VHYL.AS vs. IGSG.AS
VHYL.AS (Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing) and IGSG.AS (iShares Dow Jones Global Sustainability Screened UCITS ETF) are both Global Equities funds - VHYL.AS tracks the FTSE All-World High Dividend Yield Index while IGSG.AS tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, VHYL.AS returned 9.66%/yr vs 12.01%/yr for IGSG.AS. Their correlation of 0.87 suggests significant overlap in exposure. VHYL.AS charges 0.29%/yr vs 0.60%/yr for IGSG.AS.
Performance
VHYL.AS vs. IGSG.AS - Performance Comparison
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Returns By Period
In the year-to-date period, VHYL.AS achieves a 12.61% return, which is significantly higher than IGSG.AS's 10.10% return. Over the past 10 years, VHYL.AS has underperformed IGSG.AS with an annualized return of 9.66%, while IGSG.AS has yielded a comparatively higher 12.01% annualized 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%
IGSG.AS
- 1D
- 0.07%
- 1M
- 5.16%
- YTD
- 10.10%
- 6M
- 11.53%
- 1Y
- 21.22%
- 3Y*
- 14.82%
- 5Y*
- 11.67%
- 10Y*
- 12.01%
VHYL.AS vs. IGSG.AS - 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% | 4.82% |
IGSG.AS iShares Dow Jones Global Sustainability Screened UCITS ETF | 10.10% | 8.59% | 18.22% | 22.31% | -12.70% | 31.66% | 4.00% | 28.06% | -4.00% | 7.54% |
Correlation
The correlation between VHYL.AS and IGSG.AS is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jun 6, 2013 | 0.87 |
The correlation between VHYL.AS and IGSG.AS shifts across timeframes, from 0.75 (1 year) to 0.87 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
VHYL.AS vs. IGSG.AS — Risk / Return Rank
VHYL.AS
IGSG.AS
VHYL.AS vs. IGSG.AS - 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 Dow Jones Global Sustainability Screened UCITS ETF (IGSG.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.
| VHYL.AS | IGSG.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.35 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 4.17 | 2.94 | +1.23 |
| Martin ratioReturn relative to average drawdown | 15.90 | 11.26 | +4.64 |
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 | IGSG.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.71 | 1.89 | +0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.85 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.73 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.12 | +0.53 |
Drawdowns
VHYL.AS vs. IGSG.AS - Drawdown Comparison
The maximum VHYL.AS drawdown since its inception was -34.08%, smaller than the maximum IGSG.AS drawdown of -44.01%. Use the drawdown chart below to compare losses from any high point for VHYL.AS and IGSG.AS.
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Drawdown Indicators
| VHYL.AS | IGSG.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.08% | -44.01% | +9.93% |
Max Drawdown (1Y)Largest decline over 1 year | -5.93% | -7.12% | +1.19% |
Max Drawdown (3Y)Largest decline over 3 years | -16.76% | -19.27% | +2.51% |
Max Drawdown (5Y)Largest decline over 5 years | -16.76% | -19.27% | +2.51% |
Max Drawdown (10Y)Largest decline over 10 years | -34.08% | -32.91% | -1.17% |
Current DrawdownCurrent decline from peak | -0.24% | -0.36% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -4.34% | -11.77% | +7.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 1.87% | -0.31% |
Volatility
VHYL.AS vs. IGSG.AS - Volatility Comparison
The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS) is 2.22%, while iShares Dow Jones Global Sustainability Screened UCITS ETF (IGSG.AS) has a volatility of 3.31%. This indicates that VHYL.AS experiences smaller price fluctuations and is considered to be less risky than IGSG.AS 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 | IGSG.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.22% | 3.31% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 6.95% | 8.47% | -1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.10% | 11.06% | -1.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.57% | 13.54% | -1.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.59% | 16.26% | -2.67% |
VHYL.AS vs. IGSG.AS - Expense Ratio Comparison
VHYL.AS has a 0.29% expense ratio, which is lower than IGSG.AS's 0.60% expense ratio.
Dividends
VHYL.AS vs. IGSG.AS - Dividend Comparison
VHYL.AS's dividend yield for the trailing twelve months is around 2.49%, while IGSG.AS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGSG.AS iShares Dow Jones Global Sustainability Screened 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% |
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 IGSG.AS have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VHYL.AS is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VHYL.AS is cheaper with a 0.29% expense ratio, compared with 0.60% for IGSG.AS.
VHYL.AS tracks FTSE All-World High Dividend Yield Index, while IGSG.AS tracks MSCI ACWI NR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.29% for VHYL.AS and 0.60% for IGSG.AS.
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