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VYM vs. ISX5.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VYM vs. ISX5.L

Last updated Jun 13, 2026

VYM (Vanguard High Dividend Yield ETF) and ISX5.L (iShares Core EURO STOXX 50 UCITS ETF) are both exchange-traded funds - VYM is a Dividend fund tracking the FTSE High Dividend Yield Index, while ISX5.L is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, VYM returned 11.95%/yr vs 13.05%/yr for ISX5.L. A 0.50 correlation means they provide meaningful diversification when combined. VYM charges 0.04%/yr vs 0.00%/yr for ISX5.L.

Performance

VYM vs. ISX5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard High Dividend Yield ETF (VYM) and iShares Core EURO STOXX 50 UCITS ETF (ISX5.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, VYM achieves a 12.37% return, which is significantly higher than ISX5.L's 7.24% return. Over the past 10 years, VYM has underperformed ISX5.L with an annualized return of 11.95%, while ISX5.L has yielded a comparatively higher 13.05% annualized return.

VYM

1D
0.80%
1M
3.01%
YTD
12.37%
6M
11.19%
1Y
24.69%
3Y*
18.06%
5Y*
11.59%
10Y*
11.95%

ISX5.L

1D
2.46%
1M
4.58%
YTD
7.24%
6M
8.56%
1Y
18.08%
3Y*
18.31%
5Y*
10.63%
10Y*
13.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VYM vs. ISX5.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VYM
Vanguard High Dividend Yield ETF		12.37%15.42%17.60%6.57%-0.43%26.20%1.15%24.06%-5.92%16.42%
ISX5.L
iShares Core EURO STOXX 50 UCITS ETF		7.24%37.35%4.59%26.91%-13.63%13.94%6.81%25.61%1.58%9.70%

Correlation

The correlation between VYM and ISX5.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

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

0.36

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

0.43

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

0.45

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2010

0.50

The correlation between VYM and ISX5.L shifts across timeframes, from 0.36 (3 years) to 0.50 (all time), reflecting how their relationship changes across market environments.

VYM vs. ISX5.L - Sectors Allocation Comparison

Sectors
VYM
ISX5.L

Financial Services

20.5%
25.0%

Technology

17.7%
17.6%

Healthcare

12.2%
5.2%

Industrials

12.1%
21.7%

Energy

9.8%
4.8%

Consumer Defensive

8.1%
5.5%

Consumer Cyclical

6.7%
9.8%

Utilities

5.7%
4.5%

Communication Services

3.5%
2.4%

Basic Materials

3.5%
3.5%

Real Estate

0.0%

-

Financial Services

VYM
20.5%
ISX5.L
25.0%

Technology

VYM
17.7%
ISX5.L
17.6%

Healthcare

VYM
12.2%
ISX5.L
5.2%

Industrials

VYM
12.1%
ISX5.L
21.7%

Energy

VYM
9.8%
ISX5.L
4.8%

Consumer Defensive

VYM
8.1%
ISX5.L
5.5%

Consumer Cyclical

VYM
6.7%
ISX5.L
9.8%

Utilities

VYM
5.7%
ISX5.L
4.5%

Communication Services

VYM
3.5%
ISX5.L
2.4%

Basic Materials

VYM
3.5%
ISX5.L
3.5%

Real Estate

VYM
0.0%
ISX5.L

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard High Dividend Yield ETF

iShares Core EURO STOXX 50 UCITS ETF

Often compared with VYM:
VYM vs. SCHDVYM vs. VIGVYM vs. VYMIVYM vs. FDVVVYM vs. VOOVYM vs. VTIVYM vs. DGRO
Often compared with ISX5.L:
ISX5.L vs. CSX5.LISX5.L vs. ^IBEXISX5.L vs. VGKISX5.L vs. VERX.ASISX5.L vs. ISEU.LISX5.L vs. AME6.DEISX5.L vs. RQFI.DE

Return for Risk

VYM vs. ISX5.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VYM
VYM Risk / Return Rank: 8383
Overall Rank
VYM Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 8686
Sortino Ratio Rank
VYM Omega Ratio Rank: 8383
Omega Ratio Rank
VYM Calmar Ratio Rank: 8181
Calmar Ratio Rank
VYM Martin Ratio Rank: 8181
Martin Ratio Rank
ISX5.L
ISX5.L Risk / Return Rank: 3232
Overall Rank
ISX5.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
ISX5.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
ISX5.L Omega Ratio Rank: 3131
Omega Ratio Rank
ISX5.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
ISX5.L Martin Ratio Rank: 3535
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.

VYM vs. ISX5.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard High Dividend Yield ETF (VYM) and iShares Core EURO STOXX 50 UCITS ETF (ISX5.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

VYMISX5.LDifference
Sharpe ratioReturn per unit of total volatility
2.37
0.98

+1.39

Sortino ratioReturn per unit of downside risk
3.37
1.55

+1.81

Omega ratioGain probability vs. loss probability

1.42

1.19

+0.24

Calmar ratioReturn relative to maximum drawdown

3.70

1.39

+2.31

Martin ratioReturn relative to average drawdown

13.81

4.69

+9.12

VYM vs. ISX5.L - Sharpe Ratio Comparison

The current VYM Sharpe Ratio is 2.37, which is higher than the ISX5.L Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of VYM and ISX5.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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Drawdowns

VYM vs. ISX5.L - Drawdown Comparison

The maximum VYM drawdown since its inception was -56.98%, which is greater than ISX5.L's maximum drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for VYM and ISX5.L.

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Drawdown Indicators

VYMISX5.LDifference

Max Drawdown

Largest peak-to-trough decline

-56.98%

-38.62%

-18.36%

Max Drawdown (1Y)

Largest decline over 1 year

-6.69%

-12.92%

+6.23%

Max Drawdown (3Y)

Largest decline over 3 years

-14.46%

-15.36%

+0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-15.84%

-34.86%

+19.02%

Max Drawdown (10Y)

Largest decline over 10 years

-35.21%

-38.62%

+3.41%

Current Drawdown

Current decline from peak

-0.52%

-0.19%

-0.33%

Average Drawdown

Average peak-to-trough decline

-7.18%

-8.34%

+1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

3.85%

-2.05%

Volatility

VYM vs. ISX5.L - Volatility Comparison

The current volatility for Vanguard High Dividend Yield ETF (VYM) is 3.31%, while iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) has a volatility of 5.29%. This indicates that VYM experiences smaller price fluctuations and is considered to be less risky than ISX5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VYMISX5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

5.29%

-1.98%

Volatility (6M)

Calculated over the trailing 6-month period

7.81%

15.25%

-7.44%

Volatility (1Y)

Calculated over the trailing 1-year period

10.47%

18.30%

-7.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.99%

21.91%

-7.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.35%

21.97%

-5.62%

VYM vs. ISX5.L - Expense Ratio Comparison

VYM has a 0.04% expense ratio, which is higher than ISX5.L's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

VYM vs. ISX5.L - Dividend Comparison

VYM's dividend yield for the trailing twelve months is around 2.19%, while ISX5.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
ISX5.L
iShares Core EURO STOXX 50 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%
VYM
Vanguard High Dividend Yield ETF		2.19%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 ISX5.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISX5.L is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISX5.L is cheaper with a 0.00% expense ratio, compared with 0.04% for VYM.

VYM is categorized as Dividend, while ISX5.L is Europe Equities. VYM tracks FTSE High Dividend Yield Index, while ISX5.L tracks MSCI EMU NR EUR. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.04% for VYM and 0.00% for ISX5.L.

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