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

VHYG.L vs. WQDS.L

Last updated Jun 26, 2026

VHYG.L (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating) and WQDS.L (iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)) are both exchange-traded funds - VHYG.L is a Dividend fund tracking the FTSE All-World High Dividend Yield Index, while WQDS.L is a Global Equities fund tracking the MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index. Both are passively managed. Over the past 5 years, VHYG.L returned 12.09%/yr vs 13.14%/yr for WQDS.L. Their correlation of 0.85 suggests significant overlap in exposure. VHYG.L charges 0.29%/yr vs 0.38%/yr for WQDS.L.

Performance

VHYG.L vs. WQDS.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 USD Accumulating (VHYG.L) and iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VHYG.L is traded in GBP, while WQDS.L is traded in GBp. To make them comparable, the WQDS.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VHYG.L achieves a 13.80% return, which is significantly lower than WQDS.L's 16.14% return.

VHYG.L

1D
0.28%
1M
2.42%
YTD
13.80%
6M
14.70%
1Y
30.90%
3Y*
17.47%
5Y*
12.09%
10Y*
—

WQDS.L

1D
0.32%
1M
2.12%
YTD
16.14%
6M
16.66%
1Y
33.85%
3Y*
17.66%
5Y*
13.14%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025202420232022202120202019
VHYG.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating		13.80%18.36%10.98%5.02%6.20%19.28%-3.61%-18.20%
WQDS.L
iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)		16.14%15.54%11.68%10.80%4.05%17.47%-3.37%0.76%

Correlation

The correlation between VHYG.L and WQDS.L is 0.68, 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

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2019

0.85

The correlation between VHYG.L and WQDS.L shifts across timeframes, from 0.68 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.

VHYG.L vs. WQDS.L - Sectors Allocation Comparison

Sectors
VHYG.L
WQDS.L

Financial Services

28.2%
16.0%

Industrials

12.2%
9.5%

Healthcare

11.1%
13.5%

Technology

9.5%
37.3%

Energy

8.7%
3.2%

Consumer Defensive

8.5%
4.1%

Consumer Cyclical

7.2%
5.9%

Utilities

5.3%
2.9%

Basic Materials

5.2%
1.0%

Communication Services

3.4%
5.5%

Real Estate

0.8%
1.1%

Financial Services

VHYG.L
28.2%
WQDS.L
16.0%

Industrials

VHYG.L
12.2%
WQDS.L
9.5%

Healthcare

VHYG.L
11.1%
WQDS.L
13.5%

Technology

VHYG.L
9.5%
WQDS.L
37.3%

Energy

VHYG.L
8.7%
WQDS.L
3.2%

Consumer Defensive

VHYG.L
8.5%
WQDS.L
4.1%

Consumer Cyclical

VHYG.L
7.2%
WQDS.L
5.9%

Utilities

VHYG.L
5.3%
WQDS.L
2.9%

Basic Materials

VHYG.L
5.2%
WQDS.L
1.0%

Communication Services

VHYG.L
3.4%
WQDS.L
5.5%

Real Estate

VHYG.L
0.8%
WQDS.L
1.1%

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 USD Accumulating

iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)

Often compared with VHYG.L:
VHYG.L vs. VHYL.ASVHYG.L vs. VWRL.LVHYG.L vs. SPYDVHYG.L vs. UKDV.LVHYG.L vs. VUSA.ASVHYG.L vs. VOOVHYG.L vs. GGRP.L
Often compared with WQDS.L:
WQDS.L vs. PSRE.LWQDS.L vs. FGQD.LWQDS.L vs. VGWD.DEWQDS.L vs. TDGB.LWQDS.L vs. IS3Q.DEWQDS.L vs. NQSE.DEWQDS.L vs. UDVD.L

Return for Risk

VHYG.L vs. WQDS.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: 9292
Overall Rank
VHYG.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VHYG.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
VHYG.L Omega Ratio Rank: 9595
Omega Ratio Rank
VHYG.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
VHYG.L Martin Ratio Rank: 8787
Martin Ratio Rank
WQDS.L
WQDS.L Risk / Return Rank: 9393
Overall Rank
WQDS.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
WQDS.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
WQDS.L Omega Ratio Rank: 9494
Omega Ratio Rank
WQDS.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
WQDS.L Martin Ratio Rank: 9191
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. WQDS.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 USD Accumulating (VHYG.L) and iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

VHYG.LWQDS.LDifference
Sharpe ratioReturn per unit of total volatility
3.33
3.24

+0.10

Sortino ratioReturn per unit of downside risk
4.46
4.61

-0.16

Omega ratioGain probability vs. loss probability

1.62

1.61

+0.02

Calmar ratioReturn relative to maximum drawdown

4.44

4.99

-0.55

Martin ratioReturn relative to average drawdown

15.96

18.57

-2.61

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

The current VHYG.L Sharpe Ratio is 3.33, which is comparable to the WQDS.L Sharpe Ratio of 3.24. The chart below compares the historical Sharpe Ratios of VHYG.L and WQDS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

VHYG.L vs. WQDS.L - Drawdown Comparison

The maximum VHYG.L drawdown since its inception was -39.80%, which is greater than WQDS.L's maximum drawdown of -27.90%. Use the drawdown chart below to compare losses from any high point for VHYG.L and WQDS.L.

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Drawdown Indicators

VHYG.LWQDS.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.80%

-27.90%

-11.90%

Max Drawdown (1Y)

Largest decline over 1 year

-6.93%

-6.75%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-19.90%

-14.93%

-4.97%

Max Drawdown (5Y)

Largest decline over 5 years

-19.90%

-14.93%

-4.97%

Current Drawdown

Current decline from peak

-0.03%

-0.14%

+0.11%

Average Drawdown

Average peak-to-trough decline

-9.78%

-7.81%

-1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

1.82%

+0.11%

Volatility

VHYG.L vs. WQDS.L - Volatility Comparison

The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating (VHYG.L) is 2.18%, while iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L) has a volatility of 2.60%. This indicates that VHYG.L experiences smaller price fluctuations and is considered to be less risky than WQDS.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.LWQDS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.18%

2.60%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

6.99%

7.91%

-0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

9.24%

10.43%

-1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.57%

11.58%

+5.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.70%

14.99%

+4.71%

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

VHYG.L has a 0.29% expense ratio, which is lower than WQDS.L's 0.38% expense ratio.

Dividends

VHYG.L vs. WQDS.L - Dividend Comparison

VHYG.L has not paid dividends to shareholders, while WQDS.L's dividend yield for the trailing twelve months is around 2.13%.

PositionTTM202520242023202220212020201920182017
VHYG.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WQDS.L
iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)		2.13%2.34%2.56%2.86%2.97%2.70%3.03%3.10%3.19%0.79%

Frequently Asked Questions

VHYG.L and WQDS.L have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VHYG.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VHYG.L is cheaper with a 0.29% expense ratio, compared with 0.38% for WQDS.L.

VHYG.L is categorized as Dividend, while WQDS.L is Global Equities. VHYG.L tracks FTSE All-World High Dividend Yield Index, while WQDS.L tracks MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.29% for VHYG.L and 0.38% for WQDS.L.

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