XS7R.L vs. VHYL.AS

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C (XS7R.L) and Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS).

XS7R.L and VHYL.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XS7R.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Financials NR USD. It was launched on Jun 26, 2007. 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. Both XS7R.L and VHYL.AS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XS7R.L vs. VHYL.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C (XS7R.L) 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.

XS7R.L vs. VHYL.AS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XS7R.L Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C	-3.20%	47.44%	18.33%	20.38%	3.19%	27.29%	-19.81%	7.94%	-24.58%	16.49%
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing	6.87%	18.42%	11.46%	4.89%	5.35%	20.27%	-3.63%	15.95%	-6.09%	9.29%

Different Trading Currencies

XS7R.L is traded in GBp, while VHYL.AS is traded in EUR. To make them comparable, the VHYL.AS values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XS7R.L achieves a -3.20% return, which is significantly lower than VHYL.AS's 5.58% return. Both investments have delivered pretty close results over the past 10 years, with XS7R.L having a 10.28% annualized return and VHYL.AS not far ahead at 10.30%.

XS7R.L

• 1D: 3.27%
• 1M: -2.36%
• YTD: -3.20%
• 6M: 5.83%
• 1Y: 22.29%
• 3Y*: 24.90%
• 5Y*: 18.57%
• 10Y*: 10.28%

VHYL.AS

• 1D: 0.00%
• 1M: -3.82%
• YTD: 5.58%
• 6M: 10.72%
• 1Y: 20.53%
• 3Y*: 13.77%
• 5Y*: 11.26%
• 10Y*: 10.30%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XS7R.L vs. VHYL.AS - Expense Ratio Comparison

XS7R.L has a 0.20% expense ratio, which is lower than VHYL.AS's 0.29% expense ratio.

VHYL.AS

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

XS7R.L

Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C

Return for Risk

XS7R.L vs. VHYL.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XS7R.L

XS7R.L Risk / Return Rank: 63
XS7R.L Sharpe Ratio Rank: 65
XS7R.L Sortino Ratio Rank: 60
XS7R.L Omega Ratio Rank: 61
XS7R.L Calmar Ratio Rank: 70
XS7R.L Martin Ratio Rank: 62

VHYL.AS

VHYL.AS Risk / Return Rank: 78
VHYL.AS Sharpe Ratio Rank: 67
VHYL.AS Sortino Ratio Rank: 59
VHYL.AS Omega Ratio Rank: 69
VHYL.AS Calmar Ratio Rank: 96
VHYL.AS Martin Ratio Rank: 96

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.

XS7R.L vs. VHYL.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C (XS7R.L) 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.

	XS7R.L	VHYL.AS	Difference
Sharpe ratio Return per unit of total volatility	1.20	1.61	-0.41
Sortino ratio Return per unit of downside risk	1.62	2.07	-0.45
Omega ratio Gain probability vs. loss probability	1.24	1.35	-0.12
Calmar ratio Return relative to maximum drawdown	1.98	4.32	-2.34
Martin ratio Return relative to average drawdown	6.73	17.20	-10.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XS7R.L vs. VHYL.AS - Sharpe Ratio Comparison

The current XS7R.L Sharpe Ratio is 1.20, which is comparable to the VHYL.AS Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of XS7R.L 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.

Sharpe Ratios by Period

	XS7R.L	VHYL.AS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.20	1.61	-0.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.05	0.98	+0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	0.75	-0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	0.67	-0.58

Correlation

The correlation between XS7R.L and VHYL.AS is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

XS7R.L vs. VHYL.AS - Dividend Comparison

XS7R.L has not paid dividends to shareholders, while VHYL.AS's dividend yield for the trailing twelve months is around 2.63%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
XS7R.L Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	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

XS7R.L vs. VHYL.AS - Drawdown Comparison

The maximum XS7R.L drawdown since its inception was -66.04%, which is greater than VHYL.AS's maximum drawdown of -27.87%. Use the drawdown chart below to compare losses from any high point for XS7R.L and VHYL.AS.

Drawdown Indicators

	XS7R.L	VHYL.AS	Difference
Max Drawdown Largest peak-to-trough decline	-66.04%	-34.08%	-31.96%
Max Drawdown (1Y) Largest decline over 1 year	-13.27%	-13.19%	-0.08%
Max Drawdown (5Y) Largest decline over 5 years	-23.60%	-16.76%	-6.84%
Max Drawdown (10Y) Largest decline over 10 years	-55.42%	-34.08%	-21.34%
Current Drawdown Current decline from peak	-5.48%	-3.41%	-2.07%
Average Drawdown Average peak-to-trough decline	-26.66%	-4.38%	-22.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.33%	1.51%	+1.82%

Volatility

XS7R.L vs. VHYL.AS - Volatility Comparison

Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C (XS7R.L) has a higher volatility of 7.22% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS) at 3.78%. This indicates that XS7R.L'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.

Volatility by Period

	XS7R.L	VHYL.AS	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.22%	3.78%	+3.44%
Volatility (6M) Calculated over the trailing 6-month period	12.74%	7.13%	+5.61%
Volatility (1Y) Calculated over the trailing 1-year period	18.54%	12.56%	+5.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.91%	11.26%	+7.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.63%	13.47%	+9.16%