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HMAF.L vs. VWCG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HMAF.L vs. VWCG.DE - 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 Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HMAF.L is traded in GBP, while VWCG.DE is traded in EUR. To make them comparable, the VWCG.DE 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 36.25% return, which is significantly higher than VWCG.DE's 6.50% return.


HMAF.L

1D
-2.32%
1M
8.81%
YTD
36.25%
6M
39.16%
1Y
73.09%
3Y*
25.41%
5Y*
9.34%
10Y*
12.09%

VWCG.DE

1D
0.70%
1M
3.37%
YTD
6.50%
6M
8.83%
1Y
19.52%
3Y*
14.26%
5Y*
10.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HMAF.L vs. VWCG.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HMAF.L
HSBC MSCI AC Far East ex Japan UCITS ETF USD
36.25%31.76%13.79%-3.80%-12.60%-7.57%21.71%4.03%
VWCG.DE
Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating
6.50%26.72%4.20%13.76%-4.76%15.94%2.91%4.15%

Correlation

The correlation between HMAF.L and VWCG.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.48

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

0.48

Correlation (All Time)
Calculated using the full available price history since Aug 5, 2019

0.52

The correlation between HMAF.L and VWCG.DE has been stable across timeframes, ranging from 0.46 to 0.52 - a consistent structural relationship.

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Return for Risk

HMAF.L vs. VWCG.DE — 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: 9494
Overall Rank
HMAF.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
HMAF.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
HMAF.L Omega Ratio Rank: 9494
Omega Ratio Rank
HMAF.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
HMAF.L Martin Ratio Rank: 9292
Martin Ratio Rank

VWCG.DE
VWCG.DE Risk / Return Rank: 3737
Overall Rank
VWCG.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VWCG.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
VWCG.DE Omega Ratio Rank: 3636
Omega Ratio Rank
VWCG.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
VWCG.DE Martin Ratio Rank: 4141
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. VWCG.DE - 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 Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE). 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.LVWCG.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.29

Sortino ratioReturn per unit of downside risk

+2.52

Omega ratioGain probability vs. loss probability

1.67

1.29

+0.39

Calmar ratioReturn relative to maximum drawdown

6.85

1.85

+5.00

Martin ratioReturn relative to average drawdown

22.75

6.74

+16.01

HMAF.L vs. VWCG.DE - Sharpe Ratio Comparison

The current HMAF.L Sharpe Ratio is 3.84, which is higher than the VWCG.DE Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of HMAF.L and VWCG.DE, 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


HMAF.LVWCG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.84

1.55

+2.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.71

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.61

-0.07

Drawdowns

HMAF.L vs. VWCG.DE - Drawdown Comparison

The maximum HMAF.L drawdown since its inception was -39.58%, which is greater than VWCG.DE's maximum drawdown of -28.16%. Use the drawdown chart below to compare losses from any high point for HMAF.L and VWCG.DE.


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Drawdown Indicators


HMAF.LVWCG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.58%

-28.16%

-11.42%

Max Drawdown (1Y)

Largest decline over 1 year

-10.62%

-10.53%

-0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-19.52%

-13.75%

-5.77%

Max Drawdown (5Y)

Largest decline over 5 years

-34.30%

-16.26%

-18.04%

Max Drawdown (10Y)

Largest decline over 10 years

-39.58%

Current Drawdown

Current decline from peak

-3.05%

-1.16%

-1.89%

Average Drawdown

Average peak-to-trough decline

-12.55%

-4.12%

-8.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

2.89%

+0.31%

Volatility

HMAF.L vs. VWCG.DE - Volatility Comparison

HSBC MSCI AC Far East ex Japan UCITS ETF USD (HMAF.L) has a higher volatility of 8.65% compared to Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) at 4.09%. This indicates that HMAF.L's price experiences larger fluctuations and is considered to be riskier than VWCG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HMAF.LVWCG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.65%

4.09%

+4.56%

Volatility (6M)

Calculated over the trailing 6-month period

15.96%

10.56%

+5.40%

Volatility (1Y)

Calculated over the trailing 1-year period

18.95%

12.54%

+6.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.03%

14.17%

+4.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.99%

16.56%

+2.43%

HMAF.L vs. VWCG.DE - Expense Ratio Comparison

HMAF.L has a 0.45% expense ratio, which is higher than VWCG.DE's 0.10% expense ratio.


Dividends

HMAF.L vs. VWCG.DE - Dividend Comparison

Neither HMAF.L nor VWCG.DE has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
VWCG.DE
Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HMAF.L and VWCG.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VWCG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VWCG.DE is cheaper with a 0.10% expense ratio, compared with 0.45% for HMAF.L.

HMAF.L is categorized as Asia Pacific Equities, while VWCG.DE is Europe Equities. HMAF.L tracks MSCI AC Asia Ex Japan NR USD, while VWCG.DE tracks FTSE Developed Europe. They also come from different issuers: HSBC and Vanguard. Their fees differ too: 0.45% for HMAF.L and 0.10% for VWCG.DE.

Portfolio Optimizer

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