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ASIU.L vs. HMCA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ASIU.L vs. HMCA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor MSCI China ESG Leaders Extra (DR) UCITS ETF - Acc (ASIU.L) and HSBC MSCI CHINA A UCITS ETF (HMCA.L). The values are adjusted to include any dividend payments, if applicable.

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ASIU.L vs. HMCA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ASIU.L
Lyxor MSCI China ESG Leaders Extra (DR) UCITS ETF - Acc
-7.59%36.59%18.62%-16.23%-26.27%-23.38%6.66%4.03%-7.94%
HMCA.L
HSBC MSCI CHINA A UCITS ETF
-0.54%26.23%11.59%-14.28%-25.98%3.23%43.32%35.40%-14.49%
Different Trading Currencies

ASIU.L is traded in USD, while HMCA.L is traded in GBP. To make them comparable, the HMCA.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ASIU.L achieves a -7.59% return, which is significantly lower than HMCA.L's -0.54% return.


ASIU.L

1D
1.60%
1M
-2.62%
YTD
-7.59%
6M
-15.30%
1Y
5.41%
3Y*
5.89%
5Y*
-7.21%
10Y*

HMCA.L

1D
1.08%
1M
-4.96%
YTD
-0.54%
6M
0.98%
1Y
25.66%
3Y*
4.86%
5Y*
-1.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ASIU.L vs. HMCA.L - Expense Ratio Comparison

ASIU.L has a 0.65% expense ratio, which is higher than HMCA.L's 0.30% expense ratio.


Return for Risk

ASIU.L vs. HMCA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASIU.L
ASIU.L Risk / Return Rank: 1717
Overall Rank
ASIU.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ASIU.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
ASIU.L Omega Ratio Rank: 1717
Omega Ratio Rank
ASIU.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
ASIU.L Martin Ratio Rank: 1717
Martin Ratio Rank

HMCA.L
HMCA.L Risk / Return Rank: 7474
Overall Rank
HMCA.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
HMCA.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
HMCA.L Omega Ratio Rank: 6565
Omega Ratio Rank
HMCA.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
HMCA.L Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ASIU.L vs. HMCA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI China ESG Leaders Extra (DR) UCITS ETF - Acc (ASIU.L) and HSBC MSCI CHINA A UCITS ETF (HMCA.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.


ASIU.LHMCA.LDifference

Sharpe ratio

Return per unit of total volatility

0.23

1.48

-1.25

Sortino ratio

Return per unit of downside risk

0.48

1.94

-1.47

Omega ratio

Gain probability vs. loss probability

1.06

1.27

-0.21

Calmar ratio

Return relative to maximum drawdown

0.30

2.64

-2.34

Martin ratio

Return relative to average drawdown

0.74

10.18

-9.44

ASIU.L vs. HMCA.L - Sharpe Ratio Comparison

The current ASIU.L Sharpe Ratio is 0.23, which is lower than the HMCA.L Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of ASIU.L and HMCA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ASIU.LHMCA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

1.48

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

-0.05

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

0.23

-0.46

Correlation

The correlation between ASIU.L and HMCA.L is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ASIU.L vs. HMCA.L - Dividend Comparison

ASIU.L has not paid dividends to shareholders, while HMCA.L's dividend yield for the trailing twelve months is around 1.85%.


TTM20252024202320222021202020192018
ASIU.L
Lyxor MSCI China ESG Leaders Extra (DR) UCITS ETF - Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HMCA.L
HSBC MSCI CHINA A UCITS ETF
1.85%1.76%1.97%2.20%1.76%1.09%0.88%1.78%0.29%

Drawdowns

ASIU.L vs. HMCA.L - Drawdown Comparison

The maximum ASIU.L drawdown since its inception was -64.71%, which is greater than HMCA.L's maximum drawdown of -49.15%. Use the drawdown chart below to compare losses from any high point for ASIU.L and HMCA.L.


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Drawdown Indicators


ASIU.LHMCA.LDifference

Max Drawdown

Largest peak-to-trough decline

-64.71%

-44.23%

-20.48%

Max Drawdown (1Y)

Largest decline over 1 year

-18.29%

-9.21%

-9.08%

Max Drawdown (5Y)

Largest decline over 5 years

-59.28%

-41.62%

-17.66%

Current Drawdown

Current decline from peak

-40.70%

-16.96%

-23.74%

Average Drawdown

Average peak-to-trough decline

-35.99%

-18.09%

-17.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.29%

2.72%

+4.57%

Volatility

ASIU.L vs. HMCA.L - Volatility Comparison

Lyxor MSCI China ESG Leaders Extra (DR) UCITS ETF - Acc (ASIU.L) has a higher volatility of 6.82% compared to HSBC MSCI CHINA A UCITS ETF (HMCA.L) at 4.55%. This indicates that ASIU.L's price experiences larger fluctuations and is considered to be riskier than HMCA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASIU.LHMCA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.82%

4.55%

+2.27%

Volatility (6M)

Calculated over the trailing 6-month period

14.72%

11.08%

+3.64%

Volatility (1Y)

Calculated over the trailing 1-year period

23.40%

17.25%

+6.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.62%

22.69%

+18.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.49%

24.04%

+16.45%