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VHYL.AS vs. VHYG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VHYL.ASVHYG.L
YTD Return11.77%8.08%
1Y Return12.51%10.57%
3Y Return (Ann)8.77%8.49%
Sharpe Ratio1.410.33
Daily Std Dev9.52%31.66%
Max Drawdown-34.08%-28.15%
Current Drawdown-1.54%-8.90%

Correlation

-0.50.00.51.00.9

The correlation between VHYL.AS and VHYG.L is 0.89, 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. VHYG.L - Performance Comparison

In the year-to-date period, VHYL.AS achieves a 11.77% return, which is significantly higher than VHYG.L's 8.08% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


35.00%40.00%45.00%50.00%AprilMayJuneJulyAugustSeptember
49.13%
49.79%
VHYL.AS
VHYG.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VHYL.AS vs. VHYG.L - Expense Ratio Comparison

Both VHYL.AS and VHYG.L have an expense ratio of 0.29%.


VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing
Expense ratio chart for VHYL.AS: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for VHYG.L: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

VHYL.AS vs. VHYG.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 Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.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.AS
Sharpe ratio
The chart of Sharpe ratio for VHYL.AS, currently valued at 1.59, compared to the broader market0.002.004.001.59
Sortino ratio
The chart of Sortino ratio for VHYL.AS, currently valued at 2.26, compared to the broader market-2.000.002.004.006.008.0010.0012.002.26
Omega ratio
The chart of Omega ratio for VHYL.AS, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.24
Calmar ratio
The chart of Calmar ratio for VHYL.AS, currently valued at 1.59, compared to the broader market0.005.0010.0015.001.59
Martin ratio
The chart of Martin ratio for VHYL.AS, currently valued at 8.67, compared to the broader market0.0020.0040.0060.0080.00100.008.67
VHYG.L
Sharpe ratio
The chart of Sharpe ratio for VHYG.L, currently valued at 0.53, compared to the broader market0.002.004.000.53
Sortino ratio
The chart of Sortino ratio for VHYG.L, currently valued at 1.04, compared to the broader market-2.000.002.004.006.008.0010.0012.001.04
Omega ratio
The chart of Omega ratio for VHYG.L, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.31
Calmar ratio
The chart of Calmar ratio for VHYG.L, currently valued at 0.91, compared to the broader market0.005.0010.0015.000.91
Martin ratio
The chart of Martin ratio for VHYG.L, currently valued at 1.70, compared to the broader market0.0020.0040.0060.0080.00100.001.70

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

The current VHYL.AS Sharpe Ratio is 1.41, which is higher than the VHYG.L Sharpe Ratio of 0.33. The chart below compares the 12-month rolling Sharpe Ratio of VHYL.AS and VHYG.L.


Rolling 12-month Sharpe Ratio0.501.001.502.00AprilMayJuneJulyAugustSeptember
1.59
0.53
VHYL.AS
VHYG.L

Dividends

VHYL.AS vs. VHYG.L - Dividend Comparison

VHYL.AS's dividend yield for the trailing twelve months is around 2.83%, while VHYG.L has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
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%
VHYG.L
Vanguard FTSE All-World High Dividend Yield 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%

Drawdowns

VHYL.AS vs. VHYG.L - Drawdown Comparison

The maximum VHYL.AS drawdown since its inception was -34.08%, which is greater than VHYG.L's maximum drawdown of -28.15%. Use the drawdown chart below to compare losses from any high point for VHYL.AS and VHYG.L. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.54%
-3.64%
VHYL.AS
VHYG.L

Volatility

VHYL.AS vs. VHYG.L - 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 (VHYG.L) have volatilities of 3.41% and 3.38%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%AprilMayJuneJulyAugustSeptember
3.41%
3.38%
VHYL.AS
VHYG.L