YLDE vs. VIG
YLDE (ClearBridge Dividend Strategy ESG ETF) and VIG (Vanguard Dividend Appreciation ETF) are both Dividend funds. YLDE is actively managed, while VIG is passively managed. Over the past 5 years, YLDE returned 10.45%/yr vs 10.43%/yr for VIG. Their 0.74 correlation means they have sometimes moved together and sometimes differently. YLDE charges 0.60%/yr vs 0.04%/yr for VIG.
Performance
YLDE vs. VIG - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with YLDE having a 9.35% return and VIG slightly higher at 9.71%.
YLDE
- 1D
- 0.07%
- 1M
- 1.44%
- 6M
- 6.07%
- YTD
- 9.35%
- 1Y
- 18.10%
- 3Y*
- 14.32%
- 5Y*
- 10.45%
- 10Y*
- —
- ALL TIME*
- 12.09%
VIG
- 1D
- -0.37%
- 1M
- 0.23%
- 6M
- 7.64%
- YTD
- 9.71%
- 1Y
- 19.10%
- 3Y*
- 14.92%
- 5Y*
- 10.43%
- 10Y*
- 13.03%
- ALL TIME*
- 10.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $229.58M | $245.27M | $258.85M | |
| $703.80K | $730.06K | $767.23K |
YLDE vs. VIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YLDE ClearBridge Dividend Strategy ESG ETF | 9.35% | 13.09% | 16.44% | 15.69% | -8.56% | 22.12% | 10.35% | 32.46% | -5.74% | 11.35% |
VIG Vanguard Dividend Appreciation ETF | 9.71% | 14.17% | 16.99% | 14.51% | -9.80% | 23.76% | 15.43% | 29.62% | -2.08% | 13.30% |
Correlation
The correlation between YLDE and VIG is 0.80, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.80 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (All Time) Calculated using the full available price history since May 23, 2017 | 0.74 |
The correlation between YLDE and VIG shifts across timeframes, from 0.74 (all time) to 0.89 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
YLDE vs. VIG — Risk / Return Rank
YLDE
VIG
YLDE vs. VIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Dividend Strategy ESG ETF (YLDE) and Vanguard Dividend Appreciation ETF (VIG). 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.
| YLDE | VIG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.32 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | 2.28 | +0.03 |
| Martin ratioReturn relative to average drawdown | 8.45 | 9.28 | -0.83 |
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Drawdowns
YLDE vs. VIG - Drawdown Comparison
The maximum YLDE drawdown since its inception was -33.23%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for YLDE and VIG.
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Drawdown Indicators
| YLDE | VIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.23% | -46.81% | +13.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.59% | -7.91% | +0.32% |
Max Drawdown (3Y)Largest decline over 3 years | -11.42% | -14.95% | +3.53% |
Max Drawdown (5Y)Largest decline over 5 years | -20.22% | -20.39% | +0.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.72% | — |
Current DrawdownCurrent decline from peak | -0.90% | -1.06% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -3.51% | -5.47% | +1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 1.94% | +0.13% |
Volatility
YLDE vs. VIG - Volatility Comparison
ClearBridge Dividend Strategy ESG ETF (YLDE) has a higher volatility of 3.36% compared to Vanguard Dividend Appreciation ETF (VIG) at 2.69%. This indicates that YLDE's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YLDE | VIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 2.69% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 7.12% | 7.61% | -0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.52% | 10.14% | -0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.54% | 14.20% | -0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.68% | 16.02% | -0.34% |
YLDE vs. VIG - Expense Ratio Comparison
YLDE has a 0.60% expense ratio, which is higher than VIG's 0.04% expense ratio.
Dividends
YLDE vs. VIG - Dividend Comparison
YLDE's dividend yield for the trailing twelve months is around 6.39%, more than VIG's 1.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIG Vanguard Dividend Appreciation ETF | 1.50% | 1.62% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% |
YLDE ClearBridge Dividend Strategy ESG ETF | 5.93% | 5.68% | 1.69% | 1.64% | 1.68% | 1.15% | 1.46% | 1.65% | 2.25% | 1.31% | 0.00% | 0.00% |
Frequently Asked Questions
YLDE and VIG have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YLDE has higher volatility (3.36%) compared to VIG (2.69%). In terms of maximum drawdown, YLDE dropped -33.23% vs VIG's -46.81%.
On 5-year performance, YLDE leads with 10.45% vs 10.43% for VIG. On fees, VIG is cheaper at 0.04% per year. On volatility, VIG has been the lower-risk option at 2.69%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, YLDE has performed better with a 10.45% return vs 10.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VIG is cheaper with a 0.04% expense ratio, compared with 0.60% for YLDE.
YLDE has the higher dividend yield at 5.93%, compared with 1.50% for VIG.
They also come from different issuers: Franklin Templeton and Vanguard. Their fees differ too: 0.60% for YLDE and 0.04% for VIG.
YLDE currently has the higher Sharpe Ratio (1.84 vs 1.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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