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HMCD.L vs. CEBG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HMCD.L vs. CEBG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HSBC MSCI China UCITS ETF (HMCD.L) and VanEck New China ESG UCITS ETF A (CEBG.L). The values are adjusted to include any dividend payments, if applicable.

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HMCD.L vs. CEBG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HMCD.L
HSBC MSCI China UCITS ETF
-6.72%31.58%18.68%-11.51%-22.53%-5.01%
CEBG.L
VanEck New China ESG UCITS ETF A
-3.82%24.16%-0.43%-9.73%-28.08%7.83%
Different Trading Currencies

HMCD.L is traded in USD, while CEBG.L is traded in GBP. To make them comparable, the CEBG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HMCD.L achieves a -6.72% return, which is significantly lower than CEBG.L's -3.82% return.


HMCD.L

1D
1.60%
1M
-3.47%
YTD
-6.72%
6M
-13.90%
1Y
5.22%
3Y*
7.01%
5Y*
-5.19%
10Y*
5.01%

CEBG.L

1D
1.70%
1M
-4.32%
YTD
-3.82%
6M
-10.44%
1Y
11.09%
3Y*
-0.39%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HMCD.L vs. CEBG.L - Expense Ratio Comparison

HMCD.L has a 0.30% expense ratio, which is lower than CEBG.L's 0.60% expense ratio.


Return for Risk

HMCD.L vs. CEBG.L — Risk / Return Rank

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

HMCD.L
HMCD.L Risk / Return Rank: 1818
Overall Rank
HMCD.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
HMCD.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
HMCD.L Omega Ratio Rank: 1717
Omega Ratio Rank
HMCD.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
HMCD.L Martin Ratio Rank: 1818
Martin Ratio Rank

CEBG.L
CEBG.L Risk / Return Rank: 2323
Overall Rank
CEBG.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
CEBG.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
CEBG.L Omega Ratio Rank: 2121
Omega Ratio Rank
CEBG.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
CEBG.L Martin Ratio Rank: 2222
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.

HMCD.L vs. CEBG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI China UCITS ETF (HMCD.L) and VanEck New China ESG UCITS ETF A (CEBG.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.


HMCD.LCEBG.LDifference

Sharpe ratio

Return per unit of total volatility

0.23

0.56

-0.32

Sortino ratio

Return per unit of downside risk

0.47

0.82

-0.35

Omega ratio

Gain probability vs. loss probability

1.06

1.11

-0.05

Calmar ratio

Return relative to maximum drawdown

0.36

0.77

-0.41

Martin ratio

Return relative to average drawdown

0.93

2.14

-1.22

HMCD.L vs. CEBG.L - Sharpe Ratio Comparison

The current HMCD.L Sharpe Ratio is 0.23, which is lower than the CEBG.L Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of HMCD.L and CEBG.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


HMCD.LCEBG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

0.56

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

-0.15

+0.27

Correlation

The correlation between HMCD.L and CEBG.L is 0.76, 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

HMCD.L vs. CEBG.L - Dividend Comparison

HMCD.L's dividend yield for the trailing twelve months is around 2.14%, while CEBG.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
HMCD.L
HSBC MSCI China UCITS ETF
2.14%2.25%2.20%2.08%1.95%1.31%0.86%1.59%1.46%0.75%2.07%2.95%
CEBG.L
VanEck New China ESG UCITS ETF A
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

HMCD.L vs. CEBG.L - Drawdown Comparison

The maximum HMCD.L drawdown since its inception was -62.46%, which is greater than CEBG.L's maximum drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for HMCD.L and CEBG.L.


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Drawdown Indicators


HMCD.LCEBG.LDifference

Max Drawdown

Largest peak-to-trough decline

-62.46%

-46.41%

-16.05%

Max Drawdown (1Y)

Largest decline over 1 year

-16.95%

-13.28%

-3.67%

Max Drawdown (5Y)

Largest decline over 5 years

-56.34%

Max Drawdown (10Y)

Largest decline over 10 years

-62.46%

Current Drawdown

Current decline from peak

-34.66%

-23.36%

-11.30%

Average Drawdown

Average peak-to-trough decline

-24.20%

-24.50%

+0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.52%

4.76%

+1.76%

Volatility

HMCD.L vs. CEBG.L - Volatility Comparison

HSBC MSCI China UCITS ETF (HMCD.L) has a higher volatility of 6.69% compared to VanEck New China ESG UCITS ETF A (CEBG.L) at 5.69%. This indicates that HMCD.L's price experiences larger fluctuations and is considered to be riskier than CEBG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HMCD.LCEBG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.69%

5.69%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

14.05%

12.00%

+2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

22.24%

19.85%

+2.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.07%

26.14%

+2.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.09%

26.14%

-0.05%