HMUD.L vs. AAPL
Compare and contrast key facts about HSBC MSCI USA UCITS ETF (HMUD.L) and Apple Inc (AAPL).
HMUD.L is a passively managed fund by HSBC that tracks the performance of the Russell 1000 TR USD. It was launched on Jun 1, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HMUD.L or AAPL.
Key characteristics
| HMUD.L | AAPL | |
|---|---|---|
| YTD Return | 26.77% | 17.50% |
| 1Y Return | 35.03% | 20.69% |
| 3Y Return (Ann) | 26.68% | 15.16% |
| 5Y Return (Ann) | 43.26% | 28.54% |
| 10Y Return (Ann) | 26.44% | 24.42% |
| Sharpe Ratio | 1.81 | 1.00 |
| Sortino Ratio | 2.29 | 1.56 |
| Omega Ratio | 1.35 | 1.19 |
| Calmar Ratio | 1.88 | 1.35 |
| Martin Ratio | 5.69 | 3.17 |
| Ulcer Index | 8.31% | 7.07% |
| Daily Std Dev | 18.08% | 22.46% |
| Max Drawdown | -29.48% | -81.80% |
| Current Drawdown | -0.15% | -4.70% |
Correlation
The correlation between HMUD.L and AAPL is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
HMUD.L vs. AAPL - Performance Comparison
In the year-to-date period, HMUD.L achieves a 26.77% return, which is significantly higher than AAPL's 17.50% return. Over the past 10 years, HMUD.L has outperformed AAPL with an annualized return of 26.44%, while AAPL has yielded a comparatively lower 24.42% annualized 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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Risk-Adjusted Performance
HMUD.L vs. AAPL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI USA UCITS ETF (HMUD.L) and Apple Inc (AAPL). 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
HMUD.L vs. AAPL - Dividend Comparison
HMUD.L's dividend yield for the trailing twelve months is around 0.81%, more than AAPL's 0.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HMUD.L HSBC MSCI USA UCITS ETF | 0.81% | 0.98% | 1.07% | 0.78% | 1.11% | 1.23% | 1.47% | 1.24% | 1.43% | 1.42% | 1.25% | 1.36% |
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Drawdowns
HMUD.L vs. AAPL - Drawdown Comparison
The maximum HMUD.L drawdown since its inception was -29.48%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for HMUD.L and AAPL. For additional features, visit the drawdowns tool.
Volatility
HMUD.L vs. AAPL - Volatility Comparison
The current volatility for HSBC MSCI USA UCITS ETF (HMUD.L) is 3.74%, while Apple Inc (AAPL) has a volatility of 4.82%. This indicates that HMUD.L experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.