HERG.L vs. HMCA.L
Compare and contrast key facts about Global X Video Games & Esports UCITS ETF Dist GBP (HERG.L) and HSBC MSCI CHINA A UCITS ETF (HMCA.L).
HERG.L and HMCA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HERG.L is a passively managed fund by Global X that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Dec 18, 2020. HMCA.L is a passively managed fund by HSBC that tracks the performance of the MSCI China A Onshore NR CNY. It was launched on Jul 27, 2018. Both HERG.L and HMCA.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: HERG.L or HMCA.L.
Key characteristics
| HERG.L | HMCA.L | |
|---|---|---|
| YTD Return | 91.10% | 22.53% |
| 1Y Return | 107.37% | 17.16% |
| 3Y Return (Ann) | 22.63% | -2.54% |
| Sharpe Ratio | 2.37 | 0.56 |
| Sortino Ratio | 6.72 | 1.12 |
| Omega Ratio | 1.84 | 1.15 |
| Calmar Ratio | 4.30 | 0.46 |
| Martin Ratio | 37.95 | 1.92 |
| Ulcer Index | 2.85% | 8.22% |
| Daily Std Dev | 45.46% | 28.35% |
| Max Drawdown | -42.25% | -34.60% |
| Current Drawdown | -2.55% | -16.13% |
Correlation
The correlation between HERG.L and HMCA.L is 0.50, 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
HERG.L vs. HMCA.L - Performance Comparison
In the year-to-date period, HERG.L achieves a 91.10% return, which is significantly higher than HMCA.L's 22.53% 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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HERG.L vs. HMCA.L - Expense Ratio Comparison
HERG.L has a 0.50% expense ratio, which is higher than HMCA.L's 0.30% expense ratio.
Risk-Adjusted Performance
HERG.L vs. HMCA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Video Games & Esports UCITS ETF Dist GBP (HERG.L) and HSBC MSCI CHINA A UCITS ETF (HMCA.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
HERG.L vs. HMCA.L - Dividend Comparison
HERG.L's dividend yield for the trailing twelve months is around 38.87%, less than HMCA.L's 196.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
HERG.L Global X Video Games & Esports UCITS ETF Dist GBP | 38.87% | 26.20% | 0.69% | 6.54% | 0.00% | 0.00% |
HMCA.L HSBC MSCI CHINA A UCITS ETF | 196.05% | 220.18% | 175.95% | 109.02% | 88.31% | 177.84% |
Drawdowns
HERG.L vs. HMCA.L - Drawdown Comparison
The maximum HERG.L drawdown since its inception was -42.25%, which is greater than HMCA.L's maximum drawdown of -34.60%. Use the drawdown chart below to compare losses from any high point for HERG.L and HMCA.L. For additional features, visit the drawdowns tool.
Volatility
HERG.L vs. HMCA.L - Volatility Comparison
The current volatility for Global X Video Games & Esports UCITS ETF Dist GBP (HERG.L) is 3.58%, while HSBC MSCI CHINA A UCITS ETF (HMCA.L) has a volatility of 18.76%. This indicates that HERG.L experiences smaller price fluctuations and is considered to be less risky than HMCA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.