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HMXD.L vs. KRWL.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

HMXD.L vs. KRWL.L

Last updated Apr 2, 2026

Compare and contrast key facts about HSBC MSCI Pacific ex Japan UCITS ETF (HMXD.L) and Lyxor MSCI Korea UCITS ETF - Acc (KRWL.L).

HMXD.L and KRWL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HMXD.L is a passively managed fund by HSBC that tracks the performance of the MSCI Pacific Ex Japan NR USD. It was launched on Sep 3, 2010. KRWL.L is a passively managed fund by Amundi that tracks the performance of the MSCI Korea NR USD. It was launched on Feb 21, 2019. Both HMXD.L and KRWL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

HMXD.L vs. KRWL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HSBC MSCI Pacific ex Japan UCITS ETF (HMXD.L) and Lyxor MSCI Korea UCITS ETF - Acc (KRWL.L). The values are adjusted to include any dividend payments, if applicable.

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HMXD.L vs. KRWL.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
HMXD.L
HSBC MSCI Pacific ex Japan UCITS ETF		6.02%20.24%5.29%6.26%-4.99%2.80%6.72%20.07%-11.95%
KRWL.L
Lyxor MSCI Korea UCITS ETF - Acc		31.00%100.96%-22.58%19.00%-28.23%-8.38%42.67%11.45%-20.00%
Different Trading Currencies

HMXD.L is traded in USD, while KRWL.L is traded in GBp. To make them comparable, the KRWL.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HMXD.L achieves a 6.02% return, which is significantly lower than KRWL.L's 31.00% return.

HMXD.L

1D
2.72%
1M
-4.13%
YTD
6.02%
6M
5.82%
1Y
25.12%
3Y*
12.98%
5Y*
5.80%
10Y*
7.78%

KRWL.L

1D
9.57%
1M
-12.17%
YTD
31.00%
6M
65.23%
1Y
144.17%
3Y*
31.30%
5Y*
8.95%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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HSBC MSCI Pacific ex Japan UCITS ETF

Lyxor MSCI Korea UCITS ETF - Acc

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Often compared with KRWL.L:
KRWL.L vs. FLKRKRWL.L vs. 005930.KSKRWL.L vs. EWYKRWL.L vs. FRXT.LKRWL.L vs. AUAD.LKRWL.L vs. ^IBEXKRWL.L vs. CP9U.L

HMXD.L vs. KRWL.L - Expense Ratio Comparison

HMXD.L has a 0.40% expense ratio, which is lower than KRWL.L's 0.45% expense ratio.

KRWL.L
Lyxor MSCI Korea UCITS ETF - Acc
HMXD.L
HSBC MSCI Pacific ex Japan UCITS ETF

Return for Risk

HMXD.L vs. KRWL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HMXD.L
HMXD.L Risk / Return Rank: 7373
Overall Rank
HMXD.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
HMXD.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
HMXD.L Omega Ratio Rank: 7878
Omega Ratio Rank
HMXD.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
HMXD.L Martin Ratio Rank: 7171
Martin Ratio Rank
KRWL.L
KRWL.L Risk / Return Rank: 9898
Overall Rank
KRWL.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KRWL.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
KRWL.L Omega Ratio Rank: 9797
Omega Ratio Rank
KRWL.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
KRWL.L Martin Ratio Rank: 9898
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.

HMXD.L vs. KRWL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI Pacific ex Japan UCITS ETF (HMXD.L) and Lyxor MSCI Korea UCITS ETF - Acc (KRWL.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.

HMXD.LKRWL.LDifference

Sharpe ratio

Return per unit of total volatility

1.49

4.25

-2.77

Sortino ratio

Return per unit of downside risk

1.98

4.37

-2.39

Omega ratio

Gain probability vs. loss probability

1.31

1.62

-0.31

Calmar ratio

Return relative to maximum drawdown

1.87

6.26

-4.39

Martin ratio

Return relative to average drawdown

8.20

25.18

-16.97

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HMXD.L vs. KRWL.L - Sharpe Ratio Comparison

The current HMXD.L Sharpe Ratio is 1.49, which is lower than the KRWL.L Sharpe Ratio of 4.25. The chart below compares the historical Sharpe Ratios of HMXD.L and KRWL.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

HMXD.LKRWL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

4.25

-2.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.35

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.35

+0.08

Correlation

The correlation between HMXD.L and KRWL.L is 0.47, 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.

Dividends

HMXD.L vs. KRWL.L - Dividend Comparison

HMXD.L's dividend yield for the trailing twelve months is around 3.12%, while KRWL.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
HMXD.L
HSBC MSCI Pacific ex Japan UCITS ETF		3.12%3.30%3.86%4.09%4.06%2.81%2.85%3.74%4.15%3.09%3.62%4.31%
KRWL.L
Lyxor MSCI Korea UCITS ETF - 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%

Drawdowns

HMXD.L vs. KRWL.L - Drawdown Comparison

The maximum HMXD.L drawdown since its inception was -38.10%, smaller than the maximum KRWL.L drawdown of -50.51%. Use the drawdown chart below to compare losses from any high point for HMXD.L and KRWL.L.

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Drawdown Indicators

HMXD.LKRWL.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.10%

-44.10%

+6.00%

Max Drawdown (1Y)

Largest decline over 1 year

-13.20%

-21.55%

+8.35%

Max Drawdown (5Y)

Largest decline over 5 years

-24.73%

-41.13%

+16.40%

Max Drawdown (10Y)

Largest decline over 10 years

-38.10%

—

—

Current Drawdown

Current decline from peak

-5.53%

-14.60%

+9.07%

Average Drawdown

Average peak-to-trough decline

-8.01%

-19.73%

+11.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

5.72%

-2.67%

Volatility

HMXD.L vs. KRWL.L - Volatility Comparison

The current volatility for HSBC MSCI Pacific ex Japan UCITS ETF (HMXD.L) is 5.73%, while Lyxor MSCI Korea UCITS ETF - Acc (KRWL.L) has a volatility of 17.10%. This indicates that HMXD.L experiences smaller price fluctuations and is considered to be less risky than KRWL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

HMXD.LKRWL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.73%

17.10%

-11.37%

Volatility (6M)

Calculated over the trailing 6-month period

10.01%

28.64%

-18.63%

Volatility (1Y)

Calculated over the trailing 1-year period

17.67%

33.74%

-16.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.97%

25.80%

-5.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.39%

26.53%

-4.14%