HUKX.L vs. VUSA.DE
Compare and contrast key facts about HSBC FTSE 100 UCITS ETF GBP (HUKX.L) and Vanguard S&P 500 UCITS ETF (VUSA.DE).
HUKX.L and VUSA.DE 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. VUSA.DE is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012. Both HUKX.L and VUSA.DE 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 VUSA.DE.
Key characteristics
| HUKX.L | VUSA.DE | |
|---|---|---|
| YTD Return | 9.34% | 28.61% |
| 1Y Return | 14.25% | 36.68% |
| 3Y Return (Ann) | 7.76% | 12.05% |
| 5Y Return (Ann) | 5.79% | 16.02% |
| Sharpe Ratio | 1.38 | 2.96 |
| Sortino Ratio | 2.03 | 4.01 |
| Omega Ratio | 1.25 | 1.61 |
| Calmar Ratio | 2.85 | 4.27 |
| Martin Ratio | 8.66 | 18.87 |
| Ulcer Index | 1.53% | 1.87% |
| Daily Std Dev | 9.61% | 11.88% |
| Max Drawdown | -34.22% | -33.63% |
| Current Drawdown | -2.29% | 0.00% |
Correlation
The correlation between HUKX.L and VUSA.DE is 0.57, 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. VUSA.DE - Performance Comparison
In the year-to-date period, HUKX.L achieves a 9.34% return, which is significantly lower than VUSA.DE's 28.61% 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. VUSA.DE - Expense Ratio Comparison
Both HUKX.L and VUSA.DE 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. VUSA.DE - 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 S&P 500 UCITS ETF (VUSA.DE). 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. VUSA.DE - Dividend Comparison
HUKX.L's dividend yield for the trailing twelve months is around 3.75%, more than VUSA.DE's 0.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HUKX.L HSBC FTSE 100 UCITS ETF GBP | 3.75% | 3.50% | 3.63% | 3.19% | 4.04% | 4.31% | 4.35% | 3.79% | 3.49% | 3.79% | 3.25% | 3.24% |
VUSA.DE Vanguard S&P 500 UCITS ETF | 0.80% | 1.35% | 1.53% | 1.21% | 1.65% | 2.34% | 3.76% | 2.26% | 1.78% | 2.00% | 0.00% | 0.00% |
Drawdowns
HUKX.L vs. VUSA.DE - Drawdown Comparison
The maximum HUKX.L drawdown since its inception was -34.22%, roughly equal to the maximum VUSA.DE drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for HUKX.L and VUSA.DE. For additional features, visit the drawdowns tool.
Volatility
HUKX.L vs. VUSA.DE - Volatility Comparison
The current volatility for HSBC FTSE 100 UCITS ETF GBP (HUKX.L) is 3.28%, while Vanguard S&P 500 UCITS ETF (VUSA.DE) has a volatility of 3.54%. This indicates that HUKX.L experiences smaller price fluctuations and is considered to be less risky than VUSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.