HMCA.L vs. SPX5.L
Compare and contrast key facts about HSBC MSCI CHINA A UCITS ETF (HMCA.L) and SPDR S&P 500 UCITS ETF (SPX5.L).
HMCA.L and SPX5.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HMCA.L is a passively managed fund by HSBC that tracks the performance of the MSCI China A Onshore NR CNY. It was launched on Jul 27, 2018. SPX5.L is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Mar 19, 2012. Both HMCA.L and SPX5.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HMCA.L or SPX5.L.
Key characteristics
| HMCA.L | SPX5.L | |
|---|---|---|
| YTD Return | 22.53% | 20.37% |
| 1Y Return | 17.16% | 32.71% |
| 3Y Return (Ann) | -2.54% | 11.53% |
| 5Y Return (Ann) | 30.40% | 15.15% |
| Sharpe Ratio | 0.56 | 3.03 |
| Sortino Ratio | 1.12 | 4.17 |
| Omega Ratio | 1.15 | 1.58 |
| Calmar Ratio | 0.46 | 5.14 |
| Martin Ratio | 1.92 | 20.75 |
| Ulcer Index | 8.22% | 1.58% |
| Daily Std Dev | 28.35% | 10.83% |
| Max Drawdown | -34.60% | -41.23% |
| Current Drawdown | -16.13% | -0.26% |
Correlation
The correlation between HMCA.L and SPX5.L is 0.41, 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.
Performance
HMCA.L vs. SPX5.L - Performance Comparison
In the year-to-date period, HMCA.L achieves a 22.53% return, which is significantly higher than SPX5.L's 20.37% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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HMCA.L vs. SPX5.L - Expense Ratio Comparison
HMCA.L has a 0.30% expense ratio, which is higher than SPX5.L's 0.09% expense ratio.
Risk-Adjusted Performance
HMCA.L vs. SPX5.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI CHINA A UCITS ETF (HMCA.L) and SPDR S&P 500 UCITS ETF (SPX5.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.
Dividends
HMCA.L vs. SPX5.L - Dividend Comparison
HMCA.L's dividend yield for the trailing twelve months is around 196.05%, more than SPX5.L's 82.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HMCA.L HSBC MSCI CHINA A UCITS ETF | 196.05% | 220.18% | 175.95% | 109.02% | 88.31% | 177.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPX5.L SPDR S&P 500 UCITS ETF | 82.01% | 120.99% | 138.50% | 97.80% | 140.46% | 147.87% | 170.82% | 157.18% | 149.13% | 168.09% | 142.74% | 156.08% |
Drawdowns
HMCA.L vs. SPX5.L - Drawdown Comparison
The maximum HMCA.L drawdown since its inception was -34.60%, smaller than the maximum SPX5.L drawdown of -41.23%. Use the drawdown chart below to compare losses from any high point for HMCA.L and SPX5.L. For additional features, visit the drawdowns tool.
Volatility
HMCA.L vs. SPX5.L - Volatility Comparison
HSBC MSCI CHINA A UCITS ETF (HMCA.L) has a higher volatility of 18.76% compared to SPDR S&P 500 UCITS ETF (SPX5.L) at 2.02%. This indicates that HMCA.L's price experiences larger fluctuations and is considered to be riskier than SPX5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.