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HMAF.L vs. CP9G.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HMAF.L vs. CP9G.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 USD (HMAF.L) and Amundi MSCI Pacific ex Japan UCITS DR (CP9G.L). The values are adjusted to include any dividend payments, if applicable.

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HMAF.L vs. CP9G.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HMAF.L
HSBC MSCI AC Far East ex Japan UCITS ETF USD
8.96%31.76%13.79%-3.80%-12.60%-7.57%21.71%13.88%-10.05%29.41%
CP9G.L
Amundi MSCI Pacific ex Japan UCITS DR
3.67%5.89%0.85%-0.56%-1.42%6.76%0.48%13.35%-5.17%14.63%
Different Trading Currencies

HMAF.L is traded in GBP, while CP9G.L is traded in GBp. To make them comparable, the CP9G.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, HMAF.L achieves a 8.96% return, which is significantly higher than CP9G.L's 3.67% return. Over the past 10 years, HMAF.L has outperformed CP9G.L with an annualized return of 9.46%, while CP9G.L has yielded a comparatively lower 5.87% annualized return.


HMAF.L

1D
3.70%
1M
-5.75%
YTD
8.96%
6M
12.66%
1Y
40.00%
3Y*
14.91%
5Y*
4.26%
10Y*
9.46%

CP9G.L

1D
1.92%
1M
-4.09%
YTD
3.67%
6M
2.76%
1Y
10.94%
3Y*
3.21%
5Y*
2.86%
10Y*
5.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HMAF.L vs. CP9G.L - Expense Ratio Comparison

HMAF.L has a 0.45% expense ratio, which is higher than CP9G.L's 0.35% expense ratio.


Return for Risk

HMAF.L vs. CP9G.L — Risk / Return Rank

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

HMAF.L
HMAF.L Risk / Return Rank: 9090
Overall Rank
HMAF.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
HMAF.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
HMAF.L Omega Ratio Rank: 8989
Omega Ratio Rank
HMAF.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
HMAF.L Martin Ratio Rank: 8888
Martin Ratio Rank

CP9G.L
CP9G.L Risk / Return Rank: 3838
Overall Rank
CP9G.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CP9G.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
CP9G.L Omega Ratio Rank: 3434
Omega Ratio Rank
CP9G.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
CP9G.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.

HMAF.L vs. CP9G.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 USD (HMAF.L) and Amundi MSCI Pacific ex Japan UCITS DR (CP9G.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.


HMAF.LCP9G.LDifference

Sharpe ratio

Return per unit of total volatility

2.09

0.75

+1.34

Sortino ratio

Return per unit of downside risk

2.67

1.09

+1.58

Omega ratio

Gain probability vs. loss probability

1.39

1.15

+0.23

Calmar ratio

Return relative to maximum drawdown

3.85

1.32

+2.53

Martin ratio

Return relative to average drawdown

12.13

4.04

+8.10

HMAF.L vs. CP9G.L - Sharpe Ratio Comparison

The current HMAF.L Sharpe Ratio is 2.09, which is higher than the CP9G.L Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of HMAF.L and CP9G.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


HMAF.LCP9G.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

0.75

+1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.21

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.38

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.41

+0.03

Correlation

The correlation between HMAF.L and CP9G.L is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HMAF.L vs. CP9G.L - Dividend Comparison

Neither HMAF.L nor CP9G.L has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
HMAF.L
HSBC MSCI AC Far East ex Japan UCITS ETF USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.59%
CP9G.L
Amundi MSCI Pacific ex Japan UCITS DR
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

HMAF.L vs. CP9G.L - Drawdown Comparison

The maximum HMAF.L drawdown since its inception was -39.58%, which is greater than CP9G.L's maximum drawdown of -32.32%. Use the drawdown chart below to compare losses from any high point for HMAF.L and CP9G.L.


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Drawdown Indicators


HMAF.LCP9G.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.58%

-32.32%

-7.26%

Max Drawdown (1Y)

Largest decline over 1 year

-13.42%

-8.72%

-4.70%

Max Drawdown (5Y)

Largest decline over 5 years

-34.56%

-18.14%

-16.42%

Max Drawdown (10Y)

Largest decline over 10 years

-39.58%

-32.32%

-7.26%

Current Drawdown

Current decline from peak

-7.31%

-4.43%

-2.88%

Average Drawdown

Average peak-to-trough decline

-12.69%

-6.09%

-6.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

2.70%

+0.67%

Volatility

HMAF.L vs. CP9G.L - Volatility Comparison

HSBC MSCI AC Far East ex Japan UCITS ETF USD (HMAF.L) has a higher volatility of 7.52% compared to Amundi MSCI Pacific ex Japan UCITS DR (CP9G.L) at 6.38%. This indicates that HMAF.L's price experiences larger fluctuations and is considered to be riskier than CP9G.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HMAF.LCP9G.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.52%

6.38%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

9.87%

+3.87%

Volatility (1Y)

Calculated over the trailing 1-year period

19.12%

14.65%

+4.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.58%

13.86%

+4.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.74%

15.72%

+3.02%