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HIDD.L vs. HMWD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HIDD.L vs. HMWD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HSBC MSCI Indonesia UCITS ETF (HIDD.L) and HSBC MSCI World UCITS ETF (HMWD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HIDD.L achieves a -36.42% return, which is significantly lower than HMWD.L's 10.23% return. Over the past 10 years, HIDD.L has underperformed HMWD.L with an annualized return of -4.40%, while HMWD.L has yielded a comparatively higher 13.16% annualized return.


HIDD.L

1D
1.58%
1M
-4.14%
6M
-36.79%
YTD
-36.42%
1Y
-35.17%
3Y*
-19.87%
5Y*
-7.25%
10Y*
-4.40%

HMWD.L

1D
0.10%
1M
0.20%
6M
9.06%
YTD
10.23%
1Y
22.04%
3Y*
18.94%
5Y*
11.71%
10Y*
13.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HIDD.L vs. HMWD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HIDD.L
HSBC MSCI Indonesia UCITS ETF
-36.42%-1.93%-13.92%5.16%3.01%1.09%-7.68%7.53%-8.55%23.71%
HMWD.L
HSBC MSCI World UCITS ETF
10.23%21.06%19.12%24.61%-18.25%22.44%16.43%27.45%-8.90%23.11%

Correlation

The correlation between HIDD.L and HMWD.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.35

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

0.38

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

0.44

Correlation (All Time)
Calculated using the full available price history since Mar 30, 2011

0.51

Over the past year, the correlation between HIDD.L and HMWD.L has dropped to 0.29 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

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Return for Risk

HIDD.L vs. HMWD.L — Risk / Return Rank

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

HIDD.L
HIDD.L Risk / Return Rank: 11
Overall Rank
HIDD.L Sharpe Ratio Rank: 00
Sharpe Ratio Rank
HIDD.L Sortino Ratio Rank: 11
Sortino Ratio Rank
HIDD.L Omega Ratio Rank: 11
Omega Ratio Rank
HIDD.L Calmar Ratio Rank: 33
Calmar Ratio Rank
HIDD.L Martin Ratio Rank: 00
Martin Ratio Rank

HMWD.L
HMWD.L Risk / Return Rank: 7070
Overall Rank
HMWD.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
HMWD.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
HMWD.L Omega Ratio Rank: 6767
Omega Ratio Rank
HMWD.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
HMWD.L Martin Ratio Rank: 7474
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.

HIDD.L vs. HMWD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI Indonesia UCITS ETF (HIDD.L) and HSBC MSCI World UCITS ETF (HMWD.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.


HIDD.LHMWD.LDifference
Sharpe ratioReturn per unit of total volatility

-3.02

Sortino ratioReturn per unit of downside risk

-4.54

Omega ratioGain probability vs. loss probability

0.78

1.32

-0.55

Calmar ratioReturn relative to maximum drawdown

-0.73

2.65

-3.38

Martin ratioReturn relative to average drawdown

-1.71

10.84

-12.55

HIDD.L vs. HMWD.L - Sharpe Ratio Comparison

The current HIDD.L Sharpe Ratio is -1.23, which is lower than the HMWD.L Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of HIDD.L and HMWD.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

HIDD.L vs. HMWD.L - Drawdown Comparison

The maximum HIDD.L drawdown since its inception was -57.94%, which is greater than HMWD.L's maximum drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for HIDD.L and HMWD.L.


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Drawdown Indicators


HIDD.LHMWD.LDifference

Max Drawdown

Largest peak-to-trough decline

-57.94%

-34.01%

-23.93%

Max Drawdown (1Y)

Largest decline over 1 year

-48.39%

-8.30%

-40.09%

Max Drawdown (3Y)

Largest decline over 3 years

-57.94%

-17.58%

-40.36%

Max Drawdown (5Y)

Largest decline over 5 years

-57.94%

-25.99%

-31.95%

Max Drawdown (10Y)

Largest decline over 10 years

-57.94%

-34.01%

-23.93%

Current Drawdown

Current decline from peak

-50.85%

-0.10%

-50.75%

Average Drawdown

Average peak-to-trough decline

-17.98%

-4.75%

-13.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.75%

2.03%

+18.72%

Volatility

HIDD.L vs. HMWD.L - Volatility Comparison

HSBC MSCI Indonesia UCITS ETF (HIDD.L) has a higher volatility of 7.64% compared to HSBC MSCI World UCITS ETF (HMWD.L) at 2.93%. This indicates that HIDD.L's price experiences larger fluctuations and is considered to be riskier than HMWD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIDD.LHMWD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.64%

2.93%

+4.71%

Volatility (6M)

Calculated over the trailing 6-month period

25.43%

9.85%

+15.58%

Volatility (1Y)

Calculated over the trailing 1-year period

28.76%

12.29%

+16.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.26%

15.63%

+6.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.87%

15.73%

+9.14%

HIDD.L vs. HMWD.L - Expense Ratio Comparison

HIDD.L has a 0.50% expense ratio, which is higher than HMWD.L's 0.15% expense ratio.


Dividends

HIDD.L vs. HMWD.L - Dividend Comparison

HIDD.L's dividend yield for the trailing twelve months is around 5.94%, more than HMWD.L's 1.17% yield.


PositionTTM20252024202320222021202020192018201720162015
HIDD.L
HSBC MSCI Indonesia UCITS ETF
5.94%4.73%3.52%3.47%2.08%1.30%1.63%1.54%2.69%1.10%1.19%1.67%
HMWD.L
HSBC MSCI World UCITS ETF
1.17%1.24%1.43%1.57%1.79%1.31%1.44%1.91%2.23%1.81%2.00%1.93%

Frequently Asked Questions


HIDD.L and HMWD.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HMWD.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HMWD.L is cheaper with a 0.15% expense ratio, compared with 0.50% for HIDD.L.

HIDD.L tracks HSBC MSCI Indonesia UCITS ETF, while HMWD.L tracks MSCI ACWI NR USD. Their fees differ too: 0.50% for HIDD.L and 0.15% for HMWD.L.

Portfolio Optimizer

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