BBGI.L vs. HMWO.L
Compare and contrast key facts about BBGI SICAV SA (BBGI.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: BBGI.L or HMWO.L.
Key characteristics
| BBGI.L | HMWO.L | |
|---|---|---|
| YTD Return | -1.27% | 12.52% |
| 1Y Return | 5.11% | 18.19% |
| 3Y Return (Ann) | -3.78% | 9.08% |
| 5Y Return (Ann) | 1.35% | 11.33% |
| 10Y Return (Ann) | 5.68% | 12.05% |
| Sharpe Ratio | 0.30 | 1.79 |
| Daily Std Dev | 19.85% | 10.47% |
| Max Drawdown | -26.43% | -25.48% |
| Current Drawdown | -15.70% | -0.93% |
Correlation
The correlation between BBGI.L and HMWO.L is 0.33, 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.
Performance
BBGI.L vs. HMWO.L - Performance Comparison
In the year-to-date period, BBGI.L achieves a -1.27% return, which is significantly lower than HMWO.L's 12.52% return. Over the past 10 years, BBGI.L has underperformed HMWO.L with an annualized return of 5.68%, while HMWO.L has yielded a comparatively higher 12.05% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
BBGI.L vs. HMWO.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BBGI SICAV SA (BBGI.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.
Dividends
BBGI.L vs. HMWO.L - Dividend Comparison
BBGI.L's dividend yield for the trailing twelve months is around 6.23%, more than HMWO.L's 1.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBGI.L BBGI SICAV SA | 6.23% | 5.44% | 4.73% | 4.13% | 4.07% | 4.13% | 4.26% | 4.52% | 4.46% | 4.55% | 0.05% | 4.60% |
HMWO.L HSBC MSCI World UCITS ETF | 1.51% | 1.60% | 1.75% | 1.27% | 1.55% | 1.97% | 2.11% | 1.91% | 1.84% | 1.86% | 1.72% | 1.95% |
Drawdowns
BBGI.L vs. HMWO.L - Drawdown Comparison
The maximum BBGI.L drawdown since its inception was -26.43%, roughly equal to the maximum HMWO.L drawdown of -25.48%. Use the drawdown chart below to compare losses from any high point for BBGI.L and HMWO.L. For additional features, visit the drawdowns tool.
Volatility
BBGI.L vs. HMWO.L - Volatility Comparison
BBGI SICAV SA (BBGI.L) has a higher volatility of 6.05% compared to HSBC MSCI World UCITS ETF (HMWO.L) at 4.04%. This indicates that BBGI.L's price experiences larger fluctuations and is considered to be riskier than HMWO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.