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

WPAD.AS vs. VHYL.AS

Last updated Jun 4, 2026

WPAD.AS (iShares MSCI World Paris-Aligned Climate UCITS ETF) and VHYL.AS (Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing) are both Global Equities funds - WPAD.AS tracks the MSCI ACWI NR USD while VHYL.AS tracks the MSCI World High Dividend Yield NR USD. Both are passively managed. Over the past 5 years, WPAD.AS returned 10.99%/yr vs 10.41%/yr for VHYL.AS. At a 0.46 correlation, their price movements are largely independent. WPAD.AS charges 0.20%/yr vs 0.29%/yr for VHYL.AS.

Performance

WPAD.AS vs. VHYL.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World Paris-Aligned Climate UCITS ETF (WPAD.AS) 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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Different Trading Currencies

WPAD.AS 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, WPAD.AS achieves a 6.29% return, which is significantly lower than VHYL.AS's 11.04% return.

WPAD.AS

1D
-0.58%
1M
4.56%
YTD
6.29%
6M
8.00%
1Y
22.00%
3Y*
18.84%
5Y*
10.99%
10Y*
—

VHYL.AS

1D
-0.30%
1M
3.01%
YTD
11.04%
6M
13.98%
1Y
27.30%
3Y*
18.94%
5Y*
10.41%
10Y*
9.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WPAD.AS vs. VHYL.AS - Yearly Performance Comparison

2026 (YTD)20252024202320222021
WPAD.AS
iShares MSCI World Paris-Aligned Climate UCITS ETF		6.29%19.02%18.93%24.83%-22.07%12.00%
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing		11.04%27.50%9.55%10.40%-5.85%5.94%

Correlation

The correlation between WPAD.AS and VHYL.AS is 0.65, 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

0.65

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

0.55

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

0.47

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2021

0.46

The correlation between WPAD.AS and VHYL.AS shifts across timeframes, from 0.46 (all time) to 0.65 (1 year), reflecting how their relationship changes across market environments.

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iShares MSCI World Paris-Aligned Climate UCITS ETF

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

Often compared with WPAD.AS:
WPAD.AS vs. IWRD.LWPAD.AS vs. IWDA.ASWPAD.AS vs. XLKQ.LWPAD.AS vs. IGSG.ASWPAD.AS vs. XUSE.ASWPAD.AS vs. VEVE.ASWPAD.AS vs. SWRD.AS
Often compared with VHYL.AS:
VHYL.AS vs. VWRL.LVHYL.AS vs. VHYG.LVHYL.AS vs. SCHDVHYL.AS vs. VGWD.DEVHYL.AS vs. TDIV.ASVHYL.AS vs. VUSA.ASVHYL.AS vs. TDGB.L

Return for Risk

WPAD.AS vs. VHYL.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WPAD.AS
WPAD.AS Risk / Return Rank: 5555
Overall Rank
WPAD.AS Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
WPAD.AS Sortino Ratio Rank: 5959
Sortino Ratio Rank
WPAD.AS Omega Ratio Rank: 5555
Omega Ratio Rank
WPAD.AS Calmar Ratio Rank: 4949
Calmar Ratio Rank
WPAD.AS Martin Ratio Rank: 5555
Martin Ratio Rank
VHYL.AS
VHYL.AS Risk / Return Rank: 8080
Overall Rank
VHYL.AS Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VHYL.AS Sortino Ratio Rank: 8383
Sortino Ratio Rank
VHYL.AS Omega Ratio Rank: 8181
Omega Ratio Rank
VHYL.AS Calmar Ratio Rank: 7979
Calmar Ratio Rank
VHYL.AS Martin Ratio Rank: 7979
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Paris-Aligned Climate UCITS ETF (WPAD.AS) 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.

WPAD.ASVHYL.ASDifference
Sharpe ratioReturn per unit of total volatility
1.84
2.61

-0.78

Sortino ratioReturn per unit of downside risk
2.78
3.67

-0.89

Omega ratioGain probability vs. loss probability

1.34

1.48

-0.14

Calmar ratioReturn relative to maximum drawdown

2.38

3.48

-1.11

Martin ratioReturn relative to average drawdown

9.47

12.52

-3.04

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

WPAD.AS vs. VHYL.AS - Sharpe Ratio Comparison

The current WPAD.AS Sharpe Ratio is 1.84, which is comparable to the VHYL.AS Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of WPAD.AS and VHYL.AS, 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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Sharpe Ratios by Period

WPAD.ASVHYL.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

2.61

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.77

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.67

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.57

+0.27

Drawdowns

WPAD.AS vs. VHYL.AS - Drawdown Comparison

The maximum WPAD.AS drawdown since its inception was -29.34%, smaller than the maximum VHYL.AS drawdown of -36.03%. Use the drawdown chart below to compare losses from any high point for WPAD.AS and VHYL.AS.

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Drawdown Indicators

WPAD.ASVHYL.ASDifference

Max Drawdown

Largest peak-to-trough decline

-29.34%

-36.03%

+6.69%

Max Drawdown (1Y)

Largest decline over 1 year

-9.95%

-7.74%

-2.21%

Max Drawdown (3Y)

Largest decline over 3 years

-17.77%

-13.59%

-4.18%

Max Drawdown (5Y)

Largest decline over 5 years

-29.34%

-20.99%

-8.35%

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.03%

—

Current Drawdown

Current decline from peak

-0.58%

-0.76%

+0.18%

Average Drawdown

Average peak-to-trough decline

-6.31%

-5.35%

-0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

2.16%

+0.26%

Volatility

WPAD.AS vs. VHYL.AS - Volatility Comparison

iShares MSCI World Paris-Aligned Climate UCITS ETF (WPAD.AS) has a higher volatility of 3.74% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS) at 2.95%. This indicates that WPAD.AS'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

WPAD.ASVHYL.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

2.95%

+0.79%

Volatility (6M)

Calculated over the trailing 6-month period

9.99%

8.17%

+1.82%

Volatility (1Y)

Calculated over the trailing 1-year period

12.88%

10.30%

+2.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.21%

13.38%

+6.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.19%

14.67%

+5.52%

WPAD.AS vs. VHYL.AS - Expense Ratio Comparison

WPAD.AS has a 0.20% expense ratio, which is lower than VHYL.AS's 0.29% expense ratio.

Dividends

WPAD.AS vs. VHYL.AS - Dividend Comparison

WPAD.AS's dividend yield for the trailing twelve months is around 0.98%, less than VHYL.AS's 2.49% yield.

PositionTTM20252024202320222021202020192018201720162015
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing		2.49%2.85%3.03%3.40%3.78%3.03%3.08%3.24%3.68%3.13%3.02%3.25%
WPAD.AS
iShares MSCI World Paris-Aligned Climate UCITS ETF		0.98%1.05%1.10%1.23%1.48%0.28%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

WPAD.AS and VHYL.AS have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WPAD.AS is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WPAD.AS is cheaper with a 0.20% expense ratio, compared with 0.29% for VHYL.AS.

WPAD.AS tracks MSCI ACWI NR USD, while VHYL.AS tracks MSCI World High Dividend Yield NR USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for WPAD.AS and 0.29% for VHYL.AS.

Portfolio Optimizer

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