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HMUD.L vs. HMEF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HMUD.L vs. HMEF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HSBC MSCI USA UCITS ETF (HMUD.L) and HSBC MSCI Emerging Markets UCITS ETF USD (HMEF.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HMUD.L is traded in USD, while HMEF.L is traded in GBp. To make them comparable, the HMEF.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HMUD.L achieves a 8.09% return, which is significantly lower than HMEF.L's 27.33% return. Over the past 10 years, HMUD.L has outperformed HMEF.L with an annualized return of 14.60%, while HMEF.L has yielded a comparatively lower 8.04% annualized return.


HMUD.L

1D
0.04%
1M
3.54%
YTD
8.09%
6M
9.05%
1Y
22.04%
3Y*
20.31%
5Y*
12.09%
10Y*
14.60%

HMEF.L

1D
-1.18%
1M
9.42%
YTD
27.33%
6M
30.42%
1Y
54.16%
3Y*
21.38%
5Y*
4.96%
10Y*
8.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HMUD.L vs. HMEF.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HMUD.L
HSBC MSCI USA UCITS ETF
8.09%13.89%25.06%27.46%-20.22%27.36%20.72%30.48%-5.72%21.56%
HMEF.L
HSBC MSCI Emerging Markets UCITS ETF USD
27.33%31.08%4.66%5.11%-21.94%-4.97%16.13%14.77%-16.44%35.32%

Correlation

The correlation between HMUD.L and HMEF.L is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.63

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (10Y)
Calculated over the trailing 10-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2011

0.61

The correlation between HMUD.L and HMEF.L has been stable across timeframes, ranging from 0.58 to 0.63 - a consistent structural relationship.

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Return for Risk

HMUD.L vs. HMEF.L — Risk / Return Rank

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

HMUD.L
HMUD.L Risk / Return Rank: 5959
Overall Rank
HMUD.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
HMUD.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
HMUD.L Omega Ratio Rank: 5858
Omega Ratio Rank
HMUD.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
HMUD.L Martin Ratio Rank: 6464
Martin Ratio Rank

HMEF.L
HMEF.L Risk / Return Rank: 8888
Overall Rank
HMEF.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
HMEF.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
HMEF.L Omega Ratio Rank: 9191
Omega Ratio Rank
HMEF.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
HMEF.L Martin Ratio Rank: 8484
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.

HMUD.L vs. HMEF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI USA UCITS ETF (HMUD.L) and HSBC MSCI Emerging Markets UCITS ETF USD (HMEF.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.


HMUD.LHMEF.LDifference
Sharpe ratioReturn per unit of total volatility

-0.89

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.36

1.51

-0.15

Calmar ratioReturn relative to maximum drawdown

2.65

4.12

-1.47

Martin ratioReturn relative to average drawdown

11.71

14.89

-3.18

HMUD.L vs. HMEF.L - Sharpe Ratio Comparison

The current HMUD.L Sharpe Ratio is 1.96, which is lower than the HMEF.L Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of HMUD.L and HMEF.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HMUD.LHMEF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

2.85

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.27

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

0.41

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.20

+0.69

Drawdowns

HMUD.L vs. HMEF.L - Drawdown Comparison

The maximum HMUD.L drawdown since its inception was -34.30%, smaller than the maximum HMEF.L drawdown of -42.58%. Use the drawdown chart below to compare losses from any high point for HMUD.L and HMEF.L.


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Drawdown Indicators


HMUD.LHMEF.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.30%

-42.58%

+8.28%

Max Drawdown (1Y)

Largest decline over 1 year

-8.29%

-13.08%

+4.79%

Max Drawdown (3Y)

Largest decline over 3 years

-19.47%

-17.13%

-2.34%

Max Drawdown (5Y)

Largest decline over 5 years

-25.47%

-39.72%

+14.25%

Max Drawdown (10Y)

Largest decline over 10 years

-34.30%

-42.58%

+8.28%

Current Drawdown

Current decline from peak

-0.14%

-1.18%

+1.04%

Average Drawdown

Average peak-to-trough decline

-4.05%

-16.39%

+12.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

3.63%

-1.75%

Volatility

HMUD.L vs. HMEF.L - Volatility Comparison

The current volatility for HSBC MSCI USA UCITS ETF (HMUD.L) is 2.80%, while HSBC MSCI Emerging Markets UCITS ETF USD (HMEF.L) has a volatility of 8.08%. This indicates that HMUD.L experiences smaller price fluctuations and is considered to be less risky than HMEF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HMUD.LHMEF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.80%

8.08%

-5.28%

Volatility (6M)

Calculated over the trailing 6-month period

8.21%

16.22%

-8.01%

Volatility (1Y)

Calculated over the trailing 1-year period

11.23%

18.91%

-7.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.11%

18.65%

-2.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.36%

19.40%

-3.04%

HMUD.L vs. HMEF.L - Expense Ratio Comparison

HMUD.L has a 0.30% expense ratio, which is higher than HMEF.L's 0.15% expense ratio.


Dividends

HMUD.L vs. HMEF.L - Dividend Comparison

HMUD.L's dividend yield for the trailing twelve months is around 0.92%, more than HMEF.L's 0.02% yield.


PositionTTM20252024202320222021202020192018201720162015
HMEF.L
HSBC MSCI Emerging Markets UCITS ETF USD
0.02%0.02%0.02%0.03%0.03%0.02%0.02%0.02%0.02%0.02%0.02%0.02%
HMUD.L
HSBC MSCI USA UCITS ETF
0.92%0.95%0.82%0.97%1.07%0.78%1.11%1.22%1.45%1.24%1.43%1.43%

Frequently Asked Questions


HMUD.L and HMEF.L have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HMEF.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HMEF.L is cheaper with a 0.15% expense ratio, compared with 0.30% for HMUD.L.

HMUD.L is categorized as Large Cap Blend Equities, while HMEF.L is Emerging Markets Equities. HMUD.L tracks Russell 1000 TR USD, while HMEF.L tracks MSCI EM NR USD. Their fees differ too: 0.30% for HMUD.L and 0.15% for HMEF.L.

Portfolio Optimizer

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