H4ZJ.DE vs. SPPW.DE
Compare and contrast key facts about HSBC MSCI World UCITS ETF USD (H4ZJ.DE) and SPDR MSCI World UCITS ETF (SPPW.DE).
H4ZJ.DE and SPPW.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. H4ZJ.DE is a passively managed fund by HSBC that tracks the performance of the MSCI World. It was launched on Dec 8, 2010. SPPW.DE is a passively managed fund by State Street that tracks the performance of the MSCI World. It was launched on Feb 28, 2019. Both H4ZJ.DE and SPPW.DE 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: H4ZJ.DE or SPPW.DE.
Key characteristics
| H4ZJ.DE | SPPW.DE | |
|---|---|---|
| YTD Return | 24.88% | 25.95% |
| 1Y Return | 31.48% | 32.60% |
| 3Y Return (Ann) | 9.67% | 9.97% |
| 5Y Return (Ann) | 13.34% | 13.31% |
| Sharpe Ratio | 2.83 | 3.00 |
| Sortino Ratio | 3.78 | 4.00 |
| Omega Ratio | 1.59 | 1.63 |
| Calmar Ratio | 3.58 | 3.96 |
| Martin Ratio | 16.64 | 18.98 |
| Ulcer Index | 1.88% | 1.71% |
| Daily Std Dev | 10.99% | 10.76% |
| Max Drawdown | -33.60% | -33.69% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between H4ZJ.DE and SPPW.DE is 0.99, 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
H4ZJ.DE vs. SPPW.DE - Performance Comparison
The year-to-date returns for both investments are quite close, with H4ZJ.DE having a 24.88% return and SPPW.DE slightly higher at 25.95%. 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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H4ZJ.DE vs. SPPW.DE - Expense Ratio Comparison
H4ZJ.DE has a 0.15% expense ratio, which is higher than SPPW.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
H4ZJ.DE vs. SPPW.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI World UCITS ETF USD (H4ZJ.DE) and SPDR MSCI World UCITS ETF (SPPW.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.
Dividends
H4ZJ.DE vs. SPPW.DE - Dividend Comparison
H4ZJ.DE's dividend yield for the trailing twelve months is around 0.67%, while SPPW.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
H4ZJ.DE HSBC MSCI World UCITS ETF USD | 0.67% | 1.73% | 1.88% | 1.49% | 1.73% | 2.13% | 2.56% | 2.16% | 2.11% | 2.09% | 2.25% | 0.50% |
SPPW.DE SPDR MSCI World UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
H4ZJ.DE vs. SPPW.DE - Drawdown Comparison
The maximum H4ZJ.DE drawdown since its inception was -33.60%, roughly equal to the maximum SPPW.DE drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for H4ZJ.DE and SPPW.DE. For additional features, visit the drawdowns tool.
Volatility
H4ZJ.DE vs. SPPW.DE - Volatility Comparison
HSBC MSCI World UCITS ETF USD (H4ZJ.DE) and SPDR MSCI World UCITS ETF (SPPW.DE) have volatilities of 3.03% and 3.01%, 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.