VYM vs. EXV8.DE
VYM (Vanguard High Dividend Yield ETF) and EXV8.DE (iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)) are both exchange-traded funds - VYM is a Dividend fund tracking the FTSE High Dividend Yield Index, while EXV8.DE is a Industrials Equities fund tracking the STOXX® Europe 600 Construction & Materials. Both are passively managed. Over the past 10 years, VYM returned 11.70%/yr vs 10.62%/yr for EXV8.DE. At a 0.45 correlation, their price movements are largely independent. VYM charges 0.04%/yr vs 0.46%/yr for EXV8.DE.
Performance
VYM vs. EXV8.DE - Performance Comparison
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Different Trading Currencies
VYM is traded in USD, while EXV8.DE is traded in EUR. To make them comparable, the EXV8.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VYM achieves a 10.82% return, which is significantly higher than EXV8.DE's -0.17% return. Over the past 10 years, VYM has outperformed EXV8.DE with an annualized return of 11.70%, while EXV8.DE has yielded a comparatively lower 10.62% annualized return.
VYM
- 1D
- -0.08%
- 1M
- 1.71%
- YTD
- 10.82%
- 6M
- 10.58%
- 1Y
- 24.30%
- 3Y*
- 17.89%
- 5Y*
- 11.33%
- 10Y*
- 11.70%
EXV8.DE
- 1D
- 0.27%
- 1M
- -3.93%
- YTD
- -0.17%
- 6M
- 1.97%
- 1Y
- 8.70%
- 3Y*
- 18.73%
- 5Y*
- 8.68%
- 10Y*
- 10.62%
VYM vs. EXV8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VYM Vanguard High Dividend Yield ETF | 10.82% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
EXV8.DE iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) | -0.17% | 41.11% | 0.33% | 37.79% | -23.39% | 21.82% | 7.56% | 39.90% | -21.73% | 26.02% |
Correlation
The correlation between VYM and EXV8.DE is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since May 30, 2007 | 0.45 |
The correlation between VYM and EXV8.DE shifts across timeframes, from 0.41 (3 years) to 0.51 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VYM vs. EXV8.DE — Risk / Return Rank
VYM
EXV8.DE
VYM vs. EXV8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard High Dividend Yield ETF (VYM) and iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.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.
| VYM | EXV8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.93 | ||
| Sortino ratioReturn per unit of downside risk | +2.56 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.09 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 0.56 | +3.09 |
| Martin ratioReturn relative to average drawdown | 13.64 | 1.68 | +11.96 |
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
| VYM | EXV8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | 0.43 | +1.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.38 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.47 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.18 | +0.32 |
Drawdowns
VYM vs. EXV8.DE - Drawdown Comparison
The maximum VYM drawdown since its inception was -56.98%, smaller than the maximum EXV8.DE drawdown of -68.52%. Use the drawdown chart below to compare losses from any high point for VYM and EXV8.DE.
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Drawdown Indicators
| VYM | EXV8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.98% | -68.52% | +11.54% |
Max Drawdown (1Y)Largest decline over 1 year | -6.69% | -16.81% | +10.12% |
Max Drawdown (3Y)Largest decline over 3 years | -14.46% | -16.81% | +2.35% |
Max Drawdown (5Y)Largest decline over 5 years | -15.84% | -39.87% | +24.03% |
Max Drawdown (10Y)Largest decline over 10 years | -35.21% | -42.95% | +7.74% |
Current DrawdownCurrent decline from peak | -1.89% | -8.02% | +6.13% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -19.23% | +12.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 5.56% | -3.77% |
Volatility
VYM vs. EXV8.DE - Volatility Comparison
The current volatility for Vanguard High Dividend Yield ETF (VYM) is 2.82%, while iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE) has a volatility of 6.84%. This indicates that VYM experiences smaller price fluctuations and is considered to be less risky than EXV8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VYM | EXV8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | 6.84% | -4.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.73% | 17.56% | -9.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.35% | 21.55% | -11.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.98% | 22.69% | -8.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.35% | 22.46% | -6.11% |
VYM vs. EXV8.DE - Expense Ratio Comparison
VYM has a 0.04% expense ratio, which is lower than EXV8.DE's 0.46% expense ratio.
Dividends
VYM vs. EXV8.DE - Dividend Comparison
VYM's dividend yield for the trailing twelve months is around 2.22%, more than EXV8.DE's 1.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXV8.DE iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) | 1.39% | 1.39% | 1.69% | 1.59% | 1.78% | 1.34% | 0.53% | 1.55% | 1.66% | 2.87% | 2.80% | 2.79% |
VYM Vanguard High Dividend Yield ETF | 2.22% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Frequently Asked Questions
VYM and EXV8.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VYM is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VYM is cheaper with a 0.04% expense ratio, compared with 0.46% for EXV8.DE.
VYM is categorized as Dividend, while EXV8.DE is Industrials Equities. VYM tracks FTSE High Dividend Yield Index, while EXV8.DE tracks STOXX® Europe 600 Construction & Materials. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.04% for VYM and 0.46% for EXV8.DE.
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