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HIWO.L vs. MINV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HIWO.L vs. MINV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HSBC MSCI World Islamic Screened UCITS ETF USD Accumulating (HIWO.L) and iShares Edge MSCI World Minimum Volatility UCITS ETF (MINV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HIWO.L is traded in USD, while MINV.L is traded in GBp. To make them comparable, the MINV.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HIWO.L achieves a 21.27% return, which is significantly higher than MINV.L's 0.76% return.


HIWO.L

1D
-0.40%
1M
10.42%
YTD
21.27%
6M
22.01%
1Y
39.21%
3Y*
20.20%
5Y*
10Y*

MINV.L

1D
0.19%
1M
0.96%
YTD
0.76%
6M
1.68%
1Y
1.59%
3Y*
9.29%
5Y*
5.20%
10Y*
7.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HIWO.L vs. MINV.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
HIWO.L
HSBC MSCI World Islamic Screened UCITS ETF USD Accumulating
21.27%20.87%6.39%26.10%-4.68%
MINV.L
iShares Edge MSCI World Minimum Volatility UCITS ETF
0.76%11.17%10.98%6.85%-2.24%

Correlation

The correlation between HIWO.L and MINV.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.38

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2022

0.42

The correlation between HIWO.L and MINV.L shifts across timeframes, from 0.25 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HIWO.L vs. MINV.L — Risk / Return Rank

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

HIWO.L
HIWO.L Risk / Return Rank: 8080
Overall Rank
HIWO.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
HIWO.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
HIWO.L Omega Ratio Rank: 7575
Omega Ratio Rank
HIWO.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
HIWO.L Martin Ratio Rank: 8383
Martin Ratio Rank

MINV.L
MINV.L Risk / Return Rank: 1414
Overall Rank
MINV.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
MINV.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
MINV.L Omega Ratio Rank: 1313
Omega Ratio Rank
MINV.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
MINV.L Martin Ratio Rank: 1414
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.

HIWO.L vs. MINV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI World Islamic Screened UCITS ETF USD Accumulating (HIWO.L) and iShares Edge MSCI World Minimum Volatility UCITS ETF (MINV.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.


HIWO.LMINV.LDifference
Sharpe ratioReturn per unit of total volatility

+2.31

Sortino ratioReturn per unit of downside risk

+3.21

Omega ratioGain probability vs. loss probability

1.43

1.04

+0.40

Calmar ratioReturn relative to maximum drawdown

4.34

0.26

+4.07

Martin ratioReturn relative to average drawdown

16.37

0.65

+15.72

HIWO.L vs. MINV.L - Sharpe Ratio Comparison

The current HIWO.L Sharpe Ratio is 2.51, which is higher than the MINV.L Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of HIWO.L and MINV.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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Sharpe Ratios by Period


HIWO.LMINV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.51

0.20

+2.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.71

+0.12

Drawdowns

HIWO.L vs. MINV.L - Drawdown Comparison

The maximum HIWO.L drawdown since its inception was -22.45%, smaller than the maximum MINV.L drawdown of -28.90%. Use the drawdown chart below to compare losses from any high point for HIWO.L and MINV.L.


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Drawdown Indicators


HIWO.LMINV.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.45%

-28.90%

+6.45%

Max Drawdown (1Y)

Largest decline over 1 year

-9.00%

-6.06%

-2.94%

Max Drawdown (3Y)

Largest decline over 3 years

-22.45%

-8.19%

-14.26%

Max Drawdown (5Y)

Largest decline over 5 years

-19.14%

Max Drawdown (10Y)

Largest decline over 10 years

-28.90%

Current Drawdown

Current decline from peak

-0.40%

-3.93%

+3.53%

Average Drawdown

Average peak-to-trough decline

-2.48%

-3.37%

+0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

2.43%

-0.04%

Volatility

HIWO.L vs. MINV.L - Volatility Comparison

HSBC MSCI World Islamic Screened UCITS ETF USD Accumulating (HIWO.L) has a higher volatility of 6.11% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF (MINV.L) at 1.89%. This indicates that HIWO.L's price experiences larger fluctuations and is considered to be riskier than MINV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIWO.LMINV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.11%

1.89%

+4.22%

Volatility (6M)

Calculated over the trailing 6-month period

12.77%

5.72%

+7.05%

Volatility (1Y)

Calculated over the trailing 1-year period

15.55%

7.97%

+7.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.66%

10.84%

+12.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.66%

12.07%

+11.59%

HIWO.L vs. MINV.L - Expense Ratio Comparison

HIWO.L has a 0.30% expense ratio, which is lower than MINV.L's 0.35% expense ratio.


Dividends

HIWO.L vs. MINV.L - Dividend Comparison

Neither HIWO.L nor MINV.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HIWO.L and MINV.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HIWO.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HIWO.L is cheaper with a 0.30% expense ratio, compared with 0.35% for MINV.L.

HIWO.L tracks MSCI World Islamic Universal Screened Select Index, while MINV.L tracks MSCI ACWI NR USD. They also come from different issuers: HSBC and iShares. Their fees differ too: 0.30% for HIWO.L and 0.35% for MINV.L.

Portfolio Optimizer

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