EUDV vs. HUKX.L
Compare and contrast key facts about ProShares MSCI Europe Dividend Growers ETF (EUDV) and HSBC FTSE 100 UCITS ETF GBP (HUKX.L).
EUDV and HUKX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUDV is a passively managed fund by ProShares that tracks the performance of the MSCI Europe Dividend Masters Index. It was launched on Sep 9, 2015. HUKX.L is a passively managed fund by HSBC that tracks the performance of the FTSE AllSh TR GBP. It was launched on Aug 24, 2009. Both EUDV and HUKX.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EUDV or HUKX.L.
Key characteristics
| EUDV | HUKX.L | |
|---|---|---|
| YTD Return | 5.22% | 8.27% |
| 1Y Return | 19.15% | 12.17% |
| 3Y Return (Ann) | -1.81% | 7.54% |
| 5Y Return (Ann) | 5.01% | 5.58% |
| Sharpe Ratio | 1.45 | 1.42 |
| Sortino Ratio | 2.08 | 2.08 |
| Omega Ratio | 1.25 | 1.25 |
| Calmar Ratio | 0.83 | 2.92 |
| Martin Ratio | 7.81 | 8.78 |
| Ulcer Index | 2.38% | 1.55% |
| Daily Std Dev | 12.79% | 9.67% |
| Max Drawdown | -37.51% | -34.22% |
| Current Drawdown | -7.14% | -3.24% |
Correlation
The correlation between EUDV and HUKX.L 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
EUDV vs. HUKX.L - Performance Comparison
In the year-to-date period, EUDV achieves a 5.22% return, which is significantly lower than HUKX.L's 8.27% 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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EUDV vs. HUKX.L - Expense Ratio Comparison
EUDV has a 0.55% expense ratio, which is higher than HUKX.L's 0.07% expense ratio.
Risk-Adjusted Performance
EUDV vs. HUKX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares MSCI Europe Dividend Growers ETF (EUDV) and HSBC FTSE 100 UCITS ETF GBP (HUKX.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
EUDV vs. HUKX.L - Dividend Comparison
EUDV's dividend yield for the trailing twelve months is around 1.83%, less than HUKX.L's 3.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUDV ProShares MSCI Europe Dividend Growers ETF | 1.83% | 1.87% | 1.77% | 2.31% | 1.27% | 2.20% | 2.22% | 2.33% | 2.53% | 0.37% | 0.00% | 0.00% |
HUKX.L HSBC FTSE 100 UCITS ETF GBP | 3.79% | 3.50% | 3.63% | 3.19% | 4.04% | 4.31% | 4.35% | 3.79% | 3.49% | 3.79% | 3.25% | 3.24% |
Drawdowns
EUDV vs. HUKX.L - Drawdown Comparison
The maximum EUDV drawdown since its inception was -37.51%, which is greater than HUKX.L's maximum drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for EUDV and HUKX.L. For additional features, visit the drawdowns tool.
Volatility
EUDV vs. HUKX.L - Volatility Comparison
ProShares MSCI Europe Dividend Growers ETF (EUDV) and HSBC FTSE 100 UCITS ETF GBP (HUKX.L) have volatilities of 3.66% and 3.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.