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VHYL.AS vs. VGWD.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VHYL.AS and VGWD.DE is 0.53, 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. VGWD.DE - 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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VHYL.AS:

0.45

VGWD.DE:

0.48

Sortino Ratio

VHYL.AS:

0.80

VGWD.DE:

0.73

Omega Ratio

VHYL.AS:

1.13

VGWD.DE:

1.12

Calmar Ratio

VHYL.AS:

0.49

VGWD.DE:

0.43

Martin Ratio

VHYL.AS:

2.05

VGWD.DE:

1.84

Ulcer Index

VHYL.AS:

3.97%

VGWD.DE:

3.97%

Daily Std Dev

VHYL.AS:

14.08%

VGWD.DE:

14.27%

Max Drawdown

VHYL.AS:

-34.08%

VGWD.DE:

-34.57%

Current Drawdown

VHYL.AS:

-4.96%

VGWD.DE:

-4.96%

Returns By Period

In the year-to-date period, VHYL.AS achieves a 1.36% return, which is significantly lower than VGWD.DE's 1.96% return.


VHYL.AS

YTD

1.36%

1M

7.67%

6M

0.52%

1Y

6.43%

3Y*

7.95%

5Y*

13.05%

10Y*

6.21%

VGWD.DE

YTD

1.96%

1M

7.71%

6M

0.54%

1Y

6.89%

3Y*

7.88%

5Y*

13.04%

10Y*

N/A

*Annualized

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VHYL.AS vs. VGWD.DE - Expense Ratio Comparison

Both VHYL.AS and VGWD.DE have an expense ratio of 0.29%.


Risk-Adjusted Performance

VHYL.AS vs. VGWD.DE — 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 5252
Overall Rank
The Sharpe Ratio Rank of VHYL.AS is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of VHYL.AS is 4747
Sortino Ratio Rank
The Omega Ratio Rank of VHYL.AS is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VHYL.AS is 5353
Calmar Ratio Rank
The Martin Ratio Rank of VHYL.AS is 5656
Martin Ratio Rank

VGWD.DE
The Risk-Adjusted Performance Rank of VGWD.DE is 4949
Overall Rank
The Sharpe Ratio Rank of VGWD.DE is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VGWD.DE is 4343
Sortino Ratio Rank
The Omega Ratio Rank of VGWD.DE is 5151
Omega Ratio Rank
The Calmar Ratio Rank of VGWD.DE is 4949
Calmar Ratio Rank
The Martin Ratio Rank of VGWD.DE is 5252
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. VGWD.DE - 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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE). 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 comparable to the VGWD.DE Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of VHYL.AS and VGWD.DE, 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. VGWD.DE - Dividend Comparison

VHYL.AS's dividend yield for the trailing twelve months is around 2.91%, which matches VGWD.DE's 2.91% yield.


TTM20242023202220212020201920182017201620152014
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing
2.91%2.82%3.15%3.60%2.59%2.68%2.89%3.14%2.76%2.73%2.92%2.61%
VGWD.DE
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
2.91%2.83%3.14%3.60%2.58%2.67%2.87%3.16%0.49%0.00%0.00%0.00%

Drawdowns

VHYL.AS vs. VGWD.DE - Drawdown Comparison

The maximum VHYL.AS drawdown since its inception was -34.08%, roughly equal to the maximum VGWD.DE drawdown of -34.57%. Use the drawdown chart below to compare losses from any high point for VHYL.AS and VGWD.DE. For additional features, visit the drawdowns tool.


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Volatility

VHYL.AS vs. VGWD.DE - Volatility Comparison

Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) have volatilities of 3.54% and 3.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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