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VHYL.L vs. HDLV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VHYL.L vs. HDLV.L - 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.L) and Invesco S&P 500 High Dividend Low Volatility UCITS ETF Dist (HDLV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VHYL.L is traded in GBP, while HDLV.L is traded in USD. To make them comparable, the HDLV.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 12.68% return, which is significantly higher than HDLV.L's 9.35% return. Over the past 10 years, VHYL.L has outperformed HDLV.L with an annualized return of 11.06%, while HDLV.L has yielded a comparatively lower 7.57% annualized return.


VHYL.L

1D
1.53%
1M
3.44%
YTD
12.68%
6M
13.55%
1Y
28.52%
3Y*
16.13%
5Y*
11.89%
10Y*
11.06%

HDLV.L

1D
0.87%
1M
5.84%
YTD
9.35%
6M
8.74%
1Y
14.37%
3Y*
9.30%
5Y*
6.94%
10Y*
7.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VHYL.L vs. HDLV.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VHYL.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
12.68%18.23%11.22%5.25%5.95%19.23%-3.53%17.00%-6.59%8.80%
HDLV.L
Invesco S&P 500 High Dividend Low Volatility UCITS ETF Dist
9.35%-3.80%18.42%-3.86%12.39%25.99%-13.53%14.29%-1.61%1.74%

Correlation

The correlation between VHYL.L and HDLV.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (10Y)
Calculated over the trailing 10-year period

0.72

Correlation (All Time)
Calculated using the full available price history since May 11, 2015

0.72

Over the past year, the correlation between VHYL.L and HDLV.L has dropped to 0.48 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.

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Return for Risk

VHYL.L vs. HDLV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VHYL.L
VHYL.L Risk / Return Rank: 9090
Overall Rank
VHYL.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
VHYL.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
VHYL.L Omega Ratio Rank: 9494
Omega Ratio Rank
VHYL.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
VHYL.L Martin Ratio Rank: 8282
Martin Ratio Rank

HDLV.L
HDLV.L Risk / Return Rank: 3535
Overall Rank
HDLV.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
HDLV.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
HDLV.L Omega Ratio Rank: 3333
Omega Ratio Rank
HDLV.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
HDLV.L Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VHYL.L vs. HDLV.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 Invesco S&P 500 High Dividend Low Volatility UCITS ETF Dist (HDLV.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.LHDLV.LDifference
Sharpe ratioReturn per unit of total volatility

+2.01

Sortino ratioReturn per unit of downside risk

+2.57

Omega ratioGain probability vs. loss probability

1.62

1.21

+0.41

Calmar ratioReturn relative to maximum drawdown

4.08

2.16

+1.92

Martin ratioReturn relative to average drawdown

14.75

5.41

+9.34

VHYL.L vs. HDLV.L - Sharpe Ratio Comparison

The current VHYL.L Sharpe Ratio is 3.25, which is higher than the HDLV.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of VHYL.L and HDLV.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VHYL.L vs. HDLV.L - Drawdown Comparison

The maximum VHYL.L drawdown since its inception was -27.87%, smaller than the maximum HDLV.L drawdown of -34.18%. Use the drawdown chart below to compare losses from any high point for VHYL.L and HDLV.L.


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Drawdown Indicators


VHYL.LHDLV.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.87%

-34.18%

+6.31%

Max Drawdown (1Y)

Largest decline over 1 year

-6.95%

-6.62%

-0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-12.79%

-15.52%

+2.73%

Max Drawdown (5Y)

Largest decline over 5 years

-12.79%

-17.87%

+5.08%

Max Drawdown (10Y)

Largest decline over 10 years

-27.87%

-34.18%

+6.31%

Current Drawdown

Current decline from peak

0.00%

-0.61%

+0.61%

Average Drawdown

Average peak-to-trough decline

-3.61%

-6.27%

+2.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

2.65%

-0.72%

Volatility

VHYL.L vs. HDLV.L - Volatility Comparison

The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYL.L) is 2.33%, while Invesco S&P 500 High Dividend Low Volatility UCITS ETF Dist (HDLV.L) has a volatility of 3.93%. This indicates that VHYL.L experiences smaller price fluctuations and is considered to be less risky than HDLV.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.LHDLV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.33%

3.93%

-1.60%

Volatility (6M)

Calculated over the trailing 6-month period

6.99%

9.16%

-2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

8.75%

11.58%

-2.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.78%

13.91%

-3.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.07%

16.39%

-3.32%

VHYL.L vs. HDLV.L - Expense Ratio Comparison

VHYL.L has a 0.29% expense ratio, which is lower than HDLV.L's 0.30% expense ratio.


Dividends

VHYL.L vs. HDLV.L - Dividend Comparison

VHYL.L's dividend yield for the trailing twelve months is around 2.46%, less than HDLV.L's 3.56% yield.


PositionTTM20252024202320222021202020192018201720162015
HDLV.L
Invesco S&P 500 High Dividend Low Volatility UCITS ETF Dist
3.56%3.91%3.54%4.04%3.56%3.37%4.35%3.69%3.79%3.07%3.07%1.89%
VHYL.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
2.46%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 HDLV.L have a correlation of 0.48, 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 0.30% for HDLV.L.

VHYL.L is categorized as Dividend, while HDLV.L is S&P 500. VHYL.L tracks FTSE All-World High Dividend Yield Index, while HDLV.L tracks S&P 500 Low Volatility High Dividend Index. They also come from different issuers: Vanguard and Invesco. Their fees differ too: 0.29% for VHYL.L and 0.30% for HDLV.L.

Portfolio Optimizer

Find the right allocation for VHYL.L and HDLV.L

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