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HIUS.L vs. XMVU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HIUS.L vs. XMVU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.L) and Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.L). The values are adjusted to include any dividend payments, if applicable.

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HIUS.L vs. XMVU.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
HIUS.L
HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating
-1.04%10.31%9.54%23.06%-3.81%
XMVU.L
Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D
-0.06%0.25%17.70%4.30%-2.05%
Different Trading Currencies

HIUS.L is traded in GBP, while XMVU.L is traded in USD. To make them comparable, the XMVU.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, HIUS.L achieves a -1.04% return, which is significantly lower than XMVU.L's -0.06% return.


HIUS.L

1D
2.34%
1M
-2.64%
YTD
-1.04%
6M
4.76%
1Y
23.59%
3Y*
11.25%
5Y*
10Y*

XMVU.L

1D
0.72%
1M
-3.17%
YTD
-0.06%
6M
0.07%
1Y
-2.12%
3Y*
7.61%
5Y*
8.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HIUS.L vs. XMVU.L - Expense Ratio Comparison

HIUS.L has a 0.30% expense ratio, which is higher than XMVU.L's 0.20% expense ratio.


Return for Risk

HIUS.L vs. XMVU.L — Risk / Return Rank

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

HIUS.L
HIUS.L Risk / Return Rank: 7575
Overall Rank
HIUS.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
HIUS.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
HIUS.L Omega Ratio Rank: 6666
Omega Ratio Rank
HIUS.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
HIUS.L Martin Ratio Rank: 7878
Martin Ratio Rank

XMVU.L
XMVU.L Risk / Return Rank: 1212
Overall Rank
XMVU.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
XMVU.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
XMVU.L Omega Ratio Rank: 1111
Omega Ratio Rank
XMVU.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
XMVU.L Martin Ratio Rank: 1212
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.

HIUS.L vs. XMVU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.L) and Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.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.


HIUS.LXMVU.LDifference

Sharpe ratio

Return per unit of total volatility

1.33

-0.18

+1.51

Sortino ratio

Return per unit of downside risk

1.94

-0.16

+2.10

Omega ratio

Gain probability vs. loss probability

1.26

0.98

+0.28

Calmar ratio

Return relative to maximum drawdown

3.45

-0.25

+3.69

Martin ratio

Return relative to average drawdown

9.58

-0.67

+10.25

HIUS.L vs. XMVU.L - Sharpe Ratio Comparison

The current HIUS.L Sharpe Ratio is 1.33, which is higher than the XMVU.L Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of HIUS.L and XMVU.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.


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Sharpe Ratios by Period


HIUS.LXMVU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

-0.18

+1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.64

+0.06

Correlation

The correlation between HIUS.L and XMVU.L is 0.55, 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.


Dividends

HIUS.L vs. XMVU.L - Dividend Comparison

HIUS.L has not paid dividends to shareholders, while XMVU.L's dividend yield for the trailing twelve months is around 1.23%.


TTM202520242023202220212020
HIUS.L
HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XMVU.L
Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D
1.23%1.24%1.31%1.33%1.82%1.27%1.81%

Drawdowns

HIUS.L vs. XMVU.L - Drawdown Comparison

The maximum HIUS.L drawdown since its inception was -25.20%, roughly equal to the maximum XMVU.L drawdown of -24.94%. Use the drawdown chart below to compare losses from any high point for HIUS.L and XMVU.L.


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Drawdown Indicators


HIUS.LXMVU.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.20%

-32.98%

+7.78%

Max Drawdown (1Y)

Largest decline over 1 year

-10.20%

-9.27%

-0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-17.74%

Current Drawdown

Current decline from peak

-4.55%

-4.25%

-0.30%

Average Drawdown

Average peak-to-trough decline

-4.02%

-3.73%

-0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

1.83%

+0.64%

Volatility

HIUS.L vs. XMVU.L - Volatility Comparison

HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.L) has a higher volatility of 4.57% compared to Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.L) at 3.60%. This indicates that HIUS.L's price experiences larger fluctuations and is considered to be riskier than XMVU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIUS.LXMVU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

3.60%

+0.97%

Volatility (6M)

Calculated over the trailing 6-month period

10.49%

6.86%

+3.63%

Volatility (1Y)

Calculated over the trailing 1-year period

17.75%

11.80%

+5.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.52%

12.11%

+3.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.52%

13.89%

+1.63%