H4ZY.DE vs. SWDA.L
Compare and contrast key facts about HSBC MSCI World UCITS ETF USD (Acc) (H4ZY.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L).
H4ZY.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. H4ZY.DE is a passively managed fund by HSBC that tracks the performance of the MSCI World. It was launched on Jun 28, 2022. 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 H4ZY.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: H4ZY.DE or SWDA.L.
Key characteristics
| H4ZY.DE | SWDA.L | |
|---|---|---|
| YTD Return | 23.58% | 18.32% |
| 1Y Return | 32.10% | 26.09% |
| Sharpe Ratio | 2.87 | 2.51 |
| Sortino Ratio | 3.85 | 3.52 |
| Omega Ratio | 1.60 | 1.48 |
| Calmar Ratio | 3.73 | 4.15 |
| Martin Ratio | 17.63 | 18.33 |
| Ulcer Index | 1.76% | 1.38% |
| Daily Std Dev | 10.75% | 10.04% |
| Max Drawdown | -12.25% | -25.58% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between H4ZY.DE and SWDA.L is 0.96, 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
H4ZY.DE vs. SWDA.L - Performance Comparison
In the year-to-date period, H4ZY.DE achieves a 23.58% return, which is significantly higher than SWDA.L's 18.32% 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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H4ZY.DE vs. SWDA.L - Expense Ratio Comparison
H4ZY.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
H4ZY.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 (Acc) (H4ZY.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
H4ZY.DE vs. SWDA.L - Dividend Comparison
Neither H4ZY.DE nor SWDA.L has paid dividends to shareholders.
Drawdowns
H4ZY.DE vs. SWDA.L - Drawdown Comparison
The maximum H4ZY.DE drawdown since its inception was -12.25%, smaller than the maximum SWDA.L drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for H4ZY.DE and SWDA.L. For additional features, visit the drawdowns tool.
Volatility
H4ZY.DE vs. SWDA.L - Volatility Comparison
HSBC MSCI World UCITS ETF USD (Acc) (H4ZY.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) have volatilities of 2.97% and 2.92%, 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.