05%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
---|---|---|---|---|---|---|---|---|---|---|
Vanguard FTSE All-World High Dividend Yield UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPDR Portfolio S&P 500 High Dividend ETF | 4.05% | 4.66% | 5.01% | 3.69% | 4.96% | 4.42% | 4.75% | 4.64% | 4.34% | 1.13% |
Drawdowns
VHYG.L vs. SPYD - Drawdown Comparison
The maximum VHYG.L drawdown since its inception was -28.15%, smaller than the maximum SPYD drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for VHYG.L and SPYD. For additional features, visit the drawdowns tool.
Volatility
VHYG.L vs. SPYD - Volatility Comparison
The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.L) is 2.63%, while SPDR Portfolio S&P 500 High Dividend ETF (SPYD) has a volatility of 3.59%. This indicates that VHYG.L experiences smaller price fluctuations and is considered to be less risky than SPYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.