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DRDR.L vs. HMWO.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRDR.L vs. HMWO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Healthcare Innovation UCITS ETF USD (Acc) (DRDR.L) and HSBC MSCI World UCITS ETF (HMWO.L). The values are adjusted to include any dividend payments, if applicable.

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DRDR.L vs. HMWO.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRDR.L
iShares Healthcare Innovation UCITS ETF USD (Acc)
-1.08%10.25%2.62%-2.51%-14.93%-5.21%48.69%8.88%2.12%23.69%
HMWO.L
HSBC MSCI World UCITS ETF
-1.36%12.63%21.17%17.80%-8.47%23.98%12.48%23.41%-3.61%12.05%

Returns By Period

In the year-to-date period, DRDR.L achieves a -1.08% return, which is significantly higher than HMWO.L's -1.36% return.


DRDR.L

1D
2.12%
1M
-2.50%
YTD
-1.08%
6M
6.58%
1Y
16.41%
3Y*
3.79%
5Y*
-1.59%
10Y*

HMWO.L

1D
1.90%
1M
-3.32%
YTD
-1.36%
6M
2.24%
1Y
16.86%
3Y*
14.82%
5Y*
11.42%
10Y*
13.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DRDR.L vs. HMWO.L - Expense Ratio Comparison

DRDR.L has a 0.40% expense ratio, which is higher than HMWO.L's 0.15% expense ratio.


Return for Risk

DRDR.L vs. HMWO.L — Risk / Return Rank

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

DRDR.L
DRDR.L Risk / Return Rank: 4949
Overall Rank
DRDR.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DRDR.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
DRDR.L Omega Ratio Rank: 4242
Omega Ratio Rank
DRDR.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
DRDR.L Martin Ratio Rank: 4747
Martin Ratio Rank

HMWO.L
HMWO.L Risk / Return Rank: 7171
Overall Rank
HMWO.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
HMWO.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
HMWO.L Omega Ratio Rank: 6464
Omega Ratio Rank
HMWO.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
HMWO.L Martin Ratio Rank: 8181
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.

DRDR.L vs. HMWO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Healthcare Innovation UCITS ETF USD (Acc) (DRDR.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.


DRDR.LHMWO.LDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.16

-0.21

Sortino ratio

Return per unit of downside risk

1.38

1.65

-0.27

Omega ratio

Gain probability vs. loss probability

1.18

1.24

-0.07

Calmar ratio

Return relative to maximum drawdown

1.60

2.57

-0.97

Martin ratio

Return relative to average drawdown

4.80

9.39

-4.58

DRDR.L vs. HMWO.L - Sharpe Ratio Comparison

The current DRDR.L Sharpe Ratio is 0.95, which is comparable to the HMWO.L Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of DRDR.L and HMWO.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


DRDR.LHMWO.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.16

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.86

-0.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.81

-0.47

Correlation

The correlation between DRDR.L and HMWO.L is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DRDR.L vs. HMWO.L - Dividend Comparison

DRDR.L has not paid dividends to shareholders, while HMWO.L's dividend yield for the trailing twelve months is around 1.28%.


TTM20252024202320222021202020192018201720162015
DRDR.L
iShares Healthcare Innovation UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HMWO.L
HSBC MSCI World UCITS ETF
1.28%1.26%1.41%1.60%1.75%1.27%1.55%1.97%2.11%1.91%1.84%1.86%

Drawdowns

DRDR.L vs. HMWO.L - Drawdown Comparison

The maximum DRDR.L drawdown since its inception was -38.49%, 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 DRDR.L and HMWO.L.


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Drawdown Indicators


DRDR.LHMWO.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.49%

-25.48%

-13.01%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-10.56%

-0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-35.81%

-18.80%

-17.01%

Max Drawdown (10Y)

Largest decline over 10 years

-25.48%

Current Drawdown

Current decline from peak

-18.61%

-3.58%

-15.03%

Average Drawdown

Average peak-to-trough decline

-15.08%

-3.55%

-11.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

1.79%

+1.87%

Volatility

DRDR.L vs. HMWO.L - Volatility Comparison

iShares Healthcare Innovation UCITS ETF USD (Acc) (DRDR.L) has a higher volatility of 5.50% compared to HSBC MSCI World UCITS ETF (HMWO.L) at 4.34%. This indicates that DRDR.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.


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Volatility by Period


DRDR.LHMWO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.50%

4.34%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

10.96%

8.23%

+2.73%

Volatility (1Y)

Calculated over the trailing 1-year period

17.17%

14.49%

+2.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.63%

13.33%

+4.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.60%

14.44%

+4.16%