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HMCH.L vs. BYDDY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HMCH.L vs. BYDDY - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HSBC MSCI China UCITS ETF (HMCH.L) and BYD Company Limited ADR (BYDDY). The values are adjusted to include any dividend payments, if applicable.

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HMCH.L vs. BYDDY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

HMCH.L vs. BYDDY — Risk / Return Rank

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

HMCH.L
HMCH.L Risk / Return Rank: 1414
Overall Rank
HMCH.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
HMCH.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
HMCH.L Omega Ratio Rank: 1313
Omega Ratio Rank
HMCH.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
HMCH.L Martin Ratio Rank: 1515
Martin Ratio Rank

BYDDY
BYDDY Risk / Return Rank: 2424
Overall Rank
BYDDY Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
BYDDY Sortino Ratio Rank: 2121
Sortino Ratio Rank
BYDDY Omega Ratio Rank: 2222
Omega Ratio Rank
BYDDY Calmar Ratio Rank: 2525
Calmar Ratio Rank
BYDDY Martin Ratio Rank: 2929
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.

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.LBYDDYDifference

Sharpe ratio

Return per unit of total volatility

0.10

-0.48

+0.58

Sortino ratio

Return per unit of downside risk

0.27

-0.47

+0.74

Omega ratio

Gain probability vs. loss probability

1.03

0.95

+0.09

Calmar ratio

Return relative to maximum drawdown

0.21

-0.52

+0.73

Martin ratio

Return relative to average drawdown

0.53

-0.79

+1.31

HMCH.L vs. BYDDY - Sharpe Ratio Comparison

The current HMCH.L Sharpe Ratio is 0.10, which is higher than the BYDDY Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of HMCH.L and BYDDY, 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


HMCH.LBYDDYDifference

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.


TTM20252024202320222021202020192018201720162015
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.LBYDDYDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-31.69%

-31.80%

+0.11%

Average Drawdown

Average peak-to-trough decline

-20.13%

-64.07%

+43.94%

Ulcer Index

Depth 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.LBYDDYDifference

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%