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HBKS.L vs. GGOV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HBKS.L vs. GGOV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HSBC Global Sukuk UCITS ETF C USD (HBKS.L) and Amundi Index J.P. Morgan GBI Global Govies (GGOV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HBKS.L is traded in GBP, while GGOV.L is traded in GBp. To make them comparable, the GGOV.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, HBKS.L achieves a 2.76% return, which is significantly higher than GGOV.L's 0.01% return.


HBKS.L

1D
0.00%
1M
1.95%
YTD
2.76%
6M
2.68%
1Y
8.31%
3Y*
5Y*
10Y*

GGOV.L

1D
-0.23%
1M
0.88%
YTD
0.01%
6M
0.37%
1Y
1.75%
3Y*
-0.20%
5Y*
-2.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HBKS.L vs. GGOV.L - Yearly Performance Comparison


2026 (YTD)202520242023
HBKS.L
HSBC Global Sukuk UCITS ETF C USD
2.76%-0.34%4.48%-18.32%
GGOV.L
Amundi Index J.P. Morgan GBI Global Govies
0.01%-1.23%-1.81%4.05%

Correlation

The correlation between HBKS.L and GGOV.L is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2023

0.60

The correlation between HBKS.L and GGOV.L has been stable across timeframes, ranging from 0.58 to 0.60 - a consistent structural relationship.

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Return for Risk

HBKS.L vs. GGOV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HBKS.L
HBKS.L Risk / Return Rank: 1818
Overall Rank
HBKS.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
HBKS.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
HBKS.L Omega Ratio Rank: 4444
Omega Ratio Rank
HBKS.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
HBKS.L Martin Ratio Rank: 1111
Martin Ratio Rank

GGOV.L
GGOV.L Risk / Return Rank: 1010
Overall Rank
GGOV.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
GGOV.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
GGOV.L Omega Ratio Rank: 1010
Omega Ratio Rank
GGOV.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
GGOV.L Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HBKS.L vs. GGOV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Global Sukuk UCITS ETF C USD (HBKS.L) and Amundi Index J.P. Morgan GBI Global Govies (GGOV.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HBKS.LGGOV.LDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.25

1.03

+0.22

Calmar ratioReturn relative to maximum drawdown

0.31

0.18

+0.13

Martin ratioReturn relative to average drawdown

0.41

0.34

+0.07

HBKS.L vs. GGOV.L - Sharpe Ratio Comparison

The current HBKS.L Sharpe Ratio is 0.20, which is comparable to the GGOV.L Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of HBKS.L and GGOV.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HBKS.L vs. GGOV.L - Drawdown Comparison

The maximum HBKS.L drawdown since its inception was -26.89%, roughly equal to the maximum GGOV.L drawdown of -25.96%. Use the drawdown chart below to compare losses from any high point for HBKS.L and GGOV.L.


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Drawdown Indicators


HBKS.LGGOV.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.89%

-25.96%

-0.93%

Max Drawdown (1Y)

Largest decline over 1 year

-26.89%

-4.67%

-22.22%

Max Drawdown (3Y)

Largest decline over 3 years

-24.48%

Max Drawdown (5Y)

Largest decline over 5 years

-24.48%

Current Drawdown

Current decline from peak

-23.41%

-24.09%

+0.68%

Average Drawdown

Average peak-to-trough decline

-18.97%

-16.37%

-2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.33%

2.57%

+17.76%

Volatility

HBKS.L vs. GGOV.L - Volatility Comparison

HSBC Global Sukuk UCITS ETF C USD (HBKS.L) has a higher volatility of 1.81% compared to Amundi Index J.P. Morgan GBI Global Govies (GGOV.L) at 1.26%. This indicates that HBKS.L's price experiences larger fluctuations and is considered to be riskier than GGOV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HBKS.LGGOV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.81%

1.26%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

5.28%

3.51%

+1.77%

Volatility (1Y)

Calculated over the trailing 1-year period

41.09%

4.72%

+36.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.82%

19.46%

+8.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.82%

15.65%

+12.17%

HBKS.L vs. GGOV.L - Expense Ratio Comparison

HBKS.L has a 0.40% expense ratio, which is higher than GGOV.L's 0.10% expense ratio.


Dividends

HBKS.L vs. GGOV.L - Dividend Comparison

Neither HBKS.L nor GGOV.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HBKS.L and GGOV.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GGOV.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GGOV.L is cheaper with a 0.10% expense ratio, compared with 0.40% for HBKS.L.

HBKS.L tracks FTSE IdealRatings Sukuk Index, while GGOV.L tracks Bloomberg Global Aggregate TR USD. They also come from different issuers: HSBC and Amundi. Their fees differ too: 0.40% for HBKS.L and 0.10% for GGOV.L.

Portfolio Optimizer

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