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VHYL.AS vs. EQDS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VHYL.AS vs. EQDS.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) Distributing (VHYL.AS) and iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.L). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VHYL.AS vs. EQDS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VHYL.AS
VHYL.AS Risk / Return Rank: 8383
Overall Rank
VHYL.AS Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VHYL.AS Sortino Ratio Rank: 8686
Sortino Ratio Rank
VHYL.AS Omega Ratio Rank: 8484
Omega Ratio Rank
VHYL.AS Calmar Ratio Rank: 8181
Calmar Ratio Rank
VHYL.AS Martin Ratio Rank: 8181
Martin Ratio Rank

EQDS.L
EQDS.L Risk / Return Rank: 1919
Overall Rank
EQDS.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
EQDS.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
EQDS.L Omega Ratio Rank: 1919
Omega Ratio Rank
EQDS.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
EQDS.L Martin Ratio Rank: 2020
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.

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.ASEQDS.LDifference
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

VHYL.AS vs. EQDS.L - Sharpe Ratio Comparison

The current VHYL.AS Sharpe Ratio is 2.71, which is higher than the EQDS.L Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of VHYL.AS and EQDS.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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Sharpe Ratios by Period


VHYL.ASEQDS.LDifference

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.ASEQDS.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.24%

-2.90%

+2.66%

Average Drawdown

Average peak-to-trough decline

-4.34%

-6.04%

+1.70%

Ulcer Index

Depth 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.ASEQDS.LDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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