HSXJ.L vs. XDEQ.L
Compare and contrast key facts about HSBC Asia Pacific ex Japan Sustainable Equity UCITS ETF USD (HSXJ.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L).
HSXJ.L and XDEQ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HSXJ.L is a passively managed fund by HSBC that tracks the performance of the MSCI AC Asia Pac Ex JPN NR USD. It was launched on Aug 20, 2020. XDEQ.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 11, 2014. Both HSXJ.L and XDEQ.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: HSXJ.L or XDEQ.L.
Performance
HSXJ.L vs. XDEQ.L - Performance Comparison
Returns By Period
In the year-to-date period, HSXJ.L achieves a 16.53% return, which is significantly lower than XDEQ.L's 18.66% return.
HSXJ.L
16.53%
-1.98%
5.69%
17.82%
N/A
N/A
XDEQ.L
18.66%
0.78%
5.69%
23.19%
12.73%
12.77%
Key characteristics
| HSXJ.L | XDEQ.L | |
|---|---|---|
| Sharpe Ratio | 1.16 | 2.13 |
| Sortino Ratio | 1.71 | 3.06 |
| Omega Ratio | 1.22 | 1.39 |
| Calmar Ratio | 0.72 | 3.59 |
| Martin Ratio | 5.50 | 12.83 |
| Ulcer Index | 3.18% | 1.80% |
| Daily Std Dev | 15.04% | 10.84% |
| Max Drawdown | -25.60% | -23.79% |
| Current Drawdown | -5.31% | -1.10% |
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HSXJ.L vs. XDEQ.L - Expense Ratio Comparison
Both HSXJ.L and XDEQ.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between HSXJ.L and XDEQ.L is 0.69, 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.
Risk-Adjusted Performance
HSXJ.L vs. XDEQ.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC Asia Pacific ex Japan Sustainable Equity UCITS ETF USD (HSXJ.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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
HSXJ.L vs. XDEQ.L - Dividend Comparison
Neither HSXJ.L nor XDEQ.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
HSXJ.L HSBC Asia Pacific ex Japan Sustainable Equity UCITS ETF USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDEQ.L Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% |
Drawdowns
HSXJ.L vs. XDEQ.L - Drawdown Comparison
The maximum HSXJ.L drawdown since its inception was -25.60%, which is greater than XDEQ.L's maximum drawdown of -23.79%. Use the drawdown chart below to compare losses from any high point for HSXJ.L and XDEQ.L. For additional features, visit the drawdowns tool.
Volatility
HSXJ.L vs. XDEQ.L - Volatility Comparison
HSBC Asia Pacific ex Japan Sustainable Equity UCITS ETF USD (HSXJ.L) has a higher volatility of 6.14% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) at 2.98%. This indicates that HSXJ.L's price experiences larger fluctuations and is considered to be riskier than XDEQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.