HUKX.L vs. VFWAX
Compare and contrast key facts about HSBC FTSE 100 UCITS ETF GBP (HUKX.L) and Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX).
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. VFWAX is managed by Vanguard. It was launched on Sep 27, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HUKX.L or VFWAX.
Key characteristics
| HUKX.L | VFWAX | |
|---|---|---|
| YTD Return | 8.27% | 9.32% |
| 1Y Return | 12.17% | 20.44% |
| 3Y Return (Ann) | 7.54% | 1.57% |
| 5Y Return (Ann) | 5.58% | 5.87% |
| 10Y Return (Ann) | 5.86% | 5.16% |
| Sharpe Ratio | 1.42 | 1.65 |
| Sortino Ratio | 2.08 | 2.32 |
| Omega Ratio | 1.25 | 1.29 |
| Calmar Ratio | 2.92 | 1.41 |
| Martin Ratio | 8.78 | 9.45 |
| Ulcer Index | 1.55% | 2.13% |
| Daily Std Dev | 9.67% | 12.22% |
| Max Drawdown | -34.22% | -34.93% |
| Current Drawdown | -3.24% | -4.91% |
Correlation
The correlation between HUKX.L and VFWAX is 0.73, 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. VFWAX - Performance Comparison
In the year-to-date period, HUKX.L achieves a 8.27% return, which is significantly lower than VFWAX's 9.32% return. Over the past 10 years, HUKX.L has outperformed VFWAX with an annualized return of 5.86%, while VFWAX has yielded a comparatively lower 5.16% annualized 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. VFWAX - Expense Ratio Comparison
HUKX.L has a 0.07% expense ratio, which is lower than VFWAX's 0.11% 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. VFWAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC FTSE 100 UCITS ETF GBP (HUKX.L) and Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX). 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. VFWAX - Dividend Comparison
HUKX.L's dividend yield for the trailing twelve months is around 3.79%, more than VFWAX's 2.88% 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% |
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 2.88% | 3.28% | 3.07% | 3.03% | 1.97% | 3.08% | 3.24% | 2.67% | 2.96% | 2.95% | 3.53% | 2.68% |
Drawdowns
HUKX.L vs. VFWAX - Drawdown Comparison
The maximum HUKX.L drawdown since its inception was -34.22%, roughly equal to the maximum VFWAX drawdown of -34.93%. Use the drawdown chart below to compare losses from any high point for HUKX.L and VFWAX. For additional features, visit the drawdowns tool.
Volatility
HUKX.L vs. VFWAX - Volatility Comparison
The current volatility for HSBC FTSE 100 UCITS ETF GBP (HUKX.L) is 3.58%, while Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) has a volatility of 3.84%. This indicates that HUKX.L experiences smaller price fluctuations and is considered to be less risky than VFWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.