HMCH.L vs. BYDDY
Compare and contrast key facts about HSBC MSCI China UCITS ETF (HMCH.L) and BYD Company Limited ADR (BYDDY).
HMCH.L is a passively managed fund by HSBC that tracks the performance of the MSCI China NR USD. It was launched on Jan 26, 2011.
Performance
HMCH.L vs. BYDDY - Performance Comparison
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HMCH.L vs. BYDDY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HMCH.L HSBC MSCI China UCITS ETF | -5.90% | 22.87% | 20.73% | -16.33% | -13.40% | -21.06% | 24.96% | 17.80% | -14.28% | 40.24% |
BYDDY BYD Company Limited ADR | 11.81% | 0.28% | 26.99% | 7.41% | -18.51% | 29.24% | 417.30% | -24.05% | -23.42% | 54.47% |
Different Trading Currencies
HMCH.L is traded in GBp, while BYDDY is traded in USD. To make them comparable, the BYDDY values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, HMCH.L achieves a -5.90% return, which is significantly lower than BYDDY's 11.81% return. Over the past 10 years, HMCH.L has underperformed BYDDY with an annualized return of 5.66%, while BYDDY has yielded a comparatively higher 23.35% annualized return.
HMCH.L
- 1D
- 0.87%
- 1M
- -2.97%
- YTD
- -5.90%
- 6M
- -12.81%
- 1Y
- 2.07%
- 3Y*
- 4.47%
- 5Y*
- -4.45%
- 10Y*
- 5.66%
BYDDY
- 1D
- -2.50%
- 1M
- 6.41%
- YTD
- 11.81%
- 6M
- -4.28%
- 1Y
- -20.29%
- 3Y*
- 9.20%
- 5Y*
- 13.72%
- 10Y*
- 23.35%
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Return for Risk
HMCH.L vs. BYDDY — Risk / Return Rank
HMCH.L
BYDDY
HMCH.L vs. BYDDY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI China UCITS ETF (HMCH.L) and BYD Company Limited ADR (BYDDY). 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.
| HMCH.L | BYDDY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.10 | -0.48 | +0.58 |
Sortino ratioReturn per unit of downside risk | 0.27 | -0.47 | +0.74 |
Omega ratioGain probability vs. loss probability | 1.03 | 0.95 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.21 | -0.52 | +0.73 |
Martin ratioReturn relative to average drawdown | 0.53 | -0.79 | +1.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HMCH.L | BYDDY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.10 | -0.48 | +0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | 0.30 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.50 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.20 | -0.03 |
Correlation
The correlation between HMCH.L and BYDDY is 0.51, 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.
Dividends
HMCH.L vs. BYDDY - Dividend Comparison
HMCH.L's dividend yield for the trailing twelve months is around 2.12%, more than BYDDY's 1.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HMCH.L HSBC MSCI China UCITS ETF | 2.12% | 2.34% | 2.17% | 2.12% | 1.85% | 1.28% | 0.92% | 1.65% | 1.36% | 0.78% | 1.89% | 2.84% |
BYDDY BYD Company Limited ADR | 1.32% | 1.45% | 1.26% | 0.60% | 0.07% | 0.07% | 0.03% | 0.47% | 0.28% | 0.52% | 1.92% | 0.00% |
Drawdowns
HMCH.L vs. BYDDY - Drawdown Comparison
The maximum HMCH.L drawdown since its inception was -56.50%, smaller than the maximum BYDDY drawdown of -97.25%. Use the drawdown chart below to compare losses from any high point for HMCH.L and BYDDY.
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Drawdown Indicators
| HMCH.L | BYDDY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.50% | -97.38% | +40.88% |
Max Drawdown (1Y)Largest decline over 1 year | -16.03% | -42.29% | +26.26% |
Max Drawdown (5Y)Largest decline over 5 years | -49.66% | -48.16% | -1.50% |
Max Drawdown (10Y)Largest decline over 10 years | -56.50% | -58.18% | +1.68% |
Current DrawdownCurrent decline from peak | -31.69% | -31.80% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -20.13% | -64.07% | +43.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.38% | 28.38% | -22.00% |
Volatility
HMCH.L vs. BYDDY - Volatility Comparison
The current volatility for HSBC MSCI China UCITS ETF (HMCH.L) is 6.13%, while BYD Company Limited ADR (BYDDY) has a volatility of 15.05%. This indicates that HMCH.L experiences smaller price fluctuations and is considered to be less risky than BYDDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HMCH.L | BYDDY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.13% | 15.05% | -8.92% |
Volatility (6M)Calculated over the trailing 6-month period | 13.48% | 27.38% | -13.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.70% | 42.29% | -21.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.66% | 45.39% | -17.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.18% | 46.76% | -21.58% |