HMUD.L vs. XMU.TO
Compare and contrast key facts about HSBC MSCI USA UCITS ETF (HMUD.L) and iShares MSCI Min Vol USA Index ETF (XMU.TO).
HMUD.L and XMU.TO 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. XMU.TO is a passively managed fund by iShares that tracks the performance of the MSCI USA Minimum Volatility Index. It was launched on Jul 24, 2012. Both HMUD.L and XMU.TO 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 XMU.TO.
Key characteristics
| HMUD.L | XMU.TO | |
|---|---|---|
| YTD Return | 26.77% | 26.93% |
| 1Y Return | 35.03% | 27.99% |
| 3Y Return (Ann) | 26.68% | 10.20% |
| 5Y Return (Ann) | 43.26% | 9.74% |
| 10Y Return (Ann) | 26.44% | 12.93% |
| Sharpe Ratio | 1.81 | 3.54 |
| Sortino Ratio | 2.29 | 5.69 |
| Omega Ratio | 1.35 | 1.73 |
| Calmar Ratio | 1.88 | 8.94 |
| Martin Ratio | 5.69 | 27.05 |
| Ulcer Index | 8.31% | 1.05% |
| Daily Std Dev | 18.08% | 8.02% |
| Max Drawdown | -29.48% | -27.31% |
| Current Drawdown | -0.15% | -0.19% |
Correlation
The correlation between HMUD.L and XMU.TO is 0.30, 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. XMU.TO - Performance Comparison
The year-to-date returns for both investments are quite close, with HMUD.L having a 26.77% return and XMU.TO slightly higher at 26.93%. Over the past 10 years, HMUD.L has outperformed XMU.TO with an annualized return of 26.44%, while XMU.TO has yielded a comparatively lower 12.93% 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. XMU.TO - Expense Ratio Comparison
HMUD.L has a 0.30% expense ratio, which is lower than XMU.TO's 0.33% expense ratio.
Risk-Adjusted Performance
HMUD.L vs. XMU.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI USA UCITS ETF (HMUD.L) and iShares MSCI Min Vol USA Index ETF (XMU.TO). 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. XMU.TO - Dividend Comparison
HMUD.L's dividend yield for the trailing twelve months is around 0.81%, less than XMU.TO's 1.13% 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% |
XMU.TO iShares MSCI Min Vol USA Index ETF | 1.13% | 1.41% | 1.17% | 1.06% | 1.68% | 1.44% | 1.48% | 1.59% | 1.83% | 1.43% | 4.96% | 1.30% |
Drawdowns
HMUD.L vs. XMU.TO - Drawdown Comparison
The maximum HMUD.L drawdown since its inception was -29.48%, which is greater than XMU.TO's maximum drawdown of -27.31%. Use the drawdown chart below to compare losses from any high point for HMUD.L and XMU.TO. For additional features, visit the drawdowns tool.
Volatility
HMUD.L vs. XMU.TO - Volatility Comparison
HSBC MSCI USA UCITS ETF (HMUD.L) has a higher volatility of 3.74% compared to iShares MSCI Min Vol USA Index ETF (XMU.TO) at 2.84%. This indicates that HMUD.L's price experiences larger fluctuations and is considered to be riskier than XMU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.