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

Performance

HKOD.L vs. HMWD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HSBC MSCI KOREA CAPPED UCITS ETF (HKOD.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, HKOD.L achieves a 70.37% return, which is significantly higher than HMWD.L's 10.23% return. Over the past 10 years, HKOD.L has outperformed HMWD.L with an annualized return of 14.34%, while HMWD.L has yielded a comparatively lower 13.16% annualized return.


HKOD.L

1D
-1.67%
1M
-20.60%
6M
52.67%
YTD
70.37%
1Y
138.83%
3Y*
37.85%
5Y*
14.71%
10Y*
14.34%

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)

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


2026 (YTD)202520242023202220212020201920182017
HKOD.L
HSBC MSCI KOREA CAPPED UCITS ETF
70.37%99.54%-22.90%19.95%-28.44%-8.49%45.08%10.64%-21.06%45.79%
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 HKOD.L and HMWD.L is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.58

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

0.61

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

0.63

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

0.64

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2011

0.66

The correlation between HKOD.L and HMWD.L has been stable across timeframes, ranging from 0.58 to 0.66 - a consistent structural relationship.

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Return for Risk

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

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

HKOD.L
HKOD.L Risk / Return Rank: 9292
Overall Rank
HKOD.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
HKOD.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
HKOD.L Omega Ratio Rank: 9090
Omega Ratio Rank
HKOD.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
HKOD.L Martin Ratio Rank: 9292
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.

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

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI KOREA CAPPED UCITS ETF (HKOD.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.


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

+1.29

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.45

1.32

+0.13

Calmar ratioReturn relative to maximum drawdown

5.77

2.65

+3.13

Martin ratioReturn relative to average drawdown

17.93

10.84

+7.09

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

The current HKOD.L Sharpe Ratio is 3.07, which is higher than the HMWD.L Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of HKOD.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

HKOD.L vs. HMWD.L - Drawdown Comparison

The maximum HKOD.L drawdown since its inception was -50.54%, 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 HKOD.L and HMWD.L.


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Drawdown Indicators


HKOD.LHMWD.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.54%

-34.01%

-16.53%

Max Drawdown (1Y)

Largest decline over 1 year

-24.00%

-8.30%

-15.70%

Max Drawdown (3Y)

Largest decline over 3 years

-29.48%

-17.58%

-11.90%

Max Drawdown (5Y)

Largest decline over 5 years

-47.65%

-25.99%

-21.66%

Max Drawdown (10Y)

Largest decline over 10 years

-50.54%

-34.01%

-16.53%

Current Drawdown

Current decline from peak

-24.00%

-0.10%

-23.90%

Average Drawdown

Average peak-to-trough decline

-18.79%

-4.75%

-14.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.75%

2.03%

+5.72%

Volatility

HKOD.L vs. HMWD.L - Volatility Comparison

HSBC MSCI KOREA CAPPED UCITS ETF (HKOD.L) has a higher volatility of 20.20% compared to HSBC MSCI World UCITS ETF (HMWD.L) at 2.93%. This indicates that HKOD.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


HKOD.LHMWD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.20%

2.93%

+17.27%

Volatility (6M)

Calculated over the trailing 6-month period

41.23%

9.85%

+31.38%

Volatility (1Y)

Calculated over the trailing 1-year period

45.10%

12.29%

+32.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.74%

15.63%

+14.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.96%

15.73%

+11.23%

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

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


Dividends

HKOD.L vs. HMWD.L - Dividend Comparison

HKOD.L's dividend yield for the trailing twelve months is around 0.43%, less than HMWD.L's 1.17% yield.


PositionTTM20252024202320222021202020192018201720162015
HKOD.L
HSBC MSCI KOREA CAPPED UCITS ETF
0.43%0.68%1.54%1.08%0.72%0.61%0.02%0.29%0.56%0.10%0.00%0.00%
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


HKOD.L and HMWD.L have a correlation of 0.58, 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 HKOD.L.

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

Portfolio Optimizer

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