HMWD.L vs. VOOG
Compare and contrast key facts about HSBC MSCI World UCITS ETF (HMWD.L) and Vanguard S&P 500 Growth ETF (VOOG).
HMWD.L and VOOG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HMWD.L is a passively managed fund by HSBC that tracks the performance of the MSCI ACWI NR USD. It was launched on Dec 8, 2010. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010. Both HMWD.L and VOOG 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: HMWD.L or VOOG.
Key characteristics
| HMWD.L | VOOG | |
|---|---|---|
| YTD Return | 18.79% | 29.52% |
| 1Y Return | 31.09% | 38.79% |
| 3Y Return (Ann) | 8.12% | 9.03% |
| 5Y Return (Ann) | 13.11% | 17.78% |
| 10Y Return (Ann) | 10.70% | 15.73% |
| Sharpe Ratio | 2.78 | 2.28 |
| Sortino Ratio | 3.91 | 3.00 |
| Omega Ratio | 1.51 | 1.41 |
| Calmar Ratio | 2.55 | 1.83 |
| Martin Ratio | 18.12 | 11.60 |
| Ulcer Index | 1.79% | 3.32% |
| Daily Std Dev | 11.62% | 16.86% |
| Max Drawdown | -34.03% | -32.73% |
| Current Drawdown | -0.56% | -0.91% |
Correlation
The correlation between HMWD.L and VOOG is 0.51, 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
HMWD.L vs. VOOG - Performance Comparison
In the year-to-date period, HMWD.L achieves a 18.79% return, which is significantly lower than VOOG's 29.52% return. Over the past 10 years, HMWD.L has underperformed VOOG with an annualized return of 10.70%, while VOOG has yielded a comparatively higher 15.73% 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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HMWD.L vs. VOOG - Expense Ratio Comparison
HMWD.L has a 0.15% expense ratio, which is higher than VOOG's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
HMWD.L vs. VOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI World UCITS ETF (HMWD.L) and Vanguard S&P 500 Growth ETF (VOOG). 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
HMWD.L vs. VOOG - Dividend Comparison
HMWD.L's dividend yield for the trailing twelve months is around 1.42%, more than VOOG's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HMWD.L HSBC MSCI World UCITS ETF | 1.42% | 1.57% | 1.79% | 1.31% | 1.44% | 1.91% | 2.23% | 1.81% | 2.00% | 1.93% | 1.83% | 1.83% |
VOOG Vanguard S&P 500 Growth ETF | 0.62% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
HMWD.L vs. VOOG - Drawdown Comparison
The maximum HMWD.L drawdown since its inception was -34.03%, roughly equal to the maximum VOOG drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for HMWD.L and VOOG. For additional features, visit the drawdowns tool.
Volatility
HMWD.L vs. VOOG - Volatility Comparison
The current volatility for HSBC MSCI World UCITS ETF (HMWD.L) is 2.55%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 3.95%. This indicates that HMWD.L experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.