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VHYL.AS vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VHYL.AS and SCHD is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

VHYL.AS vs. SCHD - 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 Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VHYL.AS:

0.45

SCHD:

0.13

Sortino Ratio

VHYL.AS:

0.70

SCHD:

0.24

Omega Ratio

VHYL.AS:

1.11

SCHD:

1.03

Calmar Ratio

VHYL.AS:

0.41

SCHD:

0.09

Martin Ratio

VHYL.AS:

1.73

SCHD:

0.29

Ulcer Index

VHYL.AS:

3.98%

SCHD:

5.21%

Daily Std Dev

VHYL.AS:

14.11%

SCHD:

16.46%

Max Drawdown

VHYL.AS:

-34.08%

SCHD:

-33.37%

Current Drawdown

VHYL.AS:

-5.71%

SCHD:

-10.47%

Returns By Period

In the year-to-date period, VHYL.AS achieves a 0.56% return, which is significantly higher than SCHD's -4.12% return. Over the past 10 years, VHYL.AS has underperformed SCHD with an annualized return of 6.09%, while SCHD has yielded a comparatively higher 10.39% annualized return.


VHYL.AS

YTD

0.56%

1M

6.97%

6M

-1.51%

1Y

6.38%

3Y*

7.26%

5Y*

12.87%

10Y*

6.09%

SCHD

YTD

-4.12%

1M

2.04%

6M

-8.77%

1Y

2.11%

3Y*

4.74%

5Y*

12.83%

10Y*

10.39%

*Annualized

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VHYL.AS vs. SCHD - Expense Ratio Comparison

VHYL.AS has a 0.29% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Risk-Adjusted Performance

VHYL.AS vs. SCHD — Risk-Adjusted Performance Rank

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

VHYL.AS
The Risk-Adjusted Performance Rank of VHYL.AS is 5050
Overall Rank
The Sharpe Ratio Rank of VHYL.AS is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VHYL.AS is 4444
Sortino Ratio Rank
The Omega Ratio Rank of VHYL.AS is 5252
Omega Ratio Rank
The Calmar Ratio Rank of VHYL.AS is 5151
Calmar Ratio Rank
The Martin Ratio Rank of VHYL.AS is 5353
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 2323
Overall Rank
The Sharpe Ratio Rank of SCHD is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 2121
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2121
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 2424
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 2323
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VHYL.AS vs. SCHD - Risk-Adjusted Performance 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 Schwab US Dividend Equity ETF (SCHD). 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.


The current VHYL.AS Sharpe Ratio is 0.45, which is higher than the SCHD Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of VHYL.AS and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VHYL.AS vs. SCHD - Dividend Comparison

VHYL.AS's dividend yield for the trailing twelve months is around 2.93%, less than SCHD's 4.01% yield.


TTM20242023202220212020201920182017201620152014
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing
2.93%2.82%3.15%3.60%2.59%2.68%2.89%3.14%2.76%2.73%2.92%2.61%
SCHD
Schwab US Dividend Equity ETF
4.01%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

VHYL.AS vs. SCHD - Drawdown Comparison

The maximum VHYL.AS drawdown since its inception was -34.08%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VHYL.AS and SCHD. For additional features, visit the drawdowns tool.


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Volatility

VHYL.AS vs. SCHD - Volatility Comparison

The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS) is 3.69%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 4.72%. This indicates that VHYL.AS experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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