H4ZJ.DE vs. SWDA.L
Compare and contrast key facts about HSBC MSCI World UCITS ETF USD (H4ZJ.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L).
H4ZJ.DE and SWDA.L 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. SWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 25, 2009. Both H4ZJ.DE and SWDA.L 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 SWDA.L.
Key characteristics
| H4ZJ.DE | SWDA.L | |
|---|---|---|
| YTD Return | 24.88% | 20.46% |
| 1Y Return | 31.48% | 26.45% |
| 3Y Return (Ann) | 9.67% | 9.05% |
| 5Y Return (Ann) | 13.34% | 12.70% |
| 10Y Return (Ann) | 12.10% | 12.47% |
| Sharpe Ratio | 2.83 | 2.54 |
| Sortino Ratio | 3.78 | 3.56 |
| Omega Ratio | 1.59 | 1.49 |
| Calmar Ratio | 3.58 | 4.21 |
| Martin Ratio | 16.64 | 18.59 |
| Ulcer Index | 1.88% | 1.38% |
| Daily Std Dev | 10.99% | 10.05% |
| Max Drawdown | -33.60% | -25.58% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between H4ZJ.DE and SWDA.L is 0.90, 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. SWDA.L - Performance Comparison
In the year-to-date period, H4ZJ.DE achieves a 24.88% return, which is significantly higher than SWDA.L's 20.46% return. Both investments have delivered pretty close results over the past 10 years, with H4ZJ.DE having a 12.10% annualized return and SWDA.L not far ahead at 12.47%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
H4ZJ.DE vs. SWDA.L - Expense Ratio Comparison
H4ZJ.DE has a 0.15% expense ratio, which is lower than SWDA.L'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%.
Risk-Adjusted Performance
H4ZJ.DE vs. SWDA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI World UCITS ETF USD (H4ZJ.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.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
H4ZJ.DE vs. SWDA.L - Dividend Comparison
H4ZJ.DE's dividend yield for the trailing twelve months is around 0.67%, while SWDA.L 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% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 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. SWDA.L - Drawdown Comparison
The maximum H4ZJ.DE drawdown since its inception was -33.60%, which is greater than SWDA.L's maximum drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for H4ZJ.DE and SWDA.L. For additional features, visit the drawdowns tool.
Volatility
H4ZJ.DE vs. SWDA.L - Volatility Comparison
HSBC MSCI World UCITS ETF USD (H4ZJ.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) have volatilities of 3.03% and 2.94%, 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.