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VNRFY vs. VHYL.AS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

VNRFY vs. VHYL.AS

Last updated Apr 2, 2026

Compare and contrast key facts about Vienna Insurance Group AG Wiener Versicherung Gruppe ADR (VNRFY) and Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS).

VHYL.AS is a passively managed fund by Vanguard that tracks the performance of the MSCI World High Dividend Yield NR USD. It was launched on May 21, 2013.

Performance

VNRFY vs. VHYL.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vienna Insurance Group AG Wiener Versicherung Gruppe ADR (VNRFY) and Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS). The values are adjusted to include any dividend payments, if applicable.

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VNRFY vs. VHYL.AS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VNRFY
Vienna Insurance Group AG Wiener Versicherung Gruppe ADR		-16.40%193.72%14.10%19.10%-15.63%14.03%-1.40%36.57%-28.31%52.90%
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing		5.13%27.50%9.55%10.40%-5.85%19.14%-0.72%20.54%-11.35%19.64%
Different Trading Currencies

VNRFY is traded in USD, while VHYL.AS is traded in EUR. To make them comparable, the VHYL.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VNRFY achieves a -16.40% return, which is significantly lower than VHYL.AS's 5.13% return. Over the past 10 years, VNRFY has outperformed VHYL.AS with an annualized return of 17.37%, while VHYL.AS has yielded a comparatively lower 9.65% annualized return.

VNRFY

1D
0.00%
1M
-13.20%
YTD
-16.40%
6M
35.85%
1Y
145.56%
3Y*
40.29%
5Y*
25.54%
10Y*
17.37%

VHYL.AS

1D
1.64%
1M
-3.74%
YTD
5.13%
6M
10.21%
1Y
25.14%
3Y*
17.00%
5Y*
10.58%
10Y*
9.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Vienna Insurance Group AG Wiener Versicherung Gruppe ADR

Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing

Often compared with VNRFY:
VNRFY vs. SPY
Often compared with VHYL.AS:
VHYL.AS vs. VWRL.LVHYL.AS vs. VHYG.LVHYL.AS vs. VGWD.DEVHYL.AS vs. SCHDVHYL.AS vs. VUSA.ASVHYL.AS vs. TDIV.ASVHYL.AS vs. TDGB.L

Return for Risk

VNRFY vs. VHYL.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VNRFY
VNRFY Risk / Return Rank: 9696
Overall Rank
VNRFY Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VNRFY Sortino Ratio Rank: 9999
Sortino Ratio Rank
VNRFY Omega Ratio Rank: 100100
Omega Ratio Rank
VNRFY Calmar Ratio Rank: 9797
Calmar Ratio Rank
VNRFY Martin Ratio Rank: 9797
Martin Ratio Rank
VHYL.AS
VHYL.AS Risk / Return Rank: 7878
Overall Rank
VHYL.AS Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VHYL.AS Sortino Ratio Rank: 5959
Sortino Ratio Rank
VHYL.AS Omega Ratio Rank: 6969
Omega Ratio Rank
VHYL.AS Calmar Ratio Rank: 9696
Calmar Ratio Rank
VHYL.AS Martin Ratio Rank: 9696
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.

VNRFY vs. VHYL.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vienna Insurance Group AG Wiener Versicherung Gruppe ADR (VNRFY) and Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS). 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.

VNRFYVHYL.ASDifference

Sharpe ratio

Return per unit of total volatility

1.73

1.71

+0.02

Sortino ratio

Return per unit of downside risk

6.42

2.21

+4.21

Omega ratio

Gain probability vs. loss probability

3.35

1.37

+1.98

Calmar ratio

Return relative to maximum drawdown

8.44

4.51

+3.93

Martin ratio

Return relative to average drawdown

21.05

17.37

+3.68

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VNRFY vs. VHYL.AS - Sharpe Ratio Comparison

The current VNRFY Sharpe Ratio is 1.73, which is comparable to the VHYL.AS Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of VNRFY and VHYL.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

VNRFYVHYL.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

1.71

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.78

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.65

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.54

-0.36

Correlation

The correlation between VNRFY and VHYL.AS is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

VNRFY vs. VHYL.AS - Dividend Comparison

VNRFY's dividend yield for the trailing twelve months is around 2.60%, less than VHYL.AS's 2.63% yield.

TTM20252024202320222021202020192018201720162015
VNRFY
Vienna Insurance Group AG Wiener Versicherung Gruppe ADR		2.60%2.18%5.17%5.40%5.61%5.06%5.02%2.46%4.84%4.64%6.18%0.00%
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing		2.63%2.85%3.03%3.40%3.78%3.03%3.08%3.24%3.68%3.13%3.02%3.25%

Drawdowns

VNRFY vs. VHYL.AS - Drawdown Comparison

The maximum VNRFY drawdown since its inception was -70.48%, which is greater than VHYL.AS's maximum drawdown of -36.03%. Use the drawdown chart below to compare losses from any high point for VNRFY and VHYL.AS.

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Drawdown Indicators

VNRFYVHYL.ASDifference

Max Drawdown

Largest peak-to-trough decline

-70.48%

-34.08%

-36.40%

Max Drawdown (1Y)

Largest decline over 1 year

-17.26%

-13.19%

-4.07%

Max Drawdown (5Y)

Largest decline over 5 years

-25.28%

-16.76%

-8.52%

Max Drawdown (10Y)

Largest decline over 10 years

-54.71%

-34.08%

-20.63%

Current Drawdown

Current decline from peak

-16.40%

-3.41%

-12.99%

Average Drawdown

Average peak-to-trough decline

-35.65%

-4.38%

-31.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.92%

1.51%

+5.41%

Volatility

VNRFY vs. VHYL.AS - Volatility Comparison

Vienna Insurance Group AG Wiener Versicherung Gruppe ADR (VNRFY) has a higher volatility of 8.12% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS) at 4.26%. This indicates that VNRFY's price experiences larger fluctuations and is considered to be riskier than VHYL.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VNRFYVHYL.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.12%

4.26%

+3.86%

Volatility (6M)

Calculated over the trailing 6-month period

38.22%

7.89%

+30.33%

Volatility (1Y)

Calculated over the trailing 1-year period

85.55%

14.52%

+71.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.80%

13.39%

+32.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.98%

14.68%

+28.30%