HMUD.L vs. VUSA.AS
Compare and contrast key facts about HSBC MSCI USA UCITS ETF (HMUD.L) and Vanguard S&P 500 UCITS ETF (VUSA.AS).
HMUD.L and VUSA.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012. Both HMUD.L and VUSA.AS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HMUD.L or VUSA.AS.
Key characteristics
| HMUD.L | VUSA.AS | |
|---|---|---|
| YTD Return | 24.41% | 28.95% |
| 1Y Return | 36.32% | 35.74% |
| 3Y Return (Ann) | 27.42% | 11.69% |
| 5Y Return (Ann) | 42.43% | 15.70% |
| 10Y Return (Ann) | 26.05% | 14.33% |
| Sharpe Ratio | 1.56 | 3.00 |
| Sortino Ratio | 2.03 | 4.05 |
| Omega Ratio | 1.30 | 1.62 |
| Calmar Ratio | 1.62 | 4.30 |
| Martin Ratio | 4.92 | 19.21 |
| Ulcer Index | 8.31% | 1.86% |
| Daily Std Dev | 18.18% | 11.85% |
| Max Drawdown | -29.48% | -33.64% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between HMUD.L and VUSA.AS is 0.52, 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.
Performance
HMUD.L vs. VUSA.AS - Performance Comparison
In the year-to-date period, HMUD.L achieves a 24.41% return, which is significantly lower than VUSA.AS's 28.95% return. Over the past 10 years, HMUD.L has outperformed VUSA.AS with an annualized return of 26.05%, while VUSA.AS has yielded a comparatively lower 14.33% 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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HMUD.L vs. VUSA.AS - Expense Ratio Comparison
HMUD.L has a 0.30% expense ratio, which is higher than VUSA.AS's 0.07% expense ratio.
Risk-Adjusted Performance
HMUD.L vs. VUSA.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI USA UCITS ETF (HMUD.L) and Vanguard S&P 500 UCITS ETF (VUSA.AS). 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. VUSA.AS - Dividend Comparison
HMUD.L's dividend yield for the trailing twelve months is around 0.83%, less than VUSA.AS's 0.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HMUD.L HSBC MSCI USA UCITS ETF | 0.83% | 0.98% | 1.07% | 0.78% | 1.11% | 1.23% | 1.47% | 1.24% | 1.43% | 1.42% | 1.25% | 1.36% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 0.99% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% | 1.19% |
Drawdowns
HMUD.L vs. VUSA.AS - Drawdown Comparison
The maximum HMUD.L drawdown since its inception was -29.48%, smaller than the maximum VUSA.AS drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for HMUD.L and VUSA.AS. For additional features, visit the drawdowns tool.
Volatility
HMUD.L vs. VUSA.AS - Volatility Comparison
HSBC MSCI USA UCITS ETF (HMUD.L) has a higher volatility of 3.63% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 3.38%. This indicates that HMUD.L's price experiences larger fluctuations and is considered to be riskier than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.