HGT.L vs. IUSA.L
Compare and contrast key facts about HgCapital Trust plc (HGT.L) and iShares S&P 500 UCITS Dist (IUSA.L).
IUSA.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 15, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HGT.L or IUSA.L.
Key characteristics
| HGT.L | IUSA.L | |
|---|---|---|
| YTD Return | 24.16% | 26.97% |
| 1Y Return | 36.23% | 32.56% |
| 3Y Return (Ann) | 9.62% | 12.34% |
| 5Y Return (Ann) | 18.12% | 16.24% |
| 10Y Return (Ann) | 34.78% | 15.86% |
| Sharpe Ratio | 1.46 | 2.86 |
| Sortino Ratio | 2.08 | 4.05 |
| Omega Ratio | 1.27 | 1.56 |
| Calmar Ratio | 2.80 | 4.98 |
| Martin Ratio | 7.97 | 20.34 |
| Ulcer Index | 4.33% | 1.57% |
| Daily Std Dev | 23.77% | 11.12% |
| Max Drawdown | -90.28% | -38.58% |
| Current Drawdown | -2.53% | 0.00% |
Correlation
The correlation between HGT.L and IUSA.L is 0.29, 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.
Performance
HGT.L vs. IUSA.L - Performance Comparison
In the year-to-date period, HGT.L achieves a 24.16% return, which is significantly lower than IUSA.L's 26.97% return. Over the past 10 years, HGT.L has outperformed IUSA.L with an annualized return of 34.78%, while IUSA.L has yielded a comparatively lower 15.86% 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
HGT.L vs. IUSA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HgCapital Trust plc (HGT.L) and iShares S&P 500 UCITS Dist (IUSA.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
HGT.L vs. IUSA.L - Dividend Comparison
HGT.L's dividend yield for the trailing twelve months is around 1.22%, less than IUSA.L's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HGT.L HgCapital Trust plc | 1.22% | 1.50% | 2.14% | 1.19% | 1.64% | 12.35% | 25.77% | 35.07% | 25.96% | 0.03% | 45.39% | 2.28% |
IUSA.L iShares S&P 500 UCITS Dist | 1.27% | 1.55% | 1.74% | 1.39% | 1.80% | 1.96% | 2.22% | 1.95% | 1.75% | 2.29% | 1.95% | 2.28% |
Drawdowns
HGT.L vs. IUSA.L - Drawdown Comparison
The maximum HGT.L drawdown since its inception was -90.28%, which is greater than IUSA.L's maximum drawdown of -38.58%. Use the drawdown chart below to compare losses from any high point for HGT.L and IUSA.L. For additional features, visit the drawdowns tool.
Volatility
HGT.L vs. IUSA.L - Volatility Comparison
HgCapital Trust plc (HGT.L) has a higher volatility of 6.37% compared to iShares S&P 500 UCITS Dist (IUSA.L) at 3.32%. This indicates that HGT.L's price experiences larger fluctuations and is considered to be riskier than IUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.