HPRO.L vs. VIOV
Compare and contrast key facts about HSBC FTSE EPRA/NAREIT Developed UCITS ETF (HPRO.L) and Vanguard S&P Small-Cap 600 Value ETF (VIOV).
HPRO.L and VIOV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VIOV is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Value Index. It was launched on Sep 7, 2010. Both HPRO.L and VIOV 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: HPRO.L or VIOV.
Key characteristics
| HPRO.L | VIOV | |
|---|---|---|
| YTD Return | -4.91% | -1.59% |
| 1Y Return | 0.67% | 16.98% |
| 3Y Return (Ann) | -2.89% | 0.31% |
| 5Y Return (Ann) | -3.13% | 8.17% |
| 10Y Return (Ann) | 2.14% | 8.15% |
| Sharpe Ratio | 0.02 | 0.78 |
| Daily Std Dev | 14.72% | 21.07% |
| Max Drawdown | -36.31% | -47.36% |
| Current Drawdown | -22.31% | -4.64% |
Correlation
The correlation between HPRO.L and VIOV is 0.42, 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. VIOV - Performance Comparison
In the year-to-date period, HPRO.L achieves a -4.91% return, which is significantly lower than VIOV's -1.59% return. Over the past 10 years, HPRO.L has underperformed VIOV with an annualized return of 2.14%, while VIOV has yielded a comparatively higher 8.15% 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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HPRO.L vs. VIOV - Expense Ratio Comparison
HPRO.L has a 0.24% expense ratio, which is higher than VIOV's 0.15% 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
HPRO.L vs. VIOV - 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 Vanguard S&P Small-Cap 600 Value ETF (VIOV). 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. VIOV - Dividend Comparison
HPRO.L has not paid dividends to shareholders, while VIOV's dividend yield for the trailing twelve months is around 2.24%.
| 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% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 2.24% | 2.18% | 1.81% | 1.59% | 1.42% | 1.60% | 1.76% | 1.43% | 1.17% | 1.32% | 1.27% | 0.91% |
Drawdowns
HPRO.L vs. VIOV - Drawdown Comparison
The maximum HPRO.L drawdown since its inception was -36.31%, smaller than the maximum VIOV drawdown of -47.36%. Use the drawdown chart below to compare losses from any high point for HPRO.L and VIOV. For additional features, visit the drawdowns tool.
Volatility
HPRO.L vs. VIOV - Volatility Comparison
HSBC FTSE EPRA/NAREIT Developed UCITS ETF (HPRO.L) has a higher volatility of 4.65% compared to Vanguard S&P Small-Cap 600 Value ETF (VIOV) at 4.20%. This indicates that HPRO.L's price experiences larger fluctuations and is considered to be riskier than VIOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.