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

VHYG.L vs. UKDV.L

Last updated Apr 3, 2026

Compare and contrast key facts about Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.L) and SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (UKDV.L).

VHYG.L and UKDV.L 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. UKDV.L is a passively managed fund by State Street that tracks the performance of the FTSE AllSh TR GBP. It was launched on Feb 28, 2012. Both VHYG.L and UKDV.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

VHYG.L vs. UKDV.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 (VHYG.L) and SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (UKDV.L). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)2025202420232022202120202019
VHYG.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF		6.52%18.36%10.99%5.01%6.20%19.28%-3.61%-18.20%
UKDV.L
SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist)		0.75%17.63%11.01%6.36%-7.44%14.90%-16.96%15.27%

Returns By Period

In the year-to-date period, VHYG.L achieves a 6.52% return, which is significantly higher than UKDV.L's 0.75% return.

VHYG.L

1D
-24.52%
1M
-0.52%
YTD
6.52%
6M
11.72%
1Y
22.07%
3Y*
13.99%
5Y*
11.54%
10Y*
—

UKDV.L

1D
0.25%
1M
-1.74%
YTD
0.75%
6M
4.49%
1Y
16.50%
3Y*
11.38%
5Y*
7.39%
10Y*
4.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard FTSE All-World High Dividend Yield UCITS ETF

SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist)

Often compared with VHYG.L:
VHYG.L vs. VHYL.ASVHYG.L vs. VWRL.LVHYG.L vs. SPYDVHYG.L vs. VUSA.ASVHYG.L vs. VOOVHYG.L vs. GGRP.LVHYG.L vs. VUAA.L
Often compared with UKDV.L:
UKDV.L vs. IUKD.LUKDV.L vs. SCHDUKDV.L vs. ISF.LUKDV.L vs. VGOV.LUKDV.L vs. LDEG.LUKDV.L vs. VUKE.LUKDV.L vs. MRCH.L

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

VHYG.L has a 0.29% expense ratio, which is lower than UKDV.L's 0.30% expense ratio.

UKDV.L
SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist)
VHYG.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF

Return for Risk

VHYG.L vs. UKDV.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: 5353
Overall Rank
VHYG.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
VHYG.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
VHYG.L Omega Ratio Rank: 8686
Omega Ratio Rank
VHYG.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
VHYG.L Martin Ratio Rank: 8585
Martin Ratio Rank
UKDV.L
UKDV.L Risk / Return Rank: 5858
Overall Rank
UKDV.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
UKDV.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
UKDV.L Omega Ratio Rank: 5454
Omega Ratio Rank
UKDV.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
UKDV.L Martin Ratio Rank: 6161
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. UKDV.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 SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (UKDV.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.LUKDV.LDifference

Sharpe ratio

Return per unit of total volatility

0.50

1.11

-0.61

Sortino ratio

Return per unit of downside risk

1.11

1.53

-0.41

Omega ratio

Gain probability vs. loss probability

1.36

1.22

+0.15

Calmar ratio

Return relative to maximum drawdown

1.06

1.78

-0.72

Martin ratio

Return relative to average drawdown

11.16

7.05

+4.12

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current VHYG.L Sharpe Ratio is 0.50, which is lower than the UKDV.L Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of VHYG.L and UKDV.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

VHYG.LUKDV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

1.11

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.53

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.31

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.40

-0.14

Correlation

The correlation between VHYG.L and UKDV.L 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.

Dividends

VHYG.L vs. UKDV.L - Dividend Comparison

VHYG.L has not paid dividends to shareholders, while UKDV.L's dividend yield for the trailing twelve months is around 4.17%.

TTM20252024202320222021202020192018201720162015
VHYG.L
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%0.00%0.00%
UKDV.L
SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist)		4.17%4.23%4.03%4.21%5.24%4.25%3.58%5.99%5.23%4.32%5.16%5.49%

Drawdowns

VHYG.L vs. UKDV.L - Drawdown Comparison

The maximum VHYG.L drawdown since its inception was -39.80%, roughly equal to the maximum UKDV.L drawdown of -38.04%. Use the drawdown chart below to compare losses from any high point for VHYG.L and UKDV.L.

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Drawdown Indicators

VHYG.LUKDV.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.80%

-38.04%

-1.76%

Max Drawdown (1Y)

Largest decline over 1 year

-24.52%

-10.32%

-14.20%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-18.19%

-6.33%

Max Drawdown (10Y)

Largest decline over 10 years

—

-38.04%

—

Current Drawdown

Current decline from peak

-24.52%

-6.54%

-17.98%

Average Drawdown

Average peak-to-trough decline

-8.40%

-7.09%

-1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

2.60%

-0.28%

Volatility

VHYG.L vs. UKDV.L - Volatility Comparison

Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.L) has a higher volatility of 41.94% compared to SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (UKDV.L) at 6.14%. This indicates that VHYG.L's price experiences larger fluctuations and is considered to be riskier than UKDV.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.LUKDV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

41.94%

6.14%

+35.80%

Volatility (6M)

Calculated over the trailing 6-month period

41.57%

10.10%

+31.47%

Volatility (1Y)

Calculated over the trailing 1-year period

43.69%

14.83%

+28.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.89%

13.98%

+7.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.00%

15.74%

+7.26%