HINT.L vs. HMWO.L
Compare and contrast key facts about Henderson International Income Trust plc (HINT.L) and HSBC MSCI World UCITS ETF (HMWO.L).
HMWO.L is a passively managed fund by HSBC that tracks the performance of the MSCI ACWI NR USD. It was launched on Dec 8, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HINT.L or HMWO.L.
Key characteristics
| HINT.L | HMWO.L | |
|---|---|---|
| YTD Return | 5.81% | 12.19% |
| 1Y Return | 5.83% | 17.07% |
| 3Y Return (Ann) | 5.29% | 8.92% |
| 5Y Return (Ann) | 4.73% | 11.21% |
| 10Y Return (Ann) | 7.68% | 12.03% |
| Sharpe Ratio | 0.31 | 1.67 |
| Daily Std Dev | 14.70% | 10.49% |
| Max Drawdown | -40.72% | -25.48% |
| Current Drawdown | -2.78% | -1.22% |
Correlation
The correlation between HINT.L and HMWO.L is 0.52, 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
HINT.L vs. HMWO.L - Performance Comparison
In the year-to-date period, HINT.L achieves a 5.81% return, which is significantly lower than HMWO.L's 12.19% return. Over the past 10 years, HINT.L has underperformed HMWO.L with an annualized return of 7.68%, while HMWO.L has yielded a comparatively higher 12.03% 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
HINT.L vs. HMWO.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Henderson International Income Trust plc (HINT.L) and HSBC MSCI World UCITS ETF (HMWO.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
HINT.L vs. HMWO.L - Dividend Comparison
HINT.L's dividend yield for the trailing twelve months is around 4.61%, more than HMWO.L's 1.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HINT.L Henderson International Income Trust plc | 4.61% | 4.58% | 4.10% | 3.63% | 3.94% | 3.30% | 3.42% | 3.36% | 3.15% | 0.04% | 0.04% | 3.40% |
HMWO.L HSBC MSCI World UCITS ETF | 1.52% | 1.60% | 1.75% | 1.27% | 1.55% | 1.97% | 2.11% | 1.91% | 1.84% | 1.86% | 1.72% | 1.95% |
Drawdowns
HINT.L vs. HMWO.L - Drawdown Comparison
The maximum HINT.L drawdown since its inception was -40.72%, which is greater than HMWO.L's maximum drawdown of -25.48%. Use the drawdown chart below to compare losses from any high point for HINT.L and HMWO.L. For additional features, visit the drawdowns tool.
Volatility
HINT.L vs. HMWO.L - Volatility Comparison
Henderson International Income Trust plc (HINT.L) and HSBC MSCI World UCITS ETF (HMWO.L) have volatilities of 3.87% and 4.01%, 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.