VHYL.AS vs. EQDS.L
VHYL.AS (Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing) and EQDS.L (iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)) are both exchange-traded funds - VHYL.AS is a Global Equities fund tracking the FTSE All-World High Dividend Yield Index, while EQDS.L is a Europe Equities fund tracking the MSCI Europe High Div Yld NR EUR. Both are passively managed. Over the past 5 years, VHYL.AS returned 11.50%/yr vs 6.39%/yr for EQDS.L. A 0.73 correlation means they provide meaningful diversification when combined. VHYL.AS charges 0.29%/yr vs 0.28%/yr for EQDS.L.
Performance
VHYL.AS vs. EQDS.L - Performance Comparison
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Different Trading Currencies
VHYL.AS is traded in EUR, while EQDS.L is traded in GBp. To make them comparable, the EQDS.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, VHYL.AS achieves a 12.61% return, which is significantly higher than EQDS.L's 3.35% return.
VHYL.AS
- 1D
- 0.20%
- 1M
- 3.45%
- YTD
- 12.61%
- 6M
- 14.16%
- 1Y
- 25.03%
- 3Y*
- 15.90%
- 5Y*
- 11.50%
- 10Y*
- 9.66%
EQDS.L
- 1D
- 0.45%
- 1M
- 0.24%
- YTD
- 3.35%
- 6M
- 4.70%
- 1Y
- 4.18%
- 3Y*
- 7.23%
- 5Y*
- 6.39%
- 10Y*
- —
VHYL.AS vs. EQDS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 12.61% | 12.40% | 16.77% | 7.02% | 0.17% | 27.85% | -8.79% | 22.93% | -7.01% | 2.37% |
EQDS.L iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 3.35% | 7.14% | 7.79% | 11.20% | -2.36% | 13.08% | -13.36% | 20.54% | -10.24% | -1.88% |
Correlation
The correlation between VHYL.AS and EQDS.L is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2017 | 0.73 |
The correlation between VHYL.AS and EQDS.L has been stable across timeframes, ranging from 0.67 to 0.73 - a consistent structural relationship.
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Return for Risk
VHYL.AS vs. EQDS.L — Risk / Return Rank
VHYL.AS
EQDS.L
VHYL.AS vs. EQDS.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) Distributing (VHYL.AS) and iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.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.
| VHYL.AS | EQDS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.33 | ||
| Sortino ratioReturn per unit of downside risk | +3.20 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.07 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 4.17 | 0.50 | +3.67 |
| Martin ratioReturn relative to average drawdown | 15.90 | 1.45 | +14.46 |
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
| VHYL.AS | EQDS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.71 | 0.38 | +2.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.49 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.22 | +0.44 |
Drawdowns
VHYL.AS vs. EQDS.L - Drawdown Comparison
The maximum VHYL.AS drawdown since its inception was -34.08%, smaller than the maximum EQDS.L drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for VHYL.AS and EQDS.L.
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Drawdown Indicators
| VHYL.AS | EQDS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.08% | -38.35% | +4.27% |
Max Drawdown (1Y)Largest decline over 1 year | -5.93% | -8.37% | +2.44% |
Max Drawdown (3Y)Largest decline over 3 years | -16.76% | -13.58% | -3.18% |
Max Drawdown (5Y)Largest decline over 5 years | -16.76% | -16.55% | -0.21% |
Max Drawdown (10Y)Largest decline over 10 years | -34.08% | — | — |
Current DrawdownCurrent decline from peak | -0.24% | -2.90% | +2.66% |
Average DrawdownAverage peak-to-trough decline | -4.34% | -6.04% | +1.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 2.89% | -1.33% |
Volatility
VHYL.AS vs. EQDS.L - Volatility Comparison
The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS) is 2.22%, while iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.L) has a volatility of 3.44%. This indicates that VHYL.AS experiences smaller price fluctuations and is considered to be less risky than EQDS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VHYL.AS | EQDS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.22% | 3.44% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 6.95% | 8.51% | -1.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.10% | 10.93% | -1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.57% | 12.96% | -1.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.59% | 15.61% | -2.02% |
VHYL.AS vs. EQDS.L - Expense Ratio Comparison
VHYL.AS has a 0.29% expense ratio, which is higher than EQDS.L's 0.28% expense ratio.
Dividends
VHYL.AS vs. EQDS.L - Dividend Comparison
VHYL.AS's dividend yield for the trailing twelve months is around 2.49%, more than EQDS.L's 0.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQDS.L iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 0.03% | 0.03% | 0.03% | 0.04% | 0.04% | 0.05% | 0.03% | 0.05% | 0.05% | 0.01% | 0.00% | 0.00% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 2.49% | 2.85% | 3.03% | 3.40% | 3.78% | 3.03% | 3.08% | 3.24% | 3.68% | 3.13% | 3.02% | 3.25% |
Frequently Asked Questions
VHYL.AS and EQDS.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EQDS.L is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EQDS.L is cheaper with a 0.28% expense ratio, compared with 0.29% for VHYL.AS.
VHYL.AS is categorized as Global Equities, while EQDS.L is Europe Equities. VHYL.AS tracks FTSE All-World High Dividend Yield Index, while EQDS.L tracks MSCI Europe High Div Yld NR EUR. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.29% for VHYL.AS and 0.28% for EQDS.L.
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