VHYG.L vs. VUSA.AS
Compare and contrast key facts about Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.L) and Vanguard S&P 500 UCITS ETF (VUSA.AS).
VHYG.L and VUSA.AS 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. VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012. Both VHYG.L and VUSA.AS 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 VUSA.AS.
Key characteristics
| VHYG.L | VUSA.AS | |
|---|---|---|
| YTD Return | 7.87% | 18.28% |
| 1Y Return | 10.13% | 22.12% |
| 3Y Return (Ann) | 8.67% | 11.33% |
| Sharpe Ratio | 0.34 | 1.97 |
| Daily Std Dev | 31.69% | 11.67% |
| Max Drawdown | -28.15% | -33.64% |
| Current Drawdown | -9.07% | -2.49% |
Correlation
The correlation between VHYG.L and VUSA.AS is 0.76, 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. VUSA.AS - Performance Comparison
In the year-to-date period, VHYG.L achieves a 7.87% return, which is significantly lower than VUSA.AS's 18.28% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VHYG.L vs. VUSA.AS - Expense Ratio Comparison
VHYG.L has a 0.29% expense ratio, which is higher than VUSA.AS's 0.07% expense ratio.
Risk-Adjusted Performance
VHYG.L vs. VUSA.AS - 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 Vanguard S&P 500 UCITS ETF (VUSA.AS). 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. VUSA.AS - Dividend Comparison
VHYG.L has not paid dividends to shareholders, while VUSA.AS's dividend yield for the trailing twelve months is around 1.08%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 1.08% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% | 1.19% |
Drawdowns
VHYG.L vs. VUSA.AS - Drawdown Comparison
The maximum VHYG.L drawdown since its inception was -28.15%, smaller than the maximum VUSA.AS drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for VHYG.L and VUSA.AS. For additional features, visit the drawdowns tool.
Volatility
VHYG.L vs. VUSA.AS - Volatility Comparison
The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.L) is 3.42%, while Vanguard S&P 500 UCITS ETF (VUSA.AS) has a volatility of 4.25%. This indicates that VHYG.L experiences smaller price fluctuations and is considered to be less risky than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.