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HKOR.L vs. XMID.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

HKOR.L vs. XMID.L

Last updated Apr 2, 2026

Compare and contrast key facts about HSBC MSCI Korea Capped UCITS ETF USD (HKOR.L) and Xtrackers MSCI Indonesia Swap UCITS ETF 1C (XMID.L).

HKOR.L and XMID.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HKOR.L is a passively managed fund by HSBC that tracks the performance of the MSCI Korea NR USD. It was launched on Apr 6, 2011. XMID.L is a passively managed fund by DWS that tracks the performance of the MSCI Indonesia NR IDR. It was launched on Mar 2, 2010. Both HKOR.L and XMID.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

HKOR.L vs. XMID.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HSBC MSCI Korea Capped UCITS ETF USD (HKOR.L) and Xtrackers MSCI Indonesia Swap UCITS ETF 1C (XMID.L). The values are adjusted to include any dividend payments, if applicable.

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HKOR.L vs. XMID.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
HKOR.L
HSBC MSCI Korea Capped UCITS ETF USD		32.63%86.42%-21.81%13.46%-19.95%-7.35%40.21%7.12%-16.48%32.68%
XMID.L
Xtrackers MSCI Indonesia Swap UCITS ETF 1C		-17.99%-8.44%-12.66%-0.27%14.84%1.39%-10.64%3.73%-4.01%12.41%

Returns By Period

In the year-to-date period, HKOR.L achieves a 32.63% return, which is significantly higher than XMID.L's -17.99% return. Over the past 10 years, HKOR.L has outperformed XMID.L with an annualized return of 12.71%, while XMID.L has yielded a comparatively lower -0.93% annualized return.

HKOR.L

1D
8.76%
1M
-11.50%
YTD
32.63%
6M
64.23%
1Y
136.53%
3Y*
27.71%
5Y*
9.71%
10Y*
12.71%

XMID.L

1D
0.86%
1M
-9.28%
YTD
-17.99%
6M
-13.12%
1Y
-13.06%
3Y*
-14.09%
5Y*
-3.24%
10Y*
-0.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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HSBC MSCI Korea Capped UCITS ETF USD

Xtrackers MSCI Indonesia Swap UCITS ETF 1C

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Often compared with XMID.L:
XMID.L vs. SPYXMID.L vs. CP9G.LXMID.L vs. MPXG.LXMID.L vs. FLRK.LXMID.L vs. IAPD.LXMID.L vs. ASDV.LXMID.L vs. IKOR.L

HKOR.L vs. XMID.L - Expense Ratio Comparison

HKOR.L has a 0.50% expense ratio, which is lower than XMID.L's 0.65% expense ratio.

XMID.L
Xtrackers MSCI Indonesia Swap UCITS ETF 1C
HKOR.L
HSBC MSCI Korea Capped UCITS ETF USD

Return for Risk

HKOR.L vs. XMID.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HKOR.L
HKOR.L Risk / Return Rank: 9898
Overall Rank
HKOR.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
HKOR.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
HKOR.L Omega Ratio Rank: 9898
Omega Ratio Rank
HKOR.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
HKOR.L Martin Ratio Rank: 9898
Martin Ratio Rank
XMID.L
XMID.L Risk / Return Rank: 33
Overall Rank
XMID.L Sharpe Ratio Rank: 44
Sharpe Ratio Rank
XMID.L Sortino Ratio Rank: 44
Sortino Ratio Rank
XMID.L Omega Ratio Rank: 33
Omega Ratio Rank
XMID.L Calmar Ratio Rank: 44
Calmar Ratio Rank
XMID.L Martin Ratio Rank: 11
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.

HKOR.L vs. XMID.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI Korea Capped UCITS ETF USD (HKOR.L) and Xtrackers MSCI Indonesia Swap UCITS ETF 1C (XMID.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.

HKOR.LXMID.LDifference

Sharpe ratio

Return per unit of total volatility

4.36

-0.55

+4.91

Sortino ratio

Return per unit of downside risk

4.72

-0.61

+5.33

Omega ratio

Gain probability vs. loss probability

1.65

0.92

+0.73

Calmar ratio

Return relative to maximum drawdown

6.50

-0.50

+7.00

Martin ratio

Return relative to average drawdown

24.71

-1.43

+26.15

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HKOR.L vs. XMID.L - Sharpe Ratio Comparison

The current HKOR.L Sharpe Ratio is 4.36, which is higher than the XMID.L Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of HKOR.L and XMID.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

HKOR.LXMID.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.36

-0.55

+4.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

-0.16

+0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

-0.04

+0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

-0.05

+0.42

Correlation

The correlation between HKOR.L and XMID.L is 0.42, 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

HKOR.L vs. XMID.L - Dividend Comparison

HKOR.L's dividend yield for the trailing twelve months is around 0.55%, while XMID.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
HKOR.L
HSBC MSCI Korea Capped UCITS ETF USD		0.55%0.69%1.51%1.11%0.71%0.59%0.02%0.29%0.53%0.11%0.13%0.57%
XMID.L
Xtrackers MSCI Indonesia Swap 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%0.00%

Drawdowns

HKOR.L vs. XMID.L - Drawdown Comparison

The maximum HKOR.L drawdown since its inception was -44.41%, smaller than the maximum XMID.L drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for HKOR.L and XMID.L.

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Drawdown Indicators

HKOR.LXMID.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.41%

-49.56%

+5.15%

Max Drawdown (1Y)

Largest decline over 1 year

-21.26%

-25.21%

+3.95%

Max Drawdown (5Y)

Largest decline over 5 years

-41.66%

-45.65%

+3.99%

Max Drawdown (10Y)

Largest decline over 10 years

-44.41%

-48.17%

+3.76%

Current Drawdown

Current decline from peak

-14.37%

-43.53%

+29.16%

Average Drawdown

Average peak-to-trough decline

-15.87%

-17.64%

+1.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.59%

8.81%

-3.22%

Volatility

HKOR.L vs. XMID.L - Volatility Comparison

HSBC MSCI Korea Capped UCITS ETF USD (HKOR.L) has a higher volatility of 15.65% compared to Xtrackers MSCI Indonesia Swap UCITS ETF 1C (XMID.L) at 8.25%. This indicates that HKOR.L's price experiences larger fluctuations and is considered to be riskier than XMID.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

HKOR.LXMID.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.65%

8.25%

+7.40%

Volatility (6M)

Calculated over the trailing 6-month period

26.66%

19.04%

+7.62%

Volatility (1Y)

Calculated over the trailing 1-year period

31.18%

23.85%

+7.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.29%

19.68%

+3.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.16%

23.13%

+0.03%