Correlation
The correlation between AGT.L and HMWO.L is 0.44, 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.
AGT.L vs. HMWO.L
Compare and contrast key facts about AVI Global Trust plc (AGT.L) and HSBC MSCI World UCITS ETF (HMWO.L).
HMWO.L is a passively managed fund by HSBC that tracks the performance of the MSCI ACWI NR USD. It was launched on Dec 8, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGT.L or HMWO.L.
Performance
AGT.L vs. HMWO.L - Performance Comparison
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Key characteristics
AGT.L:
-0.15
HMWO.L:
0.50
AGT.L:
-0.12
HMWO.L:
0.82
AGT.L:
0.98
HMWO.L:
1.12
AGT.L:
-0.15
HMWO.L:
0.44
AGT.L:
-0.52
HMWO.L:
1.50
AGT.L:
5.47%
HMWO.L:
5.49%
AGT.L:
16.54%
HMWO.L:
15.37%
AGT.L:
-40.70%
HMWO.L:
-25.48%
AGT.L:
-5.22%
HMWO.L:
-7.75%
Returns By Period
In the year-to-date period, AGT.L achieves a -3.67% return, which is significantly lower than HMWO.L's -3.36% return. Over the past 10 years, AGT.L has underperformed HMWO.L with an annualized return of 8.47%, while HMWO.L has yielded a comparatively higher 11.47% annualized return.
AGT.L
-3.67%
3.28%
-0.84%
-2.87%
6.99%
12.68%
8.47%
HMWO.L
-3.36%
3.07%
-3.97%
8.22%
10.77%
12.50%
11.47%
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Risk-Adjusted Performance
AGT.L vs. HMWO.L — Risk-Adjusted Performance Rank
AGT.L
HMWO.L
AGT.L vs. HMWO.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AVI Global Trust plc (AGT.L) and HSBC MSCI World UCITS ETF (HMWO.L). 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.
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Dividends
AGT.L vs. HMWO.L - Dividend Comparison
AGT.L's dividend yield for the trailing twelve months is around 1.59%, more than HMWO.L's 1.45% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGT.L AVI Global Trust plc | 1.59% | 1.53% | 0.64% | 1.75% | 7.62% | 9.35% | 10.60% | 9.76% | 8.28% | 3.78% | 12.75% | 10.20% |
HMWO.L HSBC MSCI World UCITS ETF | 1.45% | 1.41% | 1.60% | 1.75% | 1.27% | 1.55% | 1.97% | 2.11% | 1.91% | 1.84% | 1.86% | 1.72% |
Drawdowns
AGT.L vs. HMWO.L - Drawdown Comparison
The maximum AGT.L drawdown since its inception was -40.70%, which is greater than HMWO.L's maximum drawdown of -25.48%. Use the drawdown chart below to compare losses from any high point for AGT.L and HMWO.L.
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Volatility
AGT.L vs. HMWO.L - Volatility Comparison
The current volatility for AVI Global Trust plc (AGT.L) is 3.43%, while HSBC MSCI World UCITS ETF (HMWO.L) has a volatility of 4.72%. This indicates that AGT.L experiences smaller price fluctuations and is considered to be less risky than HMWO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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