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HEWJ vs. 1310.HK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HEWJ vs. 1310.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Currency Hedged MSCI Japan ETF (HEWJ) and HKBN Ltd (1310.HK). The values are adjusted to include any dividend payments, if applicable.

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HEWJ vs. 1310.HK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HEWJ
iShares Currency Hedged MSCI Japan ETF
9.72%30.25%24.80%36.21%-4.39%12.79%10.29%20.79%-14.68%21.47%
1310.HK
HKBN Ltd
25.98%27.99%59.89%-23.76%-42.96%-14.64%-2.15%16.48%25.97%21.02%
Different Trading Currencies

HEWJ is traded in USD, while 1310.HK is traded in HKD. To make them comparable, the 1310.HK values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HEWJ achieves a 9.72% return, which is significantly lower than 1310.HK's 25.98% return. Over the past 10 years, HEWJ has outperformed 1310.HK with an annualized return of 15.43%, while 1310.HK has yielded a comparatively lower 4.54% annualized return.


HEWJ

1D
2.74%
1M
-2.87%
YTD
9.72%
6M
23.14%
1Y
46.23%
3Y*
30.07%
5Y*
19.05%
10Y*
15.43%

1310.HK

1D
-0.84%
1M
6.24%
YTD
25.98%
6M
7.31%
1Y
58.08%
3Y*
19.59%
5Y*
0.27%
10Y*
4.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

HEWJ vs. 1310.HK — Risk / Return Rank

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

HEWJ
HEWJ Risk / Return Rank: 9191
Overall Rank
HEWJ Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
HEWJ Sortino Ratio Rank: 9090
Sortino Ratio Rank
HEWJ Omega Ratio Rank: 8989
Omega Ratio Rank
HEWJ Calmar Ratio Rank: 9494
Calmar Ratio Rank
HEWJ Martin Ratio Rank: 9393
Martin Ratio Rank

1310.HK
1310.HK Risk / Return Rank: 7979
Overall Rank
1310.HK Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
1310.HK Sortino Ratio Rank: 8383
Sortino Ratio Rank
1310.HK Omega Ratio Rank: 9595
Omega Ratio Rank
1310.HK Calmar Ratio Rank: 7777
Calmar Ratio Rank
1310.HK Martin Ratio Rank: 7272
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.

HEWJ vs. 1310.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Currency Hedged MSCI Japan ETF (HEWJ) and HKBN Ltd (1310.HK). 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.


HEWJ1310.HKDifference

Sharpe ratio

Return per unit of total volatility

1.94

0.74

+1.20

Sortino ratio

Return per unit of downside risk

2.63

2.34

+0.29

Omega ratio

Gain probability vs. loss probability

1.39

1.50

-0.12

Calmar ratio

Return relative to maximum drawdown

3.77

2.07

+1.71

Martin ratio

Return relative to average drawdown

14.33

4.06

+10.27

HEWJ vs. 1310.HK - Sharpe Ratio Comparison

The current HEWJ Sharpe Ratio is 1.94, which is higher than the 1310.HK Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of HEWJ and 1310.HK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HEWJ1310.HKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

0.74

+1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.01

+1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.12

+0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.13

+0.53

Correlation

The correlation between HEWJ and 1310.HK is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HEWJ vs. 1310.HK - Dividend Comparison

HEWJ's dividend yield for the trailing twelve months is around 4.65%, more than 1310.HK's 4.41% yield.


TTM20252024202320222021202020192018201720162015
HEWJ
iShares Currency Hedged MSCI Japan ETF
4.65%5.10%2.20%2.02%47.68%2.03%1.20%2.78%1.37%1.21%1.88%3.25%
1310.HK
HKBN Ltd
4.41%5.59%6.19%11.46%11.93%7.99%6.25%5.36%4.71%4.55%4.70%2.00%

Drawdowns

HEWJ vs. 1310.HK - Drawdown Comparison

The maximum HEWJ drawdown since its inception was -31.53%, smaller than the maximum 1310.HK drawdown of -79.74%. Use the drawdown chart below to compare losses from any high point for HEWJ and 1310.HK.


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Drawdown Indicators


HEWJ1310.HKDifference

Max Drawdown

Largest peak-to-trough decline

-31.53%

-79.55%

+48.02%

Max Drawdown (1Y)

Largest decline over 1 year

-11.99%

-27.58%

+15.59%

Max Drawdown (5Y)

Largest decline over 5 years

-20.90%

-75.13%

+54.23%

Max Drawdown (10Y)

Largest decline over 10 years

-31.53%

-79.55%

+48.02%

Current Drawdown

Current decline from peak

-4.49%

-21.77%

+17.28%

Average Drawdown

Average peak-to-trough decline

-6.68%

-28.08%

+21.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

13.92%

-10.76%

Volatility

HEWJ vs. 1310.HK - Volatility Comparison

iShares Currency Hedged MSCI Japan ETF (HEWJ) and HKBN Ltd (1310.HK) have volatilities of 7.97% and 8.30%, 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


HEWJ1310.HKDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.97%

8.30%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

14.91%

29.56%

-14.65%

Volatility (1Y)

Calculated over the trailing 1-year period

23.99%

80.90%

-56.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.02%

49.97%

-30.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.00%

39.51%

-19.51%