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

Performance

VHYL.L vs. VUSA.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 Vanguard S&P 500 UCITS ETF (VUSA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VHYL.L achieves a 10.73% return, which is significantly higher than VUSA.L's 9.86% return. Over the past 10 years, VHYL.L has underperformed VUSA.L with an annualized return of 10.73%, while VUSA.L has yielded a comparatively higher 16.03% annualized 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%

VUSA.L

1D
-0.60%
1M
3.38%
YTD
9.86%
6M
9.24%
1Y
27.68%
3Y*
18.87%
5Y*
14.80%
10Y*
16.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
VUSA.L
Vanguard S&P 500 UCITS ETF
9.86%9.39%27.33%19.82%-9.02%30.97%13.65%26.53%-0.10%10.72%

Correlation

The correlation between VHYL.L and VUSA.L is 0.61, 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

0.61

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

0.63

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

0.71

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

0.80

Correlation (All Time)
Calculated using the full available price history since May 22, 2013

0.82

Over the past year, the correlation between VHYL.L and VUSA.L has dropped to 0.61 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.

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Return for Risk

VHYL.L vs. VUSA.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: 8888
Overall Rank
VHYL.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VHYL.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
VHYL.L Omega Ratio Rank: 9393
Omega Ratio Rank
VHYL.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
VHYL.L Martin Ratio Rank: 7979
Martin Ratio Rank

VUSA.L
VUSA.L Risk / Return Rank: 8484
Overall Rank
VUSA.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
VUSA.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
VUSA.L Omega Ratio Rank: 8686
Omega Ratio Rank
VUSA.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
VUSA.L Martin Ratio Rank: 8080
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. VUSA.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 Vanguard S&P 500 UCITS ETF (VUSA.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.LVUSA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.61

Omega ratioGain probability vs. loss probability

1.59

1.49

+0.10

Calmar ratioReturn relative to maximum drawdown

3.85

3.96

-0.11

Martin ratioReturn relative to average drawdown

13.90

14.59

-0.69

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

The current VHYL.L Sharpe Ratio is 3.10, which is comparable to the VUSA.L Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of VHYL.L and VUSA.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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Sharpe Ratios by Period


VHYL.LVUSA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.10

2.65

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.07

1.03

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

1.02

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

1.07

-0.37

Drawdowns

VHYL.L vs. VUSA.L - Drawdown Comparison

The maximum VHYL.L drawdown since its inception was -27.87%, which is greater than VUSA.L's maximum drawdown of -25.48%. Use the drawdown chart below to compare losses from any high point for VHYL.L and VUSA.L.


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Drawdown Indicators


VHYL.LVUSA.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.87%

-25.48%

-2.39%

Max Drawdown (1Y)

Largest decline over 1 year

-6.95%

-7.10%

+0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-12.79%

-20.93%

+8.14%

Max Drawdown (5Y)

Largest decline over 5 years

-12.79%

-20.93%

+8.14%

Max Drawdown (10Y)

Largest decline over 10 years

-27.87%

-25.48%

-2.39%

Current Drawdown

Current decline from peak

-0.70%

-0.82%

+0.12%

Average Drawdown

Average peak-to-trough decline

-3.61%

-3.16%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

1.93%

0.00%

Volatility

VHYL.L vs. VUSA.L - Volatility Comparison

The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYL.L) is 1.83%, while Vanguard S&P 500 UCITS ETF (VUSA.L) has a volatility of 2.65%. This indicates that VHYL.L experiences smaller price fluctuations and is considered to be less risky than VUSA.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.LVUSA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

2.65%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

6.84%

7.15%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

8.64%

10.60%

-1.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.76%

14.29%

-3.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.06%

15.65%

-2.59%

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

VHYL.L has a 0.29% expense ratio, which is higher than VUSA.L's 0.07% expense ratio.


Dividends

VHYL.L vs. VUSA.L - Dividend Comparison

VHYL.L's dividend yield for the trailing twelve months is around 2.50%, more than VUSA.L's 0.87% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VUSA.L
Vanguard S&P 500 UCITS ETF
0.87%0.95%1.00%1.24%1.41%1.04%1.44%1.50%1.72%1.61%1.58%1.74%

Frequently Asked Questions


VHYL.L and VUSA.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUSA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUSA.L is cheaper with a 0.07% expense ratio, compared with 0.29% for VHYL.L.

VHYL.L is categorized as Dividend, while VUSA.L is S&P 500. VHYL.L tracks FTSE All-World High Dividend Yield Index, while VUSA.L tracks S&P 500 Index. Their fees differ too: 0.29% for VHYL.L and 0.07% for VUSA.L.

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