VHYL.L vs. HDIQ.L
VHYL.L (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) and HDIQ.L (iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist)) are both exchange-traded funds - VHYL.L is a Dividend fund tracking the FTSE All-World High Dividend Yield Index, while HDIQ.L is a U.S. Equity Income fund tracking the MSCI USA High Dividend Yield Advanced Select Index. Both are passively managed. Over the past 10 years, VHYL.L returned 9.76%/yr vs 10.44%/yr for HDIQ.L. Their correlation of 0.84 suggests significant overlap in exposure. VHYL.L charges 0.29%/yr vs 0.35%/yr for HDIQ.L.
Performance
VHYL.L vs. HDIQ.L - Performance Comparison
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Different Trading Currencies
VHYL.L is traded in GBP, while HDIQ.L is traded in GBp. To make them comparable, the HDIQ.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 13.32% return, which is significantly lower than HDIQ.L's 14.04% return. Over the past 10 years, VHYL.L has underperformed HDIQ.L with an annualized return of 9.76%, while HDIQ.L has yielded a comparatively higher 10.44% annualized return.
VHYL.L
- 1D
- 0.04%
- 1M
- -0.25%
- 6M
- 9.49%
- YTD
- 13.32%
- 1Y
- 25.74%
- 3Y*
- 16.86%
- 5Y*
- 12.12%
- 10Y*
- 9.76%
HDIQ.L
- 1D
- -0.16%
- 1M
- -0.73%
- 6M
- 11.08%
- YTD
- 14.04%
- 1Y
- 23.93%
- 3Y*
- 16.54%
- 5Y*
- 12.48%
- 10Y*
- 10.44%
VHYL.L vs. HDIQ.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 | 13.32% | 18.23% | 11.22% | 5.25% | 5.95% | 19.23% | -3.53% | 17.00% | -6.59% | 8.80% |
HDIQ.L iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) | 14.04% | 8.74% | 17.34% | 8.04% | 4.90% | 23.47% | -3.34% | 17.58% | -0.65% | 6.76% |
Correlation
The correlation between VHYL.L and HDIQ.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 | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jun 6, 2014 | 0.84 |
The correlation between VHYL.L and HDIQ.L shifts across timeframes, from 0.70 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VHYL.L vs. HDIQ.L — Risk / Return Rank
VHYL.L
HDIQ.L
VHYL.L vs. HDIQ.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 iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (HDIQ.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VHYL.L | HDIQ.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.44 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.69 | 4.71 | -1.02 |
| Martin ratioReturn relative to average drawdown | 13.31 | 16.04 | -2.73 |
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Drawdowns
VHYL.L vs. HDIQ.L - Drawdown Comparison
The maximum VHYL.L drawdown since its inception was -27.87%, smaller than the maximum HDIQ.L drawdown of -41.26%. Use the drawdown chart below to compare losses from any high point for VHYL.L and HDIQ.L.
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Drawdown Indicators
| VHYL.L | HDIQ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.87% | -41.26% | +13.39% |
Max Drawdown (1Y)Largest decline over 1 year | -6.95% | -5.06% | -1.89% |
Max Drawdown (3Y)Largest decline over 3 years | -12.79% | -18.80% | +6.01% |
Max Drawdown (5Y)Largest decline over 5 years | -12.79% | -18.80% | +6.01% |
Max Drawdown (10Y)Largest decline over 10 years | -27.87% | -24.46% | -3.41% |
Current DrawdownCurrent decline from peak | -0.51% | -1.68% | +1.17% |
Average DrawdownAverage peak-to-trough decline | -3.58% | -8.59% | +5.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 1.49% | +0.44% |
Volatility
VHYL.L vs. HDIQ.L - Volatility Comparison
The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYL.L) is 1.92%, while iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (HDIQ.L) has a volatility of 2.86%. This indicates that VHYL.L experiences smaller price fluctuations and is considered to be less risky than HDIQ.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 | HDIQ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.92% | 2.86% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 6.95% | 7.57% | -0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.65% | 10.13% | -1.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.76% | 13.04% | -2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.99% | 14.25% | -1.26% |
VHYL.L vs. HDIQ.L - Expense Ratio Comparison
VHYL.L has a 0.29% expense ratio, which is lower than HDIQ.L's 0.35% expense ratio.
Dividends
VHYL.L vs. HDIQ.L - Dividend Comparison
VHYL.L's dividend yield for the trailing twelve months is around 2.53%, more than HDIQ.L's 1.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HDIQ.L iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) | 1.51% | 1.69% | 1.90% | 2.05% | 2.28% | 2.04% | 2.71% | 2.43% | 0.00% | 1.13% | 2.13% | 2.40% |
VHYL.L Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 2.53% | 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 HDIQ.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 0.35% for HDIQ.L.
VHYL.L is categorized as Dividend, while HDIQ.L is U.S. Equity Income. VHYL.L tracks FTSE All-World High Dividend Yield Index, while HDIQ.L tracks MSCI USA High Dividend Yield Advanced Select Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.29% for VHYL.L and 0.35% for HDIQ.L.
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