VHYL.L vs. VWRP.L
VHYL.L (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) and VWRP.L (Vanguard FTSE All-World UCITS ETF (USD) Accumulating) are both exchange-traded funds - VHYL.L is a Dividend fund tracking the FTSE All-World High Dividend Yield Index, while VWRP.L is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 5 years, VHYL.L returned 11.46%/yr vs 12.21%/yr for VWRP.L. Their correlation of 0.84 suggests significant overlap in exposure. VHYL.L charges 0.29%/yr vs 0.22%/yr for VWRP.L.
Performance
VHYL.L vs. VWRP.L - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with VHYL.L having a 10.73% return and VWRP.L slightly lower at 10.64%.
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%
VWRP.L
- 1D
- -1.14%
- 1M
- 2.59%
- YTD
- 10.64%
- 6M
- 10.59%
- 1Y
- 27.84%
- 3Y*
- 17.49%
- 5Y*
- 12.21%
- 10Y*
- —
VHYL.L vs. VWRP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 1.27% |
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating | 10.64% | 13.94% | 19.60% | 15.64% | -8.41% | 20.00% | 12.27% | 1.72% |
Correlation
The correlation between VHYL.L and VWRP.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 | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2019 | 0.84 |
The correlation between VHYL.L and VWRP.L shifts across timeframes, from 0.72 (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. VWRP.L — Risk / Return Rank
VHYL.L
VWRP.L
VHYL.L vs. VWRP.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 FTSE All-World UCITS ETF (USD) Accumulating (VWRP.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 | VWRP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.52 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.85 | 3.97 | -0.12 |
| Martin ratioReturn relative to average drawdown | 13.90 | 16.12 | -2.23 |
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 | VWRP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.10 | 2.70 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 0.95 | +0.12 |
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 | 0.81 | -0.11 |
Drawdowns
VHYL.L vs. VWRP.L - Drawdown Comparison
The maximum VHYL.L drawdown since its inception was -27.87%, which is greater than VWRP.L's maximum drawdown of -25.10%. Use the drawdown chart below to compare losses from any high point for VHYL.L and VWRP.L.
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Drawdown Indicators
| VHYL.L | VWRP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.87% | -25.10% | -2.77% |
Max Drawdown (1Y)Largest decline over 1 year | -6.95% | -7.10% | +0.15% |
Max Drawdown (3Y)Largest decline over 3 years | -12.79% | -17.64% | +4.85% |
Max Drawdown (5Y)Largest decline over 5 years | -12.79% | -17.64% | +4.85% |
Max Drawdown (10Y)Largest decline over 10 years | -27.87% | — | — |
Current DrawdownCurrent decline from peak | -0.70% | -1.60% | +0.90% |
Average DrawdownAverage peak-to-trough decline | -3.61% | -3.38% | -0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 1.75% | +0.18% |
Volatility
VHYL.L vs. VWRP.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 FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) has a volatility of 2.97%. This indicates that VHYL.L experiences smaller price fluctuations and is considered to be less risky than VWRP.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 | VWRP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.83% | 2.97% | -1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 6.84% | 7.78% | -0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.64% | 10.44% | -1.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.76% | 12.88% | -2.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.06% | 14.96% | -1.90% |
VHYL.L vs. VWRP.L - Expense Ratio Comparison
VHYL.L has a 0.29% expense ratio, which is higher than VWRP.L's 0.22% expense ratio.
Dividends
VHYL.L vs. VWRP.L - Dividend Comparison
VHYL.L's dividend yield for the trailing twelve months is around 2.50%, while VWRP.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VHYL.L and VWRP.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, VWRP.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWRP.L is cheaper with a 0.22% expense ratio, compared with 0.29% for VHYL.L.
VHYL.L is categorized as Dividend, while VWRP.L is Global Equities. VHYL.L tracks FTSE All-World High Dividend Yield Index, while VWRP.L tracks FTSE All-World Index. Their fees differ too: 0.29% for VHYL.L and 0.22% for VWRP.L.
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