VWRL.L vs. VHYG.L
Compare and contrast key facts about Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) and Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.L).
VWRL.L and VHYG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VWRL.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on May 22, 2012. VHYG.L is a passively managed fund by Vanguard that tracks the performance of the MSCI World High Dividend Yield NR USD. It was launched on Sep 24, 2019. Both VWRL.L and VHYG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWRL.L or VHYG.L.
Key characteristics
| VWRL.L | VHYG.L | |
|---|---|---|
| YTD Return | 15.71% | 12.27% |
| 1Y Return | 21.67% | 16.56% |
| 3Y Return (Ann) | 9.25% | 9.32% |
| 5Y Return (Ann) | 12.05% | 8.49% |
| Sharpe Ratio | 2.30 | 0.54 |
| Sortino Ratio | 3.13 | 1.04 |
| Omega Ratio | 1.43 | 1.31 |
| Calmar Ratio | 3.69 | 0.86 |
| Martin Ratio | 16.01 | 1.44 |
| Ulcer Index | 1.41% | 11.86% |
| Daily Std Dev | 9.83% | 31.59% |
| Max Drawdown | -24.98% | -28.15% |
| Current Drawdown | -0.27% | -5.36% |
Correlation
The correlation between VWRL.L and VHYG.L is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VWRL.L vs. VHYG.L - Performance Comparison
In the year-to-date period, VWRL.L achieves a 15.71% return, which is significantly higher than VHYG.L's 12.27% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VWRL.L vs. VHYG.L - Expense Ratio Comparison
VWRL.L has a 0.22% expense ratio, which is lower than VHYG.L's 0.29% expense ratio.
Risk-Adjusted Performance
VWRL.L vs. VHYG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) and Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.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.
Dividends
VWRL.L vs. VHYG.L - Dividend Comparison
VWRL.L's dividend yield for the trailing twelve months is around 1.16%, while VHYG.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 1.16% | 1.73% | 2.04% | 1.45% | 1.58% | 1.95% | 2.23% | 1.90% | 1.85% | 1.98% | 2.14% | 1.95% |
VHYG.L Vanguard FTSE All-World High Dividend Yield UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VWRL.L vs. VHYG.L - Drawdown Comparison
The maximum VWRL.L drawdown since its inception was -24.98%, smaller than the maximum VHYG.L drawdown of -28.15%. Use the drawdown chart below to compare losses from any high point for VWRL.L and VHYG.L. For additional features, visit the drawdowns tool.
Volatility
VWRL.L vs. VHYG.L - Volatility Comparison
Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) and Vanguard FTSE All-World High Dividend Yield UCITS ETF (VHYG.L) have volatilities of 2.60% and 2.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.