VHYL.L vs. DGRP.L
VHYL.L (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) and DGRP.L (WisdomTree US Quality Dividend Growth UCITS ETF - USD) are both exchange-traded funds - VHYL.L is a Dividend fund tracking the FTSE All-World High Dividend Yield Index, while DGRP.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 5 years, VHYL.L returned 11.46%/yr vs 12.89%/yr for DGRP.L. Their correlation of 0.81 suggests significant overlap in exposure. VHYL.L charges 0.29%/yr vs 0.33%/yr for DGRP.L.
Performance
VHYL.L vs. DGRP.L - Performance Comparison
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Different Trading Currencies
VHYL.L is traded in GBP, while DGRP.L is traded in GBp. To make them comparable, the DGRP.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 DGRP.L's 6.69% return.
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%
DGRP.L
- 1D
- -0.08%
- 1M
- 3.87%
- YTD
- 6.69%
- 6M
- 5.62%
- 1Y
- 20.31%
- 3Y*
- 13.67%
- 5Y*
- 12.89%
- 10Y*
- —
VHYL.L vs. DGRP.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% |
DGRP.L WisdomTree US Quality Dividend Growth UCITS ETF - USD | 6.69% | 5.45% | 20.20% | 12.25% | 2.72% | 26.66% | 8.89% | 24.75% | -1.13% | 15.25% |
Correlation
The correlation between VHYL.L and DGRP.L is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2016 | 0.81 |
The correlation between VHYL.L and DGRP.L shifts across timeframes, from 0.71 (3 years) to 0.81 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VHYL.L vs. DGRP.L — Risk / Return Rank
VHYL.L
DGRP.L
VHYL.L vs. DGRP.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 (DGRP.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 | DGRP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.44 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.85 | 3.52 | +0.33 |
| Martin ratioReturn relative to average drawdown | 13.90 | 13.16 | +0.73 |
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 | DGRP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.10 | 2.41 | +0.69 |
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 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.70 | 0.00 |
Drawdowns
VHYL.L vs. DGRP.L - Drawdown Comparison
The maximum VHYL.L drawdown since its inception was -27.87%, which is greater than DGRP.L's maximum drawdown of -22.56%. Use the drawdown chart below to compare losses from any high point for VHYL.L and DGRP.L.
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Drawdown Indicators
| VHYL.L | DGRP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.87% | -22.56% | -5.31% |
Max Drawdown (1Y)Largest decline over 1 year | -6.95% | -6.06% | -0.89% |
Max Drawdown (3Y)Largest decline over 3 years | -12.79% | -17.75% | +4.96% |
Max Drawdown (5Y)Largest decline over 5 years | -12.79% | -17.75% | +4.96% |
Max Drawdown (10Y)Largest decline over 10 years | -27.87% | — | — |
Current DrawdownCurrent decline from peak | -0.70% | -0.08% | -0.62% |
Average DrawdownAverage peak-to-trough decline | -3.61% | -3.92% | +0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 1.62% | +0.31% |
Volatility
VHYL.L vs. DGRP.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 (DGRP.L) has a volatility of 2.33%. This indicates that VHYL.L experiences smaller price fluctuations and is considered to be less risky than DGRP.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 | DGRP.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% | 6.16% | +0.68% |
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% | 12.55% | -1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.06% | 15.58% | -2.52% |
VHYL.L vs. DGRP.L - Expense Ratio Comparison
VHYL.L has a 0.29% expense ratio, which is lower than DGRP.L's 0.33% expense ratio.
Dividends
VHYL.L vs. DGRP.L - Dividend Comparison
VHYL.L's dividend yield for the trailing twelve months is around 2.50%, more than DGRP.L's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRP.L WisdomTree US Quality Dividend Growth UCITS ETF - USD | 1.01% | 1.11% | 1.16% | 1.33% | 1.47% | 1.34% | 1.68% | 1.80% | 1.90% | 1.36% | 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 DGRP.L have a correlation of 0.72, 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 DGRP.L.
VHYL.L is categorized as Dividend, while DGRP.L is Large Cap Blend Equities. VHYL.L tracks FTSE All-World High Dividend Yield Index, while DGRP.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 DGRP.L.
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