HSPD.L vs. HUKX.L
Compare and contrast key facts about HSBC S&P 500 UCITS ETF (HSPD.L) and HSBC FTSE 100 UCITS ETF GBP (HUKX.L).
HSPD.L and HUKX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HSPD.L is a passively managed fund by HSBC that tracks the performance of the Russell 1000 TR USD. It was launched on May 14, 2010. HUKX.L is a passively managed fund by HSBC that tracks the performance of the FTSE AllSh TR GBP. It was launched on Aug 24, 2009. Both HSPD.L and HUKX.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HSPD.L or HUKX.L.
Key characteristics
| HSPD.L | HUKX.L | |
|---|---|---|
| YTD Return | 25.78% | 9.34% |
| 1Y Return | 37.97% | 14.25% |
| 3Y Return (Ann) | 9.61% | 7.76% |
| 5Y Return (Ann) | 15.67% | 5.79% |
| 10Y Return (Ann) | 13.01% | 5.96% |
| Sharpe Ratio | 3.22 | 1.38 |
| Sortino Ratio | 4.48 | 2.03 |
| Omega Ratio | 1.61 | 1.25 |
| Calmar Ratio | 4.81 | 2.85 |
| Martin Ratio | 20.90 | 8.66 |
| Ulcer Index | 1.80% | 1.53% |
| Daily Std Dev | 11.65% | 9.61% |
| Max Drawdown | -34.00% | -34.22% |
| Current Drawdown | 0.00% | -2.29% |
Correlation
The correlation between HSPD.L and HUKX.L is 0.65, 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
HSPD.L vs. HUKX.L - Performance Comparison
In the year-to-date period, HSPD.L achieves a 25.78% return, which is significantly higher than HUKX.L's 9.34% return. Over the past 10 years, HSPD.L has outperformed HUKX.L with an annualized return of 13.01%, while HUKX.L has yielded a comparatively lower 5.96% 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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HSPD.L vs. HUKX.L - Expense Ratio Comparison
HSPD.L has a 0.09% expense ratio, which is higher than HUKX.L's 0.07% 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
HSPD.L vs. HUKX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC S&P 500 UCITS ETF (HSPD.L) and HSBC FTSE 100 UCITS ETF GBP (HUKX.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
HSPD.L vs. HUKX.L - Dividend Comparison
HSPD.L's dividend yield for the trailing twelve months is around 0.99%, less than HUKX.L's 3.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSPD.L HSBC S&P 500 UCITS ETF | 0.99% | 1.18% | 1.34% | 0.98% | 1.32% | 1.41% | 1.68% | 1.44% | 1.65% | 1.67% | 1.46% | 1.53% |
HUKX.L HSBC FTSE 100 UCITS ETF GBP | 3.75% | 3.50% | 3.63% | 3.19% | 4.04% | 4.31% | 4.35% | 3.79% | 3.49% | 3.79% | 3.25% | 3.24% |
Drawdowns
HSPD.L vs. HUKX.L - Drawdown Comparison
The maximum HSPD.L drawdown since its inception was -34.00%, roughly equal to the maximum HUKX.L drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for HSPD.L and HUKX.L. For additional features, visit the drawdowns tool.
Volatility
HSPD.L vs. HUKX.L - Volatility Comparison
HSBC S&P 500 UCITS ETF (HSPD.L) has a higher volatility of 3.69% compared to HSBC FTSE 100 UCITS ETF GBP (HUKX.L) at 3.28%. This indicates that HSPD.L's price experiences larger fluctuations and is considered to be riskier than HUKX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.