Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulation GBP

10-Year Study

VHYG.LSE · · GB · ETF

Executive Summary: Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulation GBP has compounded at -45.9% annually over the last 10 years, with a maximum drawdown of 99.0% and an annualized volatility of 507.3%.

1Y CAGR
-99.2%
3Y CAGR
-76.0%
5Y CAGR
-56.4%
10Y CAGR
-45.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
99.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.21
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.13
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
40.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +19.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -98.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
71%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.58.0-99.02.5————————-98.9%
20255.60.1-2.4-3.53.50.94.61.21.83.11.31.218.4%
20240.51.94.4-1.20.50.72.2-0.2-0.11.43.3-2.911.0%
20231.9-1.0-2.20.9-3.42.33.1-1.71.6-3.42.54.65.0%
2022-0.0-0.64.00.11.4-5.42.62.2-4.03.63.6-1.25.7%
2021-0.22.06.21.41.21.0-0.82.40.50.00.44.219.8%
2020-2.8-8.4-11.85.53.82.3-3.02.8-0.0-3.310.62.1-4.3%
2019——————————0.82.12.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 507.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 85.3% of variance. Idiosyncratic stock-specific factors contribute 9.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-10-0110000
2019-11-0110075.544733720422
2019-12-0110286.57051882375
2020-01-019998.751326715364
2020-02-019163.3888992945
2020-03-018078.291814946619
2020-04-018525.941187488294
2020-05-018851.844914778048
2020-06-019052.256976961977
2020-07-018780.670537553848
2020-08-019024.161828057688
2020-09-019023.53749141537
2020-10-018726.353249672224
2020-11-019647.874133732908
2020-12-019845.78884934757
2021-01-019823.937066866454
2021-02-0110018.10576262721
2021-03-0110640.569395017794
2021-04-0110792.907535743272
2021-05-0110923.393893987639
2021-06-0111035.774489604795
2021-07-0110952.113379534245
2021-08-0111219.32946244615
2021-09-0111273.646750327776
2021-10-0111279.265780108633
2021-11-0111321.09633514391
2021-12-0111794.967846662921
2022-01-0111794.343510020604
2022-02-0111720.671786227133
2022-03-0112187.051258038335
2022-04-0112195.167634388461
2022-05-0112361.865517887245
2022-06-0111695.698320534431
2022-07-0111996.628582131485
2022-08-0112256.352625335581
2022-09-0111768.745707685584
2022-10-0112188.29993132297
2022-11-0112621.58956109134
2022-12-0112472.997440219766
2023-01-0112705.25067116189
2023-02-0112576.637322844477
2023-03-0112304.426546794031
2023-04-0112418.055815695823
2023-05-0111997.252918773802
2023-06-0112276.95573453206
2023-07-0112657.801086345757
2023-08-0112443.653618030843
2023-09-0112647.811700068676
2023-10-0112213.897733657988
2023-11-0112524.193044889804
2023-12-0113097.334082537303
2024-01-0113158.519073484422
2024-02-0113413.248423549978
2024-03-0114010.114253605543
2024-04-0113841.543360179809
2024-05-0113915.215083973279
2024-06-0114015.108946744083
2024-07-0114328.525941187489
2024-08-0114293.563089217707
2024-09-0114286.071049509896
2024-10-0114492.102141474683
2024-11-0114972.841356059187
2024-12-0114537.054379721545
2025-01-0115348.692014734344
2025-02-0115362.42742086533
2025-03-0114986.576762190174
2025-04-0114458.387962789537
2025-05-0114966.597989636013
2025-06-0115098.95735780733
2025-07-0115793.219704064431
2025-08-0115986.764063182867
2025-09-0116277.704938502842
2025-10-0116774.6769057876
2025-11-0116994.443403883375
2025-12-0117205.469188986703
2026-01-0117631.266279577947
2026-02-0119034.775550977087
2026-03-01180.83286508085158
2026-04-01185.27814197415248
Annual Return Matrix
YearAnnual Return
2020-0.042850206360767196
20210.19797083069118582
20220.057484649587126846
20230.05005506056662323
20240.10992468300123948
20250.18355952585466406
2026-0.9892314391465273
Total Factor Risk
5.073272921862859
VTI.US Exposure
0.0022345011509656613
VEA.US Exposure
0.022583361234089494
VWO.US Exposure
-0.0010260379106689704
QQQ.US Exposure
-0.0009980304699172813
VTV.US Exposure
0.009297817676156669
IJR.US Exposure
0.004471674272861927
QUAL.US Exposure
-0.0003721550213537443
SHV.US Exposure
0.8532626011957942
TLT.US Exposure
0.0019437903295275022
LQD.US Exposure
0.007355028293208683
HYG.US Exposure
0.0020368260392711677
GLD.US Exposure
0.0005711265075404726
USO.US Exposure
0.00008964121256752342
VNQ.US Exposure
0.0009518542688735327
BTC-USD.CC Exposure
0.0001853169031532594
CPER.US Exposure
0.0004934006611710183
VIX.INDX Exposure
0.0006816235075306391
UUP.US Exposure
0.0018824986029027035
TIP.US Exposure
0.003932746457107879
Idiosyncratic Exposure
0.09042241508921754
Value Score
44
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
507.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →15.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$84.9B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-98.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-98.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
99.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulation GBP a high-risk investment?

Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulation GBP (VHYG.LSE) has an annualized volatility of 507.3% and experienced a maximum drawdown of 99.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of VHYG.LSE?

Over the past 10 years, VHYG.LSE has generated a Compound Annual Growth Rate (CAGR) of -45.9%. It has had a positive return in 71% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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