H4ZP.DE vs. EXXU.DE
Compare and contrast key facts about HSBC MSCI China UCITS ETF USD (H4ZP.DE) and iShares Dow Jones China Offshore 50 UCITS ETF (DE) (EXXU.DE).
H4ZP.DE and EXXU.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. H4ZP.DE is a passively managed fund by HSBC that tracks the performance of the MSCI China. It was launched on Jan 26, 2011. EXXU.DE is a passively managed fund by iShares that tracks the performance of the Dow Jones China Offshore 50. It was launched on Mar 27, 2006. Both H4ZP.DE and EXXU.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: H4ZP.DE or EXXU.DE.
Key characteristics
| H4ZP.DE | EXXU.DE | |
|---|---|---|
| YTD Return | 19.86% | 20.57% |
| 1Y Return | 8.98% | 9.61% |
| 3Y Return (Ann) | -9.32% | -8.85% |
| 5Y Return (Ann) | -3.05% | -2.98% |
| 10Y Return (Ann) | 1.40% | 2.17% |
| Sharpe Ratio | 0.44 | 0.41 |
| Sortino Ratio | 0.84 | 0.82 |
| Omega Ratio | 1.10 | 1.09 |
| Calmar Ratio | 0.21 | 0.20 |
| Martin Ratio | 1.20 | 1.22 |
| Ulcer Index | 9.88% | 9.82% |
| Daily Std Dev | 27.45% | 29.73% |
| Max Drawdown | -57.68% | -66.04% |
| Current Drawdown | -43.42% | -44.71% |
Correlation
The correlation between H4ZP.DE and EXXU.DE is 0.94, 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
H4ZP.DE vs. EXXU.DE - Performance Comparison
The year-to-date returns for both investments are quite close, with H4ZP.DE having a 19.86% return and EXXU.DE slightly higher at 20.57%. Over the past 10 years, H4ZP.DE has underperformed EXXU.DE with an annualized return of 1.40%, while EXXU.DE has yielded a comparatively higher 2.17% 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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H4ZP.DE vs. EXXU.DE - Expense Ratio Comparison
H4ZP.DE has a 0.28% expense ratio, which is lower than EXXU.DE's 0.61% expense ratio.
Risk-Adjusted Performance
H4ZP.DE vs. EXXU.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI China UCITS ETF USD (H4ZP.DE) and iShares Dow Jones China Offshore 50 UCITS ETF (DE) (EXXU.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
H4ZP.DE vs. EXXU.DE - Dividend Comparison
Neither H4ZP.DE nor EXXU.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
H4ZP.DE HSBC MSCI China UCITS ETF USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXXU.DE iShares Dow Jones China Offshore 50 UCITS ETF (DE) | 0.00% | 0.00% | 2.04% | 0.96% | 1.33% | 1.83% | 2.01% | 2.12% | 1.92% | 2.75% | 1.92% | 3.04% |
Drawdowns
H4ZP.DE vs. EXXU.DE - Drawdown Comparison
The maximum H4ZP.DE drawdown since its inception was -57.68%, smaller than the maximum EXXU.DE drawdown of -66.04%. Use the drawdown chart below to compare losses from any high point for H4ZP.DE and EXXU.DE. For additional features, visit the drawdowns tool.
Volatility
H4ZP.DE vs. EXXU.DE - Volatility Comparison
HSBC MSCI China UCITS ETF USD (H4ZP.DE) and iShares Dow Jones China Offshore 50 UCITS ETF (DE) (EXXU.DE) have volatilities of 10.99% and 11.11%, 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.