HBC1.DE vs. XDWD.DE
Compare and contrast key facts about HSBC Holdings plc (HBC1.DE) and Xtrackers MSCI World UCITS ETF 1C (XDWD.DE).
XDWD.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World. It was launched on Jul 22, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HBC1.DE or XDWD.DE.
Key characteristics
| HBC1.DE | XDWD.DE | |
|---|---|---|
| YTD Return | 27.26% | 23.55% |
| 1Y Return | 37.80% | 32.06% |
| 3Y Return (Ann) | 27.84% | 9.44% |
| 5Y Return (Ann) | 10.51% | 12.92% |
| 10Y Return (Ann) | 6.75% | 11.79% |
| Sharpe Ratio | 1.63 | 2.86 |
| Sortino Ratio | 2.03 | 3.83 |
| Omega Ratio | 1.31 | 1.60 |
| Calmar Ratio | 2.95 | 3.80 |
| Martin Ratio | 9.90 | 18.36 |
| Ulcer Index | 3.63% | 1.69% |
| Daily Std Dev | 21.98% | 10.77% |
| Max Drawdown | -69.47% | -33.55% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between HBC1.DE and XDWD.DE is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
HBC1.DE vs. XDWD.DE - Performance Comparison
In the year-to-date period, HBC1.DE achieves a 27.26% return, which is significantly higher than XDWD.DE's 23.55% return. Over the past 10 years, HBC1.DE has underperformed XDWD.DE with an annualized return of 6.75%, while XDWD.DE has yielded a comparatively higher 11.79% 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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Risk-Adjusted Performance
HBC1.DE vs. XDWD.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC Holdings plc (HBC1.DE) and Xtrackers MSCI World UCITS ETF 1C (XDWD.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
HBC1.DE vs. XDWD.DE - Dividend Comparison
HBC1.DE's dividend yield for the trailing twelve months is around 11.06%, while XDWD.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HBC1.DE HSBC Holdings plc | 9.74% | 8.08% | 5.51% | 4.83% | 5.75% | 8.26% | 8.10% | 6.20% | 6.20% | 9.53% | 7.72% | 7.12% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.04% | 0.00% |
Drawdowns
HBC1.DE vs. XDWD.DE - Drawdown Comparison
The maximum HBC1.DE drawdown since its inception was -69.47%, which is greater than XDWD.DE's maximum drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for HBC1.DE and XDWD.DE. For additional features, visit the drawdowns tool.
Volatility
HBC1.DE vs. XDWD.DE - Volatility Comparison
HSBC Holdings plc (HBC1.DE) has a higher volatility of 4.89% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 2.99%. This indicates that HBC1.DE's price experiences larger fluctuations and is considered to be riskier than XDWD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.