VHYL.AS vs. SWDA.L
Compare and contrast key facts about Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L).
VHYL.AS and SWDA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VHYL.AS is a passively managed fund by Vanguard that tracks the performance of the MSCI World High Dividend Yield NR USD. It was launched on May 21, 2013. SWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 25, 2009. Both VHYL.AS and SWDA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VHYL.AS or SWDA.L.
Key characteristics
| VHYL.AS | SWDA.L | |
|---|---|---|
| YTD Return | 11.77% | 12.18% |
| 1Y Return | 12.51% | 17.05% |
| 3Y Return (Ann) | 8.77% | 8.85% |
| 5Y Return (Ann) | 7.86% | 11.08% |
| 10Y Return (Ann) | 7.33% | 12.04% |
| Sharpe Ratio | 1.41 | 1.66 |
| Daily Std Dev | 9.52% | 10.45% |
| Max Drawdown | -34.08% | -25.58% |
| Current Drawdown | -1.54% | -1.18% |
Correlation
The correlation between VHYL.AS and SWDA.L is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VHYL.AS vs. SWDA.L - Performance Comparison
The year-to-date returns for both investments are quite close, with VHYL.AS having a 11.77% return and SWDA.L slightly higher at 12.18%. Over the past 10 years, VHYL.AS has underperformed SWDA.L with an annualized return of 7.33%, while SWDA.L has yielded a comparatively higher 12.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VHYL.AS vs. SWDA.L - Expense Ratio Comparison
VHYL.AS has a 0.29% expense ratio, which is higher than SWDA.L's 0.20% expense ratio.
Risk-Adjusted Performance
VHYL.AS vs. SWDA.L - 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 iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.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.
Dividends
VHYL.AS vs. SWDA.L - Dividend Comparison
VHYL.AS's dividend yield for the trailing twelve months is around 2.83%, while SWDA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 2.83% | 3.15% | 3.60% | 2.59% | 2.68% | 2.89% | 3.14% | 2.76% | 2.73% | 2.92% | 2.61% | 1.03% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VHYL.AS vs. SWDA.L - Drawdown Comparison
The maximum VHYL.AS drawdown since its inception was -34.08%, which is greater than SWDA.L's maximum drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for VHYL.AS and SWDA.L. For additional features, visit the drawdowns tool.
Volatility
VHYL.AS vs. SWDA.L - Volatility Comparison
The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS) is 3.41%, while iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) has a volatility of 4.04%. This indicates that VHYL.AS experiences smaller price fluctuations and is considered to be less risky than SWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.