HUKX.L vs. ISF.L
Compare and contrast key facts about HSBC FTSE 100 UCITS ETF GBP (HUKX.L) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L).
HUKX.L and ISF.L 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. ISF.L is a passively managed fund by iShares that tracks the performance of the FTSE AllSh TR GBP. It was launched on Apr 27, 2000. Both HUKX.L and ISF.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: HUKX.L or ISF.L.
Key characteristics
| HUKX.L | ISF.L | |
|---|---|---|
| YTD Return | 8.27% | 7.71% |
| 1Y Return | 12.17% | 12.11% |
| 3Y Return (Ann) | 7.54% | 7.39% |
| 5Y Return (Ann) | 5.58% | 5.43% |
| 10Y Return (Ann) | 5.86% | 5.86% |
| Sharpe Ratio | 1.42 | 1.42 |
| Sortino Ratio | 2.08 | 2.09 |
| Omega Ratio | 1.25 | 1.25 |
| Calmar Ratio | 2.92 | 2.87 |
| Martin Ratio | 8.78 | 8.23 |
| Ulcer Index | 1.55% | 1.65% |
| Daily Std Dev | 9.67% | 9.70% |
| Max Drawdown | -34.22% | -68.40% |
| Current Drawdown | -3.24% | -3.44% |
Correlation
The correlation between HUKX.L and ISF.L is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
HUKX.L vs. ISF.L - Performance Comparison
In the year-to-date period, HUKX.L achieves a 8.27% return, which is significantly higher than ISF.L's 7.71% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: HUKX.L at 5.86% and ISF.L at 5.86%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
HUKX.L vs. ISF.L - Expense Ratio Comparison
Both HUKX.L and ISF.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
HUKX.L vs. ISF.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC FTSE 100 UCITS ETF GBP (HUKX.L) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.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
HUKX.L vs. ISF.L - Dividend Comparison
HUKX.L's dividend yield for the trailing twelve months is around 3.79%, less than ISF.L's 3.87% 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% |
ISF.L iShares Core FTSE 100 UCITS ETF (Dist) | 3.87% | 3.86% | 3.75% | 3.76% | 3.11% | 4.47% | 4.44% | 3.96% | 3.79% | 4.12% | 3.41% | 3.29% |
Drawdowns
HUKX.L vs. ISF.L - Drawdown Comparison
The maximum HUKX.L drawdown since its inception was -34.22%, smaller than the maximum ISF.L drawdown of -68.40%. Use the drawdown chart below to compare losses from any high point for HUKX.L and ISF.L. For additional features, visit the drawdowns tool.
Volatility
HUKX.L vs. ISF.L - Volatility Comparison
HSBC FTSE 100 UCITS ETF GBP (HUKX.L) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) have volatilities of 3.58% and 3.55%, 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.