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HSUD.L vs. HMWD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HSUD.L vs. HMWD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HSBC USA Screened Equity UCITS ETF (HSUD.L) and HSBC MSCI World UCITS ETF (HMWD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HSUD.L achieves a 12.55% return, which is significantly higher than HMWD.L's 10.23% return.


HSUD.L

1D
-0.08%
1M
-1.37%
6M
12.89%
YTD
12.55%
1Y
26.40%
3Y*
19.30%
5Y*
11.96%
10Y*

HMWD.L

1D
0.10%
1M
0.20%
6M
9.06%
YTD
10.23%
1Y
22.04%
3Y*
18.94%
5Y*
11.71%
10Y*
13.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HSUD.L vs. HMWD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HSUD.L
HSBC USA Screened Equity UCITS ETF
12.55%18.98%19.90%21.64%-17.56%28.13%20.16%
HMWD.L
HSBC MSCI World UCITS ETF
10.23%21.06%19.12%24.61%-18.25%22.44%22.06%

Correlation

The correlation between HSUD.L and HMWD.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2020

0.94

The correlation between HSUD.L and HMWD.L has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

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Return for Risk

HSUD.L vs. HMWD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HSUD.L
HSUD.L Risk / Return Rank: 8585
Overall Rank
HSUD.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
HSUD.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
HSUD.L Omega Ratio Rank: 8585
Omega Ratio Rank
HSUD.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
HSUD.L Martin Ratio Rank: 8383
Martin Ratio Rank

HMWD.L
HMWD.L Risk / Return Rank: 7070
Overall Rank
HMWD.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
HMWD.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
HMWD.L Omega Ratio Rank: 6767
Omega Ratio Rank
HMWD.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
HMWD.L Martin Ratio Rank: 7474
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.

HSUD.L vs. HMWD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC USA Screened Equity UCITS ETF (HSUD.L) and HSBC MSCI World UCITS ETF (HMWD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HSUD.LHMWD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

1.41

1.32

+0.08

Calmar ratioReturn relative to maximum drawdown

3.42

2.65

+0.77

Martin ratioReturn relative to average drawdown

13.00

10.84

+2.16

HSUD.L vs. HMWD.L - Sharpe Ratio Comparison

The current HSUD.L Sharpe Ratio is 2.25, which is comparable to the HMWD.L Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of HSUD.L and HMWD.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HSUD.L vs. HMWD.L - Drawdown Comparison

The maximum HSUD.L drawdown since its inception was -24.43%, smaller than the maximum HMWD.L drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for HSUD.L and HMWD.L.


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Drawdown Indicators


HSUD.LHMWD.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.43%

-34.01%

+9.58%

Max Drawdown (1Y)

Largest decline over 1 year

-7.77%

-8.30%

+0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-19.51%

-17.58%

-1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-24.43%

-25.99%

+1.56%

Max Drawdown (10Y)

Largest decline over 10 years

-34.01%

Current Drawdown

Current decline from peak

-1.54%

-0.10%

-1.44%

Average Drawdown

Average peak-to-trough decline

-5.09%

-4.75%

-0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.03%

+0.02%

Volatility

HSUD.L vs. HMWD.L - Volatility Comparison

HSBC USA Screened Equity UCITS ETF (HSUD.L) has a higher volatility of 3.25% compared to HSBC MSCI World UCITS ETF (HMWD.L) at 2.93%. This indicates that HSUD.L's price experiences larger fluctuations and is considered to be riskier than HMWD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSUD.LHMWD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

2.93%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

9.85%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

11.83%

12.29%

-0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.43%

15.63%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.59%

15.73%

-0.14%

HSUD.L vs. HMWD.L - Expense Ratio Comparison

HSUD.L has a 0.12% expense ratio, which is lower than HMWD.L's 0.15% 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%.


Dividends

HSUD.L vs. HMWD.L - Dividend Comparison

HSUD.L has not paid dividends to shareholders, while HMWD.L's dividend yield for the trailing twelve months is around 1.17%.


PositionTTM20252024202320222021202020192018201720162015
HMWD.L
HSBC MSCI World UCITS ETF
1.17%1.24%1.43%1.57%1.79%1.31%1.44%1.91%2.23%1.81%2.00%1.93%
HSUD.L
HSBC USA Screened Equity 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%

Frequently Asked Questions


With a correlation of 0.91, HSUD.L and HMWD.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, HSUD.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HSUD.L is cheaper with a 0.12% expense ratio, compared with 0.15% for HMWD.L.

HSUD.L tracks HSBC USA Screened Equity UCITS ETF, while HMWD.L tracks MSCI ACWI NR USD. Their fees differ too: 0.12% for HSUD.L and 0.15% for HMWD.L.

Portfolio Optimizer

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