HSPX.L vs. VOOG
Compare and contrast key facts about HSBC S&P 500 UCITS ETF (HSPX.L) and Vanguard S&P 500 Growth ETF (VOOG).
HSPX.L and VOOG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HSPX.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. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010. Both HSPX.L and VOOG 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: HSPX.L or VOOG.
Key characteristics
| HSPX.L | VOOG | |
|---|---|---|
| YTD Return | 23.48% | 34.79% |
| 1Y Return | 30.64% | 44.82% |
| 3Y Return (Ann) | 11.21% | 7.84% |
| 5Y Return (Ann) | 15.30% | 18.08% |
| 10Y Return (Ann) | 15.30% | 15.22% |
| Sharpe Ratio | 2.70 | 2.65 |
| Sortino Ratio | 3.85 | 3.39 |
| Omega Ratio | 1.53 | 1.48 |
| Calmar Ratio | 4.68 | 2.73 |
| Martin Ratio | 18.93 | 14.08 |
| Ulcer Index | 1.60% | 3.21% |
| Daily Std Dev | 11.15% | 17.04% |
| Max Drawdown | -25.43% | -32.73% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between HSPX.L and VOOG is 0.59, 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
HSPX.L vs. VOOG - Performance Comparison
In the year-to-date period, HSPX.L achieves a 23.48% return, which is significantly lower than VOOG's 34.79% return. Both investments have delivered pretty close results over the past 10 years, with HSPX.L having a 15.30% annualized return and VOOG not far behind at 15.22%. 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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HSPX.L vs. VOOG - Expense Ratio Comparison
HSPX.L has a 0.09% expense ratio, which is lower than VOOG's 0.10% expense ratio. Despite the difference, 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
HSPX.L vs. VOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC S&P 500 UCITS ETF (HSPX.L) and Vanguard S&P 500 Growth ETF (VOOG). 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
HSPX.L vs. VOOG - Dividend Comparison
HSPX.L's dividend yield for the trailing twelve months is around 1.01%, more than VOOG's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSPX.L HSBC S&P 500 UCITS ETF | 1.01% | 1.19% | 1.27% | 0.95% | 1.41% | 1.47% | 1.60% | 1.54% | 1.49% | 1.61% | 1.36% | 1.62% |
VOOG Vanguard S&P 500 Growth ETF | 0.60% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
HSPX.L vs. VOOG - Drawdown Comparison
The maximum HSPX.L drawdown since its inception was -25.43%, smaller than the maximum VOOG drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for HSPX.L and VOOG. For additional features, visit the drawdowns tool.
Volatility
HSPX.L vs. VOOG - Volatility Comparison
The current volatility for HSBC S&P 500 UCITS ETF (HSPX.L) is 3.36%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.25%. This indicates that HSPX.L experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.