FCIT.L vs. HMWO.L
Compare and contrast key facts about F&C Investment Trust plc (FCIT.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: FCIT.L or HMWO.L.
Key characteristics
| FCIT.L | HMWO.L | |
|---|---|---|
| YTD Return | 17.36% | 20.09% |
| 1Y Return | 24.75% | 26.69% |
| 3Y Return (Ann) | 7.64% | 9.01% |
| 5Y Return (Ann) | 10.76% | 12.91% |
| 10Y Return (Ann) | 11.25% | 12.45% |
| Sharpe Ratio | 1.92 | 2.59 |
| Sortino Ratio | 2.81 | 3.63 |
| Omega Ratio | 1.34 | 1.50 |
| Calmar Ratio | 2.52 | 4.13 |
| Martin Ratio | 10.88 | 18.71 |
| Ulcer Index | 2.29% | 1.40% |
| Daily Std Dev | 12.98% | 10.07% |
| Max Drawdown | -62.23% | -25.48% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between FCIT.L and HMWO.L is 0.83, 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.
Performance
FCIT.L vs. HMWO.L - Performance Comparison
In the year-to-date period, FCIT.L achieves a 17.36% return, which is significantly lower than HMWO.L's 20.09% return. Over the past 10 years, FCIT.L has underperformed HMWO.L with an annualized return of 11.25%, while HMWO.L has yielded a comparatively higher 12.45% 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
FCIT.L vs. HMWO.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for F&C Investment Trust plc (FCIT.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
FCIT.L vs. HMWO.L - Dividend Comparison
FCIT.L's dividend yield for the trailing twelve months is around 1.36%, less than HMWO.L's 1.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCIT.L F&C Investment Trust plc | 1.36% | 1.45% | 1.46% | 1.33% | 1.47% | 1.13% | 0.02% | 0.02% | 0.02% | 0.02% | 0.02% | 2.86% |
HMWO.L HSBC MSCI World UCITS ETF | 1.42% | 1.60% | 1.75% | 1.27% | 1.55% | 1.97% | 2.11% | 1.91% | 1.84% | 1.86% | 1.72% | 1.95% |
Drawdowns
FCIT.L vs. HMWO.L - Drawdown Comparison
The maximum FCIT.L drawdown since its inception was -62.23%, 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 FCIT.L and HMWO.L. For additional features, visit the drawdowns tool.
Volatility
FCIT.L vs. HMWO.L - Volatility Comparison
F&C Investment Trust plc (FCIT.L) has a higher volatility of 4.22% compared to HSBC MSCI World UCITS ETF (HMWO.L) at 2.97%. This indicates that FCIT.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.