GSK.L vs. HMWO.L
Compare and contrast key facts about GlaxoSmithKline plc (GSK.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: GSK.L or HMWO.L.
Key characteristics
| GSK.L | HMWO.L | |
|---|---|---|
| YTD Return | 17.05% | 8.35% |
| 1Y Return | 23.52% | 15.06% |
| 3Y Return (Ann) | 7.93% | 7.10% |
| 5Y Return (Ann) | 3.65% | 10.50% |
| 10Y Return (Ann) | 6.36% | 11.53% |
| Sharpe Ratio | 0.95 | 1.42 |
| Daily Std Dev | 20.09% | 10.28% |
| Max Drawdown | -50.10% | -25.48% |
| Current Drawdown | -7.25% | -4.60% |
Correlation
The correlation between GSK.L and HMWO.L is 0.49, 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
GSK.L vs. HMWO.L - Performance Comparison
In the year-to-date period, GSK.L achieves a 17.05% return, which is significantly higher than HMWO.L's 8.35% return. Over the past 10 years, GSK.L has underperformed HMWO.L with an annualized return of 6.36%, while HMWO.L has yielded a comparatively higher 11.53% 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
GSK.L vs. HMWO.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GlaxoSmithKline plc (GSK.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
GSK.L vs. HMWO.L - Dividend Comparison
GSK.L's dividend yield for the trailing twelve months is around 3.63%, more than HMWO.L's 1.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSK.L GlaxoSmithKline plc | 3.63% | 3.84% | 4.66% | 4.93% | 5.90% | 4.45% | 5.31% | 5.99% | 4.88% | 5.77% | 5.76% | 5.62% |
HMWO.L HSBC MSCI World UCITS ETF | 1.57% | 1.60% | 1.75% | 1.27% | 1.55% | 1.97% | 2.11% | 1.91% | 1.84% | 1.86% | 1.72% | 1.95% |
Drawdowns
GSK.L vs. HMWO.L - Drawdown Comparison
The maximum GSK.L drawdown since its inception was -50.10%, 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 GSK.L and HMWO.L. For additional features, visit the drawdowns tool.
Volatility
GSK.L vs. HMWO.L - Volatility Comparison
GlaxoSmithKline plc (GSK.L) and HSBC MSCI World UCITS ETF (HMWO.L) have volatilities of 3.69% and 3.64%, 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.