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VHYL.L vs. LYPG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VHYL.L vs. LYPG.DE - 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 Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE). 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 LYPG.DE is traded in EUR. To make them comparable, the LYPG.DE 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 13.07% return, which is significantly lower than LYPG.DE's 16.21% return. Over the past 10 years, VHYL.L has underperformed LYPG.DE with an annualized return of 9.64%, while LYPG.DE has yielded a comparatively higher 22.50% annualized return.


VHYL.L

1D
-0.22%
1M
-0.13%
6M
9.96%
YTD
13.07%
1Y
25.55%
3Y*
15.80%
5Y*
12.03%
10Y*
9.64%
ALL TIME*
9.35%

LYPG.DE

1D
1.17%
1M
-6.09%
6M
18.75%
YTD
16.21%
1Y
29.00%
3Y*
25.39%
5Y*
18.12%
10Y*
22.50%
ALL TIME*
20.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VHYL.L vs. LYPG.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VHYL.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
13.07%18.23%11.22%5.25%5.95%19.23%-3.53%17.00%-6.59%8.80%
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc
16.21%14.88%34.88%46.22%-24.39%31.72%38.04%43.33%2.03%25.81%

Correlation

The correlation between VHYL.L and LYPG.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.35

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

0.43

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

0.56

Correlation (All Time)
Calculated using the full available price history since May 21, 2013

0.60

Over the past year, the correlation between VHYL.L and LYPG.DE has dropped to 0.30 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.

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Return for Risk

VHYL.L vs. LYPG.DE — 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: 9292
Overall Rank
VHYL.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VHYL.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
VHYL.L Omega Ratio Rank: 9595
Omega Ratio Rank
VHYL.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
VHYL.L Martin Ratio Rank: 8686
Martin Ratio Rank

LYPG.DE
LYPG.DE Risk / Return Rank: 5151
Overall Rank
LYPG.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
LYPG.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
LYPG.DE Omega Ratio Rank: 5151
Omega Ratio Rank
LYPG.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
LYPG.DE Martin Ratio Rank: 4242
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. LYPG.DE - 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 Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE). 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.LLYPG.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.62

Sortino ratioReturn per unit of downside risk

+2.09

Omega ratioGain probability vs. loss probability

1.57

1.23

+0.34

Calmar ratioReturn relative to maximum drawdown

3.66

1.76

+1.89

Martin ratioReturn relative to average drawdown

13.21

4.27

+8.94

VHYL.L vs. LYPG.DE - Sharpe Ratio Comparison

The current VHYL.L Sharpe Ratio is 2.95, which is higher than the LYPG.DE Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of VHYL.L and LYPG.DE, 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. LYPG.DE - Drawdown Comparison

The maximum VHYL.L drawdown since its inception was -27.87%, roughly equal to the maximum LYPG.DE drawdown of -28.29%. Use the drawdown chart below to compare losses from any high point for VHYL.L and LYPG.DE.


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Drawdown Indicators


VHYL.LLYPG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.87%

-28.29%

+0.42%

Max Drawdown (1Y)

Largest decline over 1 year

-6.95%

-16.37%

+9.42%

Max Drawdown (3Y)

Largest decline over 3 years

-12.79%

-28.29%

+15.50%

Max Drawdown (5Y)

Largest decline over 5 years

-12.79%

-28.29%

+15.50%

Max Drawdown (10Y)

Largest decline over 10 years

-27.87%

-28.29%

+0.42%

Current Drawdown

Current decline from peak

-0.73%

-8.65%

+7.92%

Average Drawdown

Average peak-to-trough decline

-3.58%

-5.12%

+1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

6.78%

-4.85%

Volatility

VHYL.L vs. LYPG.DE - Volatility Comparison

The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYL.L) is 1.91%, while Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) has a volatility of 7.49%. This indicates that VHYL.L experiences smaller price fluctuations and is considered to be less risky than LYPG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VHYL.LLYPG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.91%

7.49%

-5.58%

Volatility (6M)

Calculated over the trailing 6-month period

6.92%

16.67%

-9.75%

Volatility (1Y)

Calculated over the trailing 1-year period

8.63%

21.69%

-13.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.72%

22.42%

-11.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.99%

21.35%

-8.36%

VHYL.L vs. LYPG.DE - Expense Ratio Comparison

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


Dividends

VHYL.L vs. LYPG.DE - Dividend Comparison

VHYL.L's dividend yield for the trailing twelve months is around 2.53%, while LYPG.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR 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
2.53%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 LYPG.DE have a correlation of 0.30, 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 LYPG.DE.

VHYL.L is categorized as Dividend, while LYPG.DE is Technology Equities. VHYL.L tracks FTSE All-World High Dividend Yield Index, while LYPG.DE tracks MSCI World Information Technology. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.29% for VHYL.L and 0.30% for LYPG.DE.

Portfolio Optimizer

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