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HMAD.L vs. IPXJ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HMAD.L vs. IPXJ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HSBC MSCI AC FAR EAST ex JAPAN UCITS ETF (HMAD.L) and iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist) (IPXJ.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, HMAD.L achieves a 26.73% return, which is significantly higher than IPXJ.L's 10.20% return. Over the past 10 years, HMAD.L has outperformed IPXJ.L with an annualized return of 9.94%, while IPXJ.L has yielded a comparatively lower 7.06% annualized return.


HMAD.L

1D
-1.11%
1M
-8.23%
6M
19.23%
YTD
26.73%
1Y
48.95%
3Y*
24.40%
5Y*
7.36%
10Y*
9.94%

IPXJ.L

1D
-0.55%
1M
1.44%
6M
8.32%
YTD
10.20%
1Y
15.90%
3Y*
12.30%
5Y*
5.56%
10Y*
7.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HMAD.L vs. IPXJ.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HMAD.L
HSBC MSCI AC FAR EAST ex JAPAN UCITS ETF
26.73%41.42%11.84%1.71%-21.78%-8.81%26.05%17.57%-14.95%42.10%
IPXJ.L
iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist)
10.20%19.91%4.45%5.64%-6.26%3.62%6.65%17.59%-10.82%25.42%

Correlation

The correlation between HMAD.L and IPXJ.L is 0.65, 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

0.65

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

0.74

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

0.76

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

0.76

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2013

0.77

The correlation between HMAD.L and IPXJ.L shifts across timeframes, from 0.65 (1 year) to 0.77 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HMAD.L vs. IPXJ.L — Risk / Return Rank

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

HMAD.L
HMAD.L Risk / Return Rank: 7777
Overall Rank
HMAD.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
HMAD.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
HMAD.L Omega Ratio Rank: 7575
Omega Ratio Rank
HMAD.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
HMAD.L Martin Ratio Rank: 7575
Martin Ratio Rank

IPXJ.L
IPXJ.L Risk / Return Rank: 3939
Overall Rank
IPXJ.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IPXJ.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
IPXJ.L Omega Ratio Rank: 3535
Omega Ratio Rank
IPXJ.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
IPXJ.L Martin Ratio Rank: 3939
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.

HMAD.L vs. IPXJ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI AC FAR EAST ex JAPAN UCITS ETF (HMAD.L) and iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist) (IPXJ.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.


HMAD.LIPXJ.LDifference
Sharpe ratioReturn per unit of total volatility

+0.85

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.35

1.20

+0.15

Calmar ratioReturn relative to maximum drawdown

3.78

1.81

+1.97

Martin ratioReturn relative to average drawdown

11.13

4.92

+6.20

HMAD.L vs. IPXJ.L - Sharpe Ratio Comparison

The current HMAD.L Sharpe Ratio is 1.97, which is higher than the IPXJ.L Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of HMAD.L and IPXJ.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

HMAD.L vs. IPXJ.L - Drawdown Comparison

The maximum HMAD.L drawdown since its inception was -50.05%, which is greater than IPXJ.L's maximum drawdown of -38.93%. Use the drawdown chart below to compare losses from any high point for HMAD.L and IPXJ.L.


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Drawdown Indicators


HMAD.LIPXJ.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.05%

-38.93%

-11.12%

Max Drawdown (1Y)

Largest decline over 1 year

-12.83%

-8.53%

-4.30%

Max Drawdown (3Y)

Largest decline over 3 years

-19.56%

-18.67%

-0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-43.66%

-24.44%

-19.22%

Max Drawdown (10Y)

Largest decline over 10 years

-50.05%

-38.93%

-11.12%

Current Drawdown

Current decline from peak

-10.65%

-1.69%

-8.96%

Average Drawdown

Average peak-to-trough decline

-16.49%

-8.62%

-7.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.37%

3.15%

+1.22%

Volatility

HMAD.L vs. IPXJ.L - Volatility Comparison

HSBC MSCI AC FAR EAST ex JAPAN UCITS ETF (HMAD.L) has a higher volatility of 10.83% compared to iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist) (IPXJ.L) at 3.37%. This indicates that HMAD.L's price experiences larger fluctuations and is considered to be riskier than IPXJ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HMAD.LIPXJ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.83%

3.37%

+7.46%

Volatility (6M)

Calculated over the trailing 6-month period

21.87%

11.42%

+10.45%

Volatility (1Y)

Calculated over the trailing 1-year period

24.64%

13.84%

+10.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.14%

17.21%

+4.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.71%

17.71%

+3.00%

HMAD.L vs. IPXJ.L - Expense Ratio Comparison

HMAD.L has a 0.45% expense ratio, which is lower than IPXJ.L's 0.60% expense ratio.


Dividends

HMAD.L vs. IPXJ.L - Dividend Comparison

HMAD.L has not paid dividends to shareholders, while IPXJ.L's dividend yield for the trailing twelve months is around 3.56%.


PositionTTM20252024202320222021202020192018201720162015
HMAD.L
HSBC MSCI AC FAR EAST ex JAPAN UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IPXJ.L
iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist)
3.56%2.88%3.49%3.50%3.76%2.92%2.45%3.58%3.92%3.19%3.48%3.44%

Frequently Asked Questions


HMAD.L and IPXJ.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HMAD.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HMAD.L is cheaper with a 0.45% expense ratio, compared with 0.60% for IPXJ.L.

HMAD.L tracks HSBC MSCI AC FAR EAST ex JAPAN UCITS ETF, while IPXJ.L tracks iShares MSCI Pacific ex-Japan UCITS ETF USD (Dist). They also come from different issuers: HSBC and iShares. Their fees differ too: 0.45% for HMAD.L and 0.60% for IPXJ.L.

Portfolio Optimizer

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