HMWO.L vs. BRK-B
Compare and contrast key facts about HSBC MSCI World UCITS ETF (HMWO.L) and Berkshire Hathaway Inc. (BRK-B).
HMWO.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HMWO.L or BRK-B.
Key characteristics
| HMWO.L | BRK-B | |
|---|---|---|
| YTD Return | 20.09% | 30.74% |
| 1Y Return | 26.69% | 33.22% |
| 3Y Return (Ann) | 9.01% | 17.77% |
| 5Y Return (Ann) | 12.91% | 16.33% |
| 10Y Return (Ann) | 12.45% | 12.38% |
| Sharpe Ratio | 2.59 | 2.30 |
| Sortino Ratio | 3.63 | 3.22 |
| Omega Ratio | 1.50 | 1.41 |
| Calmar Ratio | 4.13 | 4.35 |
| Martin Ratio | 18.71 | 11.41 |
| Ulcer Index | 1.40% | 2.89% |
| Daily Std Dev | 10.07% | 14.38% |
| Max Drawdown | -25.48% | -53.86% |
| Current Drawdown | 0.00% | -2.57% |
Correlation
The correlation between HMWO.L and BRK-B is 0.46, 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
HMWO.L vs. BRK-B - Performance Comparison
In the year-to-date period, HMWO.L achieves a 20.09% return, which is significantly lower than BRK-B's 30.74% return. Both investments have delivered pretty close results over the past 10 years, with HMWO.L having a 12.45% annualized return and BRK-B not far behind at 12.38%. 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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Risk-Adjusted Performance
HMWO.L vs. BRK-B - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI World UCITS ETF (HMWO.L) and Berkshire Hathaway Inc. (BRK-B). 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
HMWO.L vs. BRK-B - Dividend Comparison
HMWO.L's dividend yield for the trailing twelve months is around 1.42%, while BRK-B has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HMWO.L HSBC MSCI World UCITS ETF | 1.42% | 1.60% | 1.75% | 1.27% | 1.55% | 1.97% | 2.11% | 1.91% | 1.84% | 1.86% | 1.72% | 1.95% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HMWO.L vs. BRK-B - Drawdown Comparison
The maximum HMWO.L drawdown since its inception was -25.48%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for HMWO.L and BRK-B. For additional features, visit the drawdowns tool.
Volatility
HMWO.L vs. BRK-B - Volatility Comparison
The current volatility for HSBC MSCI World UCITS ETF (HMWO.L) is 2.97%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.64%. This indicates that HMWO.L experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.