FGT.L vs. HMWO.L
Compare and contrast key facts about Finsbury Growth & Income Trust (FGT.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: FGT.L or HMWO.L.
Key characteristics
| FGT.L | HMWO.L | |
|---|---|---|
| YTD Return | 0.91% | 20.39% |
| 1Y Return | 6.76% | 26.50% |
| 3Y Return (Ann) | -0.15% | 9.09% |
| 5Y Return (Ann) | 1.21% | 12.82% |
| 10Y Return (Ann) | 7.02% | 12.47% |
| Sharpe Ratio | 0.53 | 2.54 |
| Sortino Ratio | 0.85 | 3.56 |
| Omega Ratio | 1.10 | 1.49 |
| Calmar Ratio | 0.53 | 4.04 |
| Martin Ratio | 2.83 | 18.32 |
| Ulcer Index | 2.20% | 1.40% |
| Daily Std Dev | 11.65% | 10.06% |
| Max Drawdown | -53.70% | -25.48% |
| Current Drawdown | -4.80% | 0.00% |
Correlation
The correlation between FGT.L and HMWO.L is 0.71, 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
FGT.L vs. HMWO.L - Performance Comparison
In the year-to-date period, FGT.L achieves a 0.91% return, which is significantly lower than HMWO.L's 20.39% return. Over the past 10 years, FGT.L has underperformed HMWO.L with an annualized return of 7.02%, while HMWO.L has yielded a comparatively higher 12.47% 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
FGT.L vs. HMWO.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Finsbury Growth & Income Trust (FGT.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
FGT.L vs. HMWO.L - Dividend Comparison
FGT.L's dividend yield for the trailing twelve months is around 2.32%, more than HMWO.L's 1.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGT.L Finsbury Growth & Income Trust | 2.32% | 2.22% | 2.15% | 1.86% | 1.90% | 1.84% | 2.03% | 1.83% | 2.01% | 1.13% | 0.02% | 2.03% |
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
FGT.L vs. HMWO.L - Drawdown Comparison
The maximum FGT.L drawdown since its inception was -53.70%, 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 FGT.L and HMWO.L. For additional features, visit the drawdowns tool.
Volatility
FGT.L vs. HMWO.L - Volatility Comparison
Finsbury Growth & Income Trust (FGT.L) has a higher volatility of 5.47% compared to HSBC MSCI World UCITS ETF (HMWO.L) at 2.93%. This indicates that FGT.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.