VHYL.L vs. DGRG.L
VHYL.L (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) and DGRG.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) are both exchange-traded funds - VHYL.L is a Dividend fund tracking the FTSE All-World High Dividend Yield Index, while DGRG.L is a Large Cap Blend Equities fund tracking the WisdomTree U.S. Quality Dividend Growth UCITS Index. Both are passively managed. Over the past 10 years, VHYL.L returned 10.73%/yr vs 10.28%/yr for DGRG.L. Their correlation of 0.81 suggests significant overlap in exposure. VHYL.L charges 0.29%/yr vs 0.33%/yr for DGRG.L.
Performance
VHYL.L vs. DGRG.L - Performance Comparison
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Different Trading Currencies
VHYL.L is traded in GBP, while DGRG.L is traded in GBp. To make them comparable, the DGRG.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, VHYL.L achieves a 10.73% return, which is significantly higher than DGRG.L's 6.73% return. Both investments have delivered pretty close results over the past 10 years, with VHYL.L having a 10.73% annualized return and DGRG.L not far behind at 10.28%.
VHYL.L
- 1D
- -0.49%
- 1M
- 2.68%
- YTD
- 10.73%
- 6M
- 12.06%
- 1Y
- 26.88%
- 3Y*
- 15.77%
- 5Y*
- 11.46%
- 10Y*
- 10.73%
DGRG.L
- 1D
- -0.13%
- 1M
- 3.91%
- YTD
- 6.73%
- 6M
- 6.54%
- 1Y
- 20.21%
- 3Y*
- 13.66%
- 5Y*
- 12.88%
- 10Y*
- 10.28%
VHYL.L vs. DGRG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VHYL.L Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 10.73% | 18.23% | 11.22% | 5.25% | 5.95% | 19.23% | -3.53% | 17.00% | -6.59% | 8.80% |
DGRG.L WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc | 6.73% | 5.60% | 20.13% | 12.11% | 2.74% | 26.71% | 8.76% | 24.78% | -1.18% | 15.61% |
Correlation
The correlation between VHYL.L and DGRG.L is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jun 6, 2016 | 0.82 |
The correlation between VHYL.L and DGRG.L shifts across timeframes, from 0.70 (3 years) to 0.82 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
VHYL.L vs. DGRG.L — Risk / Return Rank
VHYL.L
DGRG.L
VHYL.L vs. DGRG.L - 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.L) and WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.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.L | DGRG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | +0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.44 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.85 | 3.56 | +0.29 |
| Martin ratioReturn relative to average drawdown | 13.90 | 13.10 | +0.80 |
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.L | DGRG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.10 | 2.40 | +0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 1.03 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.59 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.59 | +0.11 |
Drawdowns
VHYL.L vs. DGRG.L - Drawdown Comparison
The maximum VHYL.L drawdown since its inception was -27.87%, smaller than the maximum DGRG.L drawdown of -32.36%. Use the drawdown chart below to compare losses from any high point for VHYL.L and DGRG.L.
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Drawdown Indicators
| VHYL.L | DGRG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.87% | -32.36% | +4.49% |
Max Drawdown (1Y)Largest decline over 1 year | -6.95% | -5.98% | -0.97% |
Max Drawdown (3Y)Largest decline over 3 years | -12.79% | -17.72% | +4.93% |
Max Drawdown (5Y)Largest decline over 5 years | -12.79% | -17.72% | +4.93% |
Max Drawdown (10Y)Largest decline over 10 years | -27.87% | -22.57% | -5.30% |
Current DrawdownCurrent decline from peak | -0.70% | -0.13% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -3.61% | -4.60% | +0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 1.63% | +0.30% |
Volatility
VHYL.L vs. DGRG.L - Volatility Comparison
The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYL.L) is 1.83%, while WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) has a volatility of 2.33%. This indicates that VHYL.L experiences smaller price fluctuations and is considered to be less risky than DGRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VHYL.L | DGRG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.83% | 2.33% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 6.84% | 6.18% | +0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.64% | 8.86% | -0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.76% | 12.54% | -1.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.06% | 17.46% | -4.40% |
VHYL.L vs. DGRG.L - Expense Ratio Comparison
VHYL.L has a 0.29% expense ratio, which is lower than DGRG.L's 0.33% expense ratio.
Dividends
VHYL.L vs. DGRG.L - Dividend Comparison
VHYL.L's dividend yield for the trailing twelve months is around 2.50%, while DGRG.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRG.L WisdomTree US Quality Dividend Growth 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% |
VHYL.L Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 2.50% | 2.79% | 3.08% | 3.37% | 3.67% | 3.08% | 3.28% | 3.34% | 3.63% | 3.09% | 2.88% | 3.20% |
Frequently Asked Questions
VHYL.L and DGRG.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VHYL.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VHYL.L is cheaper with a 0.29% expense ratio, compared with 0.33% for DGRG.L.
VHYL.L is categorized as Dividend, while DGRG.L is Large Cap Blend Equities. VHYL.L tracks FTSE All-World High Dividend Yield Index, while DGRG.L tracks WisdomTree U.S. Quality Dividend Growth UCITS Index. They also come from different issuers: Vanguard and WisdomTree. Their fees differ too: 0.29% for VHYL.L and 0.33% for DGRG.L.
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