HPRO.L vs. BBOX.L
Compare and contrast key facts about HSBC FTSE EPRA/NAREIT Developed UCITS ETF (HPRO.L) and Tritax Big Box REIT plc (BBOX.L).
HPRO.L is a passively managed fund by HSBC Investment Funds (Luxembourg) S.A. that tracks the performance of the FTSE EPRA Nareit Global TR USD. It was launched on Jun 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HPRO.L or BBOX.L.
Key characteristics
| HPRO.L | BBOX.L | |
|---|---|---|
| YTD Return | -4.91% | -4.91% |
| 1Y Return | 0.67% | 13.02% |
| 3Y Return (Ann) | -2.89% | -2.31% |
| 5Y Return (Ann) | -3.13% | 5.97% |
| 10Y Return (Ann) | 2.14% | 15.20% |
| Sharpe Ratio | 0.02 | 0.39 |
| Daily Std Dev | 14.72% | 29.00% |
| Max Drawdown | -36.31% | -48.58% |
| Current Drawdown | -22.31% | -29.39% |
Correlation
The correlation between HPRO.L and BBOX.L 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
HPRO.L vs. BBOX.L - Performance Comparison
As of year-to-date, both investments have demonstrated similar returns, with HPRO.L at -4.91% and BBOX.L at -4.91%. Over the past 10 years, HPRO.L has underperformed BBOX.L with an annualized return of 2.14%, while BBOX.L has yielded a comparatively higher 15.20% 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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Risk-Adjusted Performance
HPRO.L vs. BBOX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC FTSE EPRA/NAREIT Developed UCITS ETF (HPRO.L) and Tritax Big Box REIT plc (BBOX.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.
Dividends
HPRO.L vs. BBOX.L - Dividend Comparison
HPRO.L has not paid dividends to shareholders, while BBOX.L's dividend yield for the trailing twelve months is around 0.04%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HPRO.L HSBC FTSE EPRA/NAREIT Developed UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BBOX.L Tritax Big Box REIT plc | 0.04% | 0.05% | 0.05% | 0.03% | 0.04% | 0.05% | 0.05% | 0.04% | 0.06% | 0.42% | 0.03% | 0.00% |
Drawdowns
HPRO.L vs. BBOX.L - Drawdown Comparison
The maximum HPRO.L drawdown since its inception was -36.31%, smaller than the maximum BBOX.L drawdown of -48.58%. Use the drawdown chart below to compare losses from any high point for HPRO.L and BBOX.L. For additional features, visit the drawdowns tool.
Volatility
HPRO.L vs. BBOX.L - Volatility Comparison
The current volatility for HSBC FTSE EPRA/NAREIT Developed UCITS ETF (HPRO.L) is 4.68%, while Tritax Big Box REIT plc (BBOX.L) has a volatility of 5.90%. This indicates that HPRO.L experiences smaller price fluctuations and is considered to be less risky than BBOX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.