YLDE vs. VYM
YLDE (ClearBridge Dividend Strategy ESG ETF) and VYM (Vanguard High Dividend Yield ETF) are both Dividend funds. YLDE is actively managed, while VYM is passively managed. Over the past 5 years, YLDE returned 10.45%/yr vs 12.20%/yr for VYM. Their 0.72 correlation means they have sometimes moved together and sometimes differently. YLDE charges 0.60%/yr vs 0.04%/yr for VYM.
Performance
YLDE vs. VYM - Performance Comparison
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Returns By Period
In the year-to-date period, YLDE achieves a 9.35% return, which is significantly lower than VYM's 14.21% return.
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%
VYM
- 1D
- 0.00%
- 1M
- 1.56%
- 6M
- 9.31%
- YTD
- 14.21%
- 1Y
- 24.90%
- 3Y*
- 16.96%
- 5Y*
- 12.20%
- 10Y*
- 11.71%
- ALL TIME*
- 9.38%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $195.34M | $198.02M | $200.78M | |
| $703.80K | $730.06K | $767.23K |
YLDE vs. VYM - 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% |
VYM Vanguard High Dividend Yield ETF | 14.21% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 13.31% |
Correlation
The correlation between YLDE and VYM is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
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 | 0.72 |
The correlation between YLDE and VYM shifts across timeframes, from 0.72 (all time) to 0.89 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
YLDE vs. VYM — Risk / Return Rank
YLDE
VYM
YLDE vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Dividend Strategy ESG ETF (YLDE) and Vanguard High Dividend Yield ETF (VYM). 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 | VYM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.43 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | 3.56 | -1.25 |
| Martin ratioReturn relative to average drawdown | 8.45 | 13.40 | -4.95 |
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Drawdowns
YLDE vs. VYM - Drawdown Comparison
The maximum YLDE drawdown since its inception was -33.23%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for YLDE and VYM.
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Drawdown Indicators
| YLDE | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.23% | -56.98% | +23.75% |
Max Drawdown (1Y)Largest decline over 1 year | -7.59% | -6.69% | -0.90% |
Max Drawdown (3Y)Largest decline over 3 years | -11.42% | -14.46% | +3.04% |
Max Drawdown (5Y)Largest decline over 5 years | -20.22% | -15.84% | -4.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.21% | — |
Current DrawdownCurrent decline from peak | -0.90% | -1.15% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -3.51% | -7.14% | +3.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 1.78% | +0.29% |
Volatility
YLDE vs. VYM - Volatility Comparison
ClearBridge Dividend Strategy ESG ETF (YLDE) has a higher volatility of 3.36% compared to Vanguard High Dividend Yield ETF (VYM) at 2.46%. This indicates that YLDE's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YLDE | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 2.46% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 7.12% | 7.42% | -0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.52% | 10.29% | -0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.54% | 13.87% | -0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.68% | 16.29% | -0.61% |
YLDE vs. VYM - Expense Ratio Comparison
YLDE has a 0.60% expense ratio, which is higher than VYM's 0.04% expense ratio.
Dividends
YLDE vs. VYM - Dividend Comparison
YLDE's dividend yield for the trailing twelve months is around 6.39%, more than VYM's 2.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VYM Vanguard High Dividend Yield ETF | 2.24% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
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 VYM have a correlation of 0.83, 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 VYM (2.46%). In terms of maximum drawdown, YLDE dropped -33.23% vs VYM's -56.98%.
On 5-year performance, VYM leads with 12.20% vs 10.45% for YLDE. On fees, VYM is cheaper at 0.04% per year. On volatility, VYM has been the lower-risk option at 2.46%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VYM has performed better with a 12.20% return vs 10.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VYM 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 2.24% for VYM.
They also come from different issuers: Franklin Templeton and Vanguard. Their fees differ too: 0.60% for YLDE and 0.04% for VYM.
VYM currently has the higher Sharpe Ratio (2.34 vs 1.84), 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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