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HCAD.L vs. HWWA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HCAD.L vs. HWWA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HSBC MSCI Canada UCITS ETF (HCAD.L) and HSBC Multi Factor Worldwide Equity UCITS ETF (HWWA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HCAD.L is traded in USD, while HWWA.L is traded in GBP. To make them comparable, the HWWA.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HCAD.L achieves a 10.17% return, which is significantly lower than HWWA.L's 13.44% return. Over the past 10 years, HCAD.L has underperformed HWWA.L with an annualized return of 10.99%, while HWWA.L has yielded a comparatively higher 12.48% annualized return.


HCAD.L

1D
0.03%
1M
0.76%
6M
8.45%
YTD
10.17%
1Y
30.52%
3Y*
21.36%
5Y*
12.48%
10Y*
10.99%

HWWA.L

1D
0.40%
1M
-0.22%
6M
11.76%
YTD
13.44%
1Y
28.25%
3Y*
20.70%
5Y*
11.68%
10Y*
12.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HCAD.L vs. HWWA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HCAD.L
HSBC MSCI Canada UCITS ETF
10.17%36.92%12.13%15.13%-12.45%24.30%5.88%26.16%-17.43%15.40%
HWWA.L
HSBC Multi Factor Worldwide Equity UCITS ETF
13.44%25.55%15.84%21.86%-17.71%20.63%14.38%23.34%-10.88%23.66%

Correlation

The correlation between HCAD.L and HWWA.L is 0.65, 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

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (5Y)
Calculated over the trailing 5-year period

0.76

Correlation (10Y)
Calculated over the trailing 10-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Jul 8, 2014

0.71

The correlation between HCAD.L and HWWA.L shifts across timeframes, from 0.65 (1 year) to 0.76 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

HCAD.L vs. HWWA.L — Risk / Return Rank

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

HCAD.L
HCAD.L Risk / Return Rank: 8787
Overall Rank
HCAD.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
HCAD.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
HCAD.L Omega Ratio Rank: 8484
Omega Ratio Rank
HCAD.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
HCAD.L Martin Ratio Rank: 8888
Martin Ratio Rank

HWWA.L
HWWA.L Risk / Return Rank: 8989
Overall Rank
HWWA.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
HWWA.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
HWWA.L Omega Ratio Rank: 8989
Omega Ratio Rank
HWWA.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
HWWA.L Martin Ratio Rank: 8989
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.

HCAD.L vs. HWWA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI Canada UCITS ETF (HCAD.L) and HSBC Multi Factor Worldwide Equity UCITS ETF (HWWA.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.


HCAD.LHWWA.LDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.40

1.41

-0.01

Calmar ratioReturn relative to maximum drawdown

3.97

3.17

+0.80

Martin ratioReturn relative to average drawdown

15.09

13.02

+2.07

HCAD.L vs. HWWA.L - Sharpe Ratio Comparison

The current HCAD.L Sharpe Ratio is 2.29, which is comparable to the HWWA.L Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of HCAD.L and HWWA.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

HCAD.L vs. HWWA.L - Drawdown Comparison

The maximum HCAD.L drawdown since its inception was -43.05%, which is greater than HWWA.L's maximum drawdown of -33.33%. Use the drawdown chart below to compare losses from any high point for HCAD.L and HWWA.L.


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Drawdown Indicators


HCAD.LHWWA.LDifference

Max Drawdown

Largest peak-to-trough decline

-43.05%

-33.33%

-9.72%

Max Drawdown (1Y)

Largest decline over 1 year

-7.60%

-8.86%

+1.26%

Max Drawdown (3Y)

Largest decline over 3 years

-12.72%

-15.57%

+2.85%

Max Drawdown (5Y)

Largest decline over 5 years

-24.80%

-26.70%

+1.90%

Max Drawdown (10Y)

Largest decline over 10 years

-41.07%

-33.33%

-7.74%

Current Drawdown

Current decline from peak

0.00%

-0.64%

+0.64%

Average Drawdown

Average peak-to-trough decline

-10.56%

-5.33%

-5.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

2.16%

-0.15%

Volatility

HCAD.L vs. HWWA.L - Volatility Comparison

HSBC MSCI Canada UCITS ETF (HCAD.L) and HSBC Multi Factor Worldwide Equity UCITS ETF (HWWA.L) have volatilities of 3.93% and 3.76%, 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.


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Volatility by Period


HCAD.LHWWA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

3.76%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

9.97%

10.21%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

13.20%

12.30%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.25%

15.02%

+2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.85%

15.52%

+2.33%

HCAD.L vs. HWWA.L - Expense Ratio Comparison

HCAD.L has a 0.35% expense ratio, which is higher than HWWA.L's 0.25% expense ratio.


Dividends

HCAD.L vs. HWWA.L - Dividend Comparison

HCAD.L's dividend yield for the trailing twelve months is around 1.39%, more than HWWA.L's 1.31% yield.


PositionTTM20252024202320222021202020192018201720162015
HCAD.L
HSBC MSCI Canada UCITS ETF
1.39%1.49%2.00%2.10%2.01%1.57%1.81%1.91%2.17%1.53%1.77%2.25%
HWWA.L
HSBC Multi Factor Worldwide Equity UCITS ETF
1.31%1.43%1.58%1.95%2.07%1.48%1.45%2.07%2.10%1.86%1.71%1.97%

Frequently Asked Questions


HCAD.L and HWWA.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HWWA.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HWWA.L is cheaper with a 0.25% expense ratio, compared with 0.35% for HCAD.L.

HCAD.L tracks HSBC MSCI Canada UCITS ETF, while HWWA.L tracks MSCI ACWI NR USD. Their fees differ too: 0.35% for HCAD.L and 0.25% for HWWA.L.

Portfolio Optimizer

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