PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
H410.DE vs. AHYQ.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between H410.DE and AHYQ.DE is 0.73, 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.


-0.50.00.51.00.7

Performance

H410.DE vs. AHYQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HSBC MSCI Emerging Markets UCITS ETF USD (H410.DE) and Amundi MSCI World III UCITS ETF Dist (AHYQ.DE). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
3.22%
10.34%
H410.DE
AHYQ.DE

Key characteristics

Sharpe Ratio

H410.DE:

1.16

AHYQ.DE:

2.09

Sortino Ratio

H410.DE:

1.66

AHYQ.DE:

2.81

Omega Ratio

H410.DE:

1.21

AHYQ.DE:

1.42

Calmar Ratio

H410.DE:

0.93

AHYQ.DE:

2.92

Martin Ratio

H410.DE:

5.09

AHYQ.DE:

13.96

Ulcer Index

H410.DE:

3.16%

AHYQ.DE:

1.78%

Daily Std Dev

H410.DE:

13.87%

AHYQ.DE:

11.90%

Max Drawdown

H410.DE:

-36.25%

AHYQ.DE:

-33.70%

Current Drawdown

H410.DE:

-2.47%

AHYQ.DE:

-0.27%

Returns By Period

The year-to-date returns for both investments are quite close, with H410.DE having a 4.50% return and AHYQ.DE slightly higher at 4.60%. Over the past 10 years, H410.DE has underperformed AHYQ.DE with an annualized return of 4.25%, while AHYQ.DE has yielded a comparatively higher 10.32% annualized return.


H410.DE

YTD

4.50%

1M

5.04%

6M

10.04%

1Y

16.06%

5Y*

3.23%

10Y*

4.25%

AHYQ.DE

YTD

4.60%

1M

3.95%

6M

17.74%

1Y

23.64%

5Y*

11.39%

10Y*

10.32%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


H410.DE vs. AHYQ.DE - Expense Ratio Comparison

H410.DE has a 0.15% expense ratio, which is lower than AHYQ.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


AHYQ.DE
Amundi MSCI World III UCITS ETF Dist
Expense ratio chart for AHYQ.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for H410.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

H410.DE vs. AHYQ.DE — Risk-Adjusted Performance Rank

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

H410.DE
The Risk-Adjusted Performance Rank of H410.DE is 4545
Overall Rank
The Sharpe Ratio Rank of H410.DE is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of H410.DE is 4646
Sortino Ratio Rank
The Omega Ratio Rank of H410.DE is 4747
Omega Ratio Rank
The Calmar Ratio Rank of H410.DE is 3939
Calmar Ratio Rank
The Martin Ratio Rank of H410.DE is 4848
Martin Ratio Rank

AHYQ.DE
The Risk-Adjusted Performance Rank of AHYQ.DE is 8585
Overall Rank
The Sharpe Ratio Rank of AHYQ.DE is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of AHYQ.DE is 8383
Sortino Ratio Rank
The Omega Ratio Rank of AHYQ.DE is 8888
Omega Ratio Rank
The Calmar Ratio Rank of AHYQ.DE is 8181
Calmar Ratio Rank
The Martin Ratio Rank of AHYQ.DE is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

H410.DE vs. AHYQ.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI Emerging Markets UCITS ETF USD (H410.DE) and Amundi MSCI World III UCITS ETF Dist (AHYQ.DE). 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.


Sharpe ratio
The chart of Sharpe ratio for H410.DE, currently valued at 0.91, compared to the broader market0.002.004.000.911.68
The chart of Sortino ratio for H410.DE, currently valued at 1.36, compared to the broader market0.005.0010.001.362.33
The chart of Omega ratio for H410.DE, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.31
The chart of Calmar ratio for H410.DE, currently valued at 0.52, compared to the broader market0.005.0010.0015.0020.000.522.51
The chart of Martin ratio for H410.DE, currently valued at 2.81, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.8110.08
H410.DE
AHYQ.DE

The current H410.DE Sharpe Ratio is 1.16, which is lower than the AHYQ.DE Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of H410.DE and AHYQ.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.91
1.68
H410.DE
AHYQ.DE

Dividends

H410.DE vs. AHYQ.DE - Dividend Comparison

H410.DE's dividend yield for the trailing twelve months is around 2.25%, more than AHYQ.DE's 1.58% yield.


TTM20242023202220212020201920182017201620152014
H410.DE
HSBC MSCI Emerging Markets UCITS ETF USD
2.25%2.40%2.58%3.11%2.00%1.69%2.03%2.20%1.62%1.71%2.28%1.88%
AHYQ.DE
Amundi MSCI World III UCITS ETF Dist
1.58%1.65%1.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

H410.DE vs. AHYQ.DE - Drawdown Comparison

The maximum H410.DE drawdown since its inception was -36.25%, which is greater than AHYQ.DE's maximum drawdown of -33.70%. Use the drawdown chart below to compare losses from any high point for H410.DE and AHYQ.DE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-17.06%
-0.86%
H410.DE
AHYQ.DE

Volatility

H410.DE vs. AHYQ.DE - Volatility Comparison

HSBC MSCI Emerging Markets UCITS ETF USD (H410.DE) and Amundi MSCI World III UCITS ETF Dist (AHYQ.DE) have volatilities of 3.96% and 4.13%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.96%
4.13%
H410.DE
AHYQ.DE
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab