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HMWD.L vs. NADQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HMWD.L vs. NADQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HSBC MSCI World UCITS ETF (HMWD.L) and Amundi Nasdaq-100 II UCITS ETF Dist (NADQ.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HMWD.L is traded in USD, while NADQ.DE is traded in EUR. To make them comparable, the NADQ.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HMWD.L achieves a 9.88% return, which is significantly lower than NADQ.DE's 19.25% return. Over the past 10 years, HMWD.L has underperformed NADQ.DE with an annualized return of 13.25%, while NADQ.DE has yielded a comparatively higher 21.73% annualized return.


HMWD.L

1D
0.09%
1M
4.12%
YTD
9.88%
6M
11.06%
1Y
26.15%
3Y*
20.87%
5Y*
11.93%
10Y*
13.25%

NADQ.DE

1D
-0.74%
1M
8.49%
YTD
19.25%
6M
19.11%
1Y
40.37%
3Y*
28.15%
5Y*
17.82%
10Y*
21.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HMWD.L vs. NADQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HMWD.L
HSBC MSCI World UCITS ETF
9.88%21.06%19.13%24.63%-18.24%22.41%16.43%27.43%-8.89%23.12%
NADQ.DE
Amundi Nasdaq-100 II UCITS ETF Dist
19.25%20.84%26.41%56.25%-33.77%28.73%47.89%40.01%-1.57%32.10%

Correlation

The correlation between HMWD.L and NADQ.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.81

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

0.83

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

0.80

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2010

0.74

The correlation between HMWD.L and NADQ.DE has been stable across timeframes, ranging from 0.74 to 0.83 - a consistent structural relationship.

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Return for Risk

HMWD.L vs. NADQ.DE — Risk / Return Rank

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

HMWD.L
HMWD.L Risk / Return Rank: 6969
Overall Rank
HMWD.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
HMWD.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
HMWD.L Omega Ratio Rank: 6868
Omega Ratio Rank
HMWD.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
HMWD.L Martin Ratio Rank: 7272
Martin Ratio Rank

NADQ.DE
NADQ.DE Risk / Return Rank: 7272
Overall Rank
NADQ.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
NADQ.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
NADQ.DE Omega Ratio Rank: 7272
Omega Ratio Rank
NADQ.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
NADQ.DE Martin Ratio Rank: 6464
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.

HMWD.L vs. NADQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI World UCITS ETF (HMWD.L) and Amundi Nasdaq-100 II UCITS ETF Dist (NADQ.DE). 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.


HMWD.LNADQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.40

1.43

-0.03

Calmar ratioReturn relative to maximum drawdown

3.14

3.68

-0.54

Martin ratioReturn relative to average drawdown

13.35

13.72

-0.36

HMWD.L vs. NADQ.DE - Sharpe Ratio Comparison

The current HMWD.L Sharpe Ratio is 2.19, which is comparable to the NADQ.DE Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of HMWD.L and NADQ.DE, 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


HMWD.LNADQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

2.55

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.85

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

1.11

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.88

-0.14

Drawdowns

HMWD.L vs. NADQ.DE - Drawdown Comparison

The maximum HMWD.L drawdown since its inception was -34.03%, smaller than the maximum NADQ.DE drawdown of -39.45%. Use the drawdown chart below to compare losses from any high point for HMWD.L and NADQ.DE.


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Drawdown Indicators


HMWD.LNADQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.03%

-39.45%

+5.42%

Max Drawdown (1Y)

Largest decline over 1 year

-8.29%

-10.91%

+2.62%

Max Drawdown (3Y)

Largest decline over 3 years

-17.57%

-23.11%

+5.54%

Max Drawdown (5Y)

Largest decline over 5 years

-26.00%

-34.98%

+8.98%

Max Drawdown (10Y)

Largest decline over 10 years

-34.03%

-34.98%

+0.95%

Current Drawdown

Current decline from peak

-0.40%

-0.89%

+0.49%

Average Drawdown

Average peak-to-trough decline

-4.57%

-5.96%

+1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

2.93%

-0.98%

Volatility

HMWD.L vs. NADQ.DE - Volatility Comparison

The current volatility for HSBC MSCI World UCITS ETF (HMWD.L) is 3.41%, while Amundi Nasdaq-100 II UCITS ETF Dist (NADQ.DE) has a volatility of 4.50%. This indicates that HMWD.L experiences smaller price fluctuations and is considered to be less risky than NADQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HMWD.LNADQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

4.50%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.13%

11.44%

-2.31%

Volatility (1Y)

Calculated over the trailing 1-year period

11.87%

15.78%

-3.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.57%

20.63%

-5.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

19.87%

-4.02%

HMWD.L vs. NADQ.DE - Expense Ratio Comparison

HMWD.L has a 0.15% expense ratio, which is lower than NADQ.DE's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

HMWD.L vs. NADQ.DE - Dividend Comparison

HMWD.L's dividend yield for the trailing twelve months is around 1.17%, more than NADQ.DE's 0.33% yield.


PositionTTM20252024202320222021202020192018201720162015
HMWD.L
HSBC MSCI World UCITS ETF
1.17%1.24%1.43%1.57%1.79%1.31%1.44%1.91%2.23%1.81%2.00%1.93%
NADQ.DE
Amundi Nasdaq-100 II UCITS ETF Dist
0.33%0.40%0.55%0.40%0.79%0.51%0.40%0.54%0.63%0.00%0.00%0.00%

Frequently Asked Questions


HMWD.L and NADQ.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

HMWD.L is cheaper with a 0.15% expense ratio, compared with 0.22% for NADQ.DE.

HMWD.L is categorized as Global Equities, while NADQ.DE is Nasdaq-100. HMWD.L tracks MSCI ACWI NR USD, while NADQ.DE tracks Nasdaq 100®. They also come from different issuers: HSBC and Amundi. Their fees differ too: 0.15% for HMWD.L and 0.22% for NADQ.DE.

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