PortfoliosLab logoPortfoliosLab logo
HMUS.L vs. FSWD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HMUS.L vs. FSWD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HSBC MSCI USA UCITS ETF (HMUS.L) and iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, HMUS.L achieves a 9.57% return, which is significantly lower than FSWD.L's 12.10% return. Over the past 10 years, HMUS.L has outperformed FSWD.L with an annualized return of 13.77%, while FSWD.L has yielded a comparatively lower 11.49% annualized return.


HMUS.L

1D
-1.08%
1M
-0.27%
6M
7.05%
YTD
9.57%
1Y
19.17%
3Y*
17.24%
5Y*
12.21%
10Y*
13.77%

FSWD.L

1D
-0.82%
1M
-0.61%
6M
10.73%
YTD
12.10%
1Y
24.41%
3Y*
18.45%
5Y*
11.68%
10Y*
11.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HMUS.L vs. FSWD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HMUS.L
HSBC MSCI USA UCITS ETF
9.57%6.08%27.07%20.52%-10.72%29.00%16.61%25.47%-1.57%9.92%
FSWD.L
iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)
12.10%17.16%18.87%9.04%-5.40%22.11%6.89%17.63%-7.35%15.20%

Correlation

The correlation between HMUS.L and FSWD.L is 0.77, 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

0.77

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

0.86

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

0.89

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

0.91

Correlation (All Time)
Calculated using the full available price history since Sep 4, 2015

0.91

The correlation between HMUS.L and FSWD.L shifts across timeframes, from 0.77 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

HMUS.L vs. FSWD.L — Risk / Return Rank

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

HMUS.L
HMUS.L Risk / Return Rank: 7373
Overall Rank
HMUS.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
HMUS.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
HMUS.L Omega Ratio Rank: 7373
Omega Ratio Rank
HMUS.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
HMUS.L Martin Ratio Rank: 7474
Martin Ratio Rank

FSWD.L
FSWD.L Risk / Return Rank: 8989
Overall Rank
FSWD.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FSWD.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
FSWD.L Omega Ratio Rank: 8686
Omega Ratio Rank
FSWD.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
FSWD.L Martin Ratio Rank: 9191
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.

HMUS.L vs. FSWD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI USA UCITS ETF (HMUS.L) and iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HMUS.LFSWD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.59

Omega ratioGain probability vs. loss probability

1.33

1.40

-0.06

Calmar ratioReturn relative to maximum drawdown

2.79

4.12

-1.33

Martin ratioReturn relative to average drawdown

10.38

15.80

-5.42

HMUS.L vs. FSWD.L - Sharpe Ratio Comparison

The current HMUS.L Sharpe Ratio is 1.84, which is comparable to the FSWD.L Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of HMUS.L and FSWD.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.


Loading charts...

Drawdowns

HMUS.L vs. FSWD.L - Drawdown Comparison

The maximum HMUS.L drawdown since its inception was -37.05%, roughly equal to the maximum FSWD.L drawdown of -37.43%. Use the drawdown chart below to compare losses from any high point for HMUS.L and FSWD.L.


Loading charts...

Drawdown Indicators


HMUS.LFSWD.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.05%

-37.43%

+0.38%

Max Drawdown (1Y)

Largest decline over 1 year

-6.84%

-5.90%

-0.94%

Max Drawdown (3Y)

Largest decline over 3 years

-21.56%

-19.93%

-1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-21.56%

-19.93%

-1.63%

Max Drawdown (10Y)

Largest decline over 10 years

-25.78%

-26.27%

+0.49%

Current Drawdown

Current decline from peak

-2.10%

-1.42%

-0.68%

Average Drawdown

Average peak-to-trough decline

-6.59%

-7.38%

+0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

1.54%

+0.30%

Volatility

HMUS.L vs. FSWD.L - Volatility Comparison

HSBC MSCI USA UCITS ETF (HMUS.L) has a higher volatility of 3.36% compared to iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) at 2.86%. This indicates that HMUS.L's price experiences larger fluctuations and is considered to be riskier than FSWD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HMUS.LFSWD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

2.86%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

7.36%

8.36%

-1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

10.43%

10.94%

-0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.48%

18.86%

-4.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

17.40%

-1.86%

HMUS.L vs. FSWD.L - Expense Ratio Comparison

Both HMUS.L and FSWD.L have an expense ratio of 0.30%.


Dividends

HMUS.L vs. FSWD.L - Dividend Comparison

HMUS.L's dividend yield for the trailing twelve months is around 0.91%, while FSWD.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FSWD.L
iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HMUS.L
HSBC MSCI USA UCITS ETF
0.91%0.99%0.81%0.99%1.01%0.76%1.18%0.65%0.00%0.67%1.29%1.38%

Frequently Asked Questions


HMUS.L and FSWD.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

HMUS.L and FSWD.L have the same expense ratio: 0.30% per year.

HMUS.L is categorized as Large Cap Blend Equities, while FSWD.L is Global Equities. HMUS.L tracks Russell 1000 TR USD, while FSWD.L tracks STOXX Developed World Equity Factor Screened Net Index. They also come from different issuers: HSBC and iShares.

Portfolio Optimizer

Find the right allocation for HMUS.L and FSWD.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer