HUKX.L vs. EUDV
Compare and contrast key facts about HSBC FTSE 100 UCITS ETF GBP (HUKX.L) and ProShares MSCI Europe Dividend Growers ETF (EUDV).
HUKX.L and EUDV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. EUDV is a passively managed fund by ProShares that tracks the performance of the MSCI Europe Dividend Masters Index. It was launched on Sep 9, 2015. Both HUKX.L and EUDV 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: HUKX.L or EUDV.
Key characteristics
| HUKX.L | EUDV | |
|---|---|---|
| YTD Return | 8.27% | 5.22% |
| 1Y Return | 12.17% | 19.15% |
| 3Y Return (Ann) | 7.54% | -1.81% |
| 5Y Return (Ann) | 5.58% | 5.01% |
| Sharpe Ratio | 1.42 | 1.45 |
| Sortino Ratio | 2.08 | 2.08 |
| Omega Ratio | 1.25 | 1.25 |
| Calmar Ratio | 2.92 | 0.83 |
| Martin Ratio | 8.78 | 7.81 |
| Ulcer Index | 1.55% | 2.38% |
| Daily Std Dev | 9.67% | 12.79% |
| Max Drawdown | -34.22% | -37.51% |
| Current Drawdown | -3.24% | -7.14% |
Correlation
The correlation between HUKX.L and EUDV 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
HUKX.L vs. EUDV - Performance Comparison
In the year-to-date period, HUKX.L achieves a 8.27% return, which is significantly higher than EUDV's 5.22% 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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HUKX.L vs. EUDV - Expense Ratio Comparison
HUKX.L has a 0.07% expense ratio, which is lower than EUDV's 0.55% expense ratio.
Risk-Adjusted Performance
HUKX.L vs. EUDV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC FTSE 100 UCITS ETF GBP (HUKX.L) and ProShares MSCI Europe Dividend Growers ETF (EUDV). 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
HUKX.L vs. EUDV - Dividend Comparison
HUKX.L's dividend yield for the trailing twelve months is around 3.79%, more than EUDV's 1.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HUKX.L HSBC FTSE 100 UCITS ETF GBP | 3.79% | 3.50% | 3.63% | 3.19% | 4.04% | 4.31% | 4.35% | 3.79% | 3.49% | 3.79% | 3.25% | 3.24% |
EUDV ProShares MSCI Europe Dividend Growers ETF | 1.83% | 1.87% | 1.77% | 2.31% | 1.27% | 2.20% | 2.22% | 2.33% | 2.53% | 0.37% | 0.00% | 0.00% |
Drawdowns
HUKX.L vs. EUDV - Drawdown Comparison
The maximum HUKX.L drawdown since its inception was -34.22%, smaller than the maximum EUDV drawdown of -37.51%. Use the drawdown chart below to compare losses from any high point for HUKX.L and EUDV. For additional features, visit the drawdowns tool.
Volatility
HUKX.L vs. EUDV - Volatility Comparison
HSBC FTSE 100 UCITS ETF GBP (HUKX.L) and ProShares MSCI Europe Dividend Growers ETF (EUDV) have volatilities of 3.58% and 3.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.