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HIDR.L vs. XDUS.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HIDR.L and XDUS.L is 0.41, 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.


-0.50.00.51.00.4

Performance

HIDR.L vs. XDUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HSBC MSCI Indonesia UCITS ETF USD (HIDR.L) and Xtrackers MSCI USA UCITS ETF 1C (XDUS.L). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-17.04%
13.44%
HIDR.L
XDUS.L

Key characteristics

Sharpe Ratio

HIDR.L:

-1.04

XDUS.L:

2.16

Sortino Ratio

HIDR.L:

-1.43

XDUS.L:

3.03

Omega Ratio

HIDR.L:

0.84

XDUS.L:

1.41

Calmar Ratio

HIDR.L:

-0.66

XDUS.L:

3.92

Martin Ratio

HIDR.L:

-1.69

XDUS.L:

15.51

Ulcer Index

HIDR.L:

11.39%

XDUS.L:

1.65%

Daily Std Dev

HIDR.L:

18.74%

XDUS.L:

11.90%

Max Drawdown

HIDR.L:

-49.55%

XDUS.L:

-25.82%

Current Drawdown

HIDR.L:

-29.03%

XDUS.L:

-1.26%

Returns By Period

In the year-to-date period, HIDR.L achieves a -5.00% return, which is significantly lower than XDUS.L's 3.49% return. Over the past 10 years, HIDR.L has underperformed XDUS.L with an annualized return of 1.26%, while XDUS.L has yielded a comparatively higher 15.28% annualized return.


HIDR.L

YTD

-5.00%

1M

-7.23%

6M

-14.27%

1Y

-20.89%

5Y*

-2.27%

10Y*

1.26%

XDUS.L

YTD

3.49%

1M

2.54%

6M

17.22%

1Y

23.99%

5Y*

15.05%

10Y*

15.28%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HIDR.L vs. XDUS.L - Expense Ratio Comparison

HIDR.L has a 0.50% expense ratio, which is higher than XDUS.L's 0.07% expense ratio.


HIDR.L
HSBC MSCI Indonesia UCITS ETF USD
Expense ratio chart for HIDR.L: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for XDUS.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

HIDR.L vs. XDUS.L — Risk-Adjusted Performance Rank

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

HIDR.L
The Risk-Adjusted Performance Rank of HIDR.L is 00
Overall Rank
The Sharpe Ratio Rank of HIDR.L is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of HIDR.L is 11
Sortino Ratio Rank
The Omega Ratio Rank of HIDR.L is 11
Omega Ratio Rank
The Calmar Ratio Rank of HIDR.L is 11
Calmar Ratio Rank
The Martin Ratio Rank of HIDR.L is 00
Martin Ratio Rank

XDUS.L
The Risk-Adjusted Performance Rank of XDUS.L is 8888
Overall Rank
The Sharpe Ratio Rank of XDUS.L is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of XDUS.L is 8686
Sortino Ratio Rank
The Omega Ratio Rank of XDUS.L is 8787
Omega Ratio Rank
The Calmar Ratio Rank of XDUS.L is 9191
Calmar Ratio Rank
The Martin Ratio Rank of XDUS.L is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HIDR.L vs. XDUS.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI Indonesia UCITS ETF USD (HIDR.L) and Xtrackers MSCI USA UCITS ETF 1C (XDUS.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.


Sharpe ratio
The chart of Sharpe ratio for HIDR.L, currently valued at -1.02, compared to the broader market0.002.004.00-1.022.01
The chart of Sortino ratio for HIDR.L, currently valued at -1.39, compared to the broader market0.005.0010.00-1.392.78
The chart of Omega ratio for HIDR.L, currently valued at 0.84, compared to the broader market0.501.001.502.002.503.000.841.37
The chart of Calmar ratio for HIDR.L, currently valued at -0.77, compared to the broader market0.005.0010.0015.0020.00-0.773.05
The chart of Martin ratio for HIDR.L, currently valued at -1.55, compared to the broader market0.0020.0040.0060.0080.00100.00-1.5511.99
HIDR.L
XDUS.L

The current HIDR.L Sharpe Ratio is -1.04, which is lower than the XDUS.L Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of HIDR.L and XDUS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-1.02
2.01
HIDR.L
XDUS.L

Dividends

HIDR.L vs. XDUS.L - Dividend Comparison

HIDR.L's dividend yield for the trailing twelve months is around 5.03%, while XDUS.L has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
HIDR.L
HSBC MSCI Indonesia UCITS ETF USD
5.03%3.49%3.49%2.04%1.27%1.75%1.61%1.50%1.14%1.12%1.59%1.33%
XDUS.L
Xtrackers MSCI USA UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.23%

Drawdowns

HIDR.L vs. XDUS.L - Drawdown Comparison

The maximum HIDR.L drawdown since its inception was -49.55%, which is greater than XDUS.L's maximum drawdown of -25.82%. Use the drawdown chart below to compare losses from any high point for HIDR.L and XDUS.L. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-26.34%
-0.62%
HIDR.L
XDUS.L

Volatility

HIDR.L vs. XDUS.L - Volatility Comparison

HSBC MSCI Indonesia UCITS ETF USD (HIDR.L) has a higher volatility of 6.26% compared to Xtrackers MSCI USA UCITS ETF 1C (XDUS.L) at 3.64%. This indicates that HIDR.L's price experiences larger fluctuations and is considered to be riskier than XDUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
6.26%
3.64%
HIDR.L
XDUS.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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