ASIL.L vs. ^HSI
Compare and contrast key facts about Lyxor China Enterprise (HSCEI) UCITS ETF (ASIL.L) and Hang Seng Index (^HSI).
ASIL.L is a passively managed fund by Amundi that tracks the performance of the MSCI China NR USD. It was launched on Feb 21, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASIL.L or ^HSI.
Key characteristics
| ASIL.L | ^HSI | |
|---|---|---|
| YTD Return | -5.95% | 2.33% |
| 1Y Return | -14.11% | -4.16% |
| 3Y Return (Ann) | -17.51% | -13.17% |
| 5Y Return (Ann) | -13.84% | -8.34% |
| 10Y Return (Ann) | -4.51% | -3.69% |
| Sharpe Ratio | -0.61 | -0.17 |
| Daily Std Dev | 22.81% | 21.64% |
| Max Drawdown | -59.17% | -91.54% |
| Current Drawdown | -56.53% | -47.38% |
Correlation
The correlation between ASIL.L and ^HSI is 0.65, 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.
Performance
ASIL.L vs. ^HSI - Performance Comparison
In the year-to-date period, ASIL.L achieves a -5.95% return, which is significantly lower than ^HSI's 2.33% return. Over the past 10 years, ASIL.L has underperformed ^HSI with an annualized return of -4.51%, while ^HSI has yielded a comparatively higher -3.69% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ASIL.L vs. ^HSI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor China Enterprise (HSCEI) UCITS ETF (ASIL.L) and Hang Seng Index (^HSI). 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.
Drawdowns
ASIL.L vs. ^HSI - Drawdown Comparison
The maximum ASIL.L drawdown since its inception was -59.17%, smaller than the maximum ^HSI drawdown of -91.54%. Use the drawdown chart below to compare losses from any high point for ASIL.L and ^HSI. For additional features, visit the drawdowns tool.
Volatility
ASIL.L vs. ^HSI - Volatility Comparison
Lyxor China Enterprise (HSCEI) UCITS ETF (ASIL.L) has a higher volatility of 6.07% compared to Hang Seng Index (^HSI) at 4.10%. This indicates that ASIL.L's price experiences larger fluctuations and is considered to be riskier than ^HSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.