HUKX.L vs. LDUK.L
Compare and contrast key facts about HSBC FTSE 100 UCITS ETF GBP (HUKX.L) and L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF (LDUK.L).
HUKX.L and LDUK.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. LDUK.L is a passively managed fund by Legal & General that tracks the performance of the FTSE AllSh TR GBP. It was launched on Apr 12, 2021. Both HUKX.L and LDUK.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 LDUK.L.
Key characteristics
| HUKX.L | LDUK.L | |
|---|---|---|
| YTD Return | 8.27% | 11.52% |
| 1Y Return | 12.17% | 19.61% |
| 3Y Return (Ann) | 7.54% | 2.25% |
| Sharpe Ratio | 1.42 | 1.65 |
| Sortino Ratio | 2.08 | 2.27 |
| Omega Ratio | 1.25 | 1.29 |
| Calmar Ratio | 2.92 | 1.30 |
| Martin Ratio | 8.78 | 9.74 |
| Ulcer Index | 1.55% | 2.23% |
| Daily Std Dev | 9.67% | 13.28% |
| Max Drawdown | -34.22% | -23.15% |
| Current Drawdown | -3.24% | -3.13% |
Correlation
The correlation between HUKX.L and LDUK.L is 0.88, 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. LDUK.L - Performance Comparison
In the year-to-date period, HUKX.L achieves a 8.27% return, which is significantly lower than LDUK.L's 11.52% 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. LDUK.L - Expense Ratio Comparison
HUKX.L has a 0.07% expense ratio, which is lower than LDUK.L's 0.25% 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
HUKX.L vs. LDUK.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 L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF (LDUK.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. LDUK.L - Dividend Comparison
HUKX.L's dividend yield for the trailing twelve months is around 3.79%, more than LDUK.L's 0.05% 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% |
LDUK.L L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF | 0.05% | 0.05% | 0.06% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HUKX.L vs. LDUK.L - Drawdown Comparison
The maximum HUKX.L drawdown since its inception was -34.22%, which is greater than LDUK.L's maximum drawdown of -23.15%. Use the drawdown chart below to compare losses from any high point for HUKX.L and LDUK.L. For additional features, visit the drawdowns tool.
Volatility
HUKX.L vs. LDUK.L - Volatility Comparison
The current volatility for HSBC FTSE 100 UCITS ETF GBP (HUKX.L) is 3.58%, while L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF (LDUK.L) has a volatility of 4.25%. This indicates that HUKX.L experiences smaller price fluctuations and is considered to be less risky than LDUK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.