IHR.L vs. HMWO.L
Compare and contrast key facts about Impact Healthcare REIT plc (IHR.L) and HSBC MSCI World UCITS ETF (HMWO.L).
HMWO.L is a passively managed fund by HSBC that tracks the performance of the MSCI ACWI NR USD. It was launched on Dec 8, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IHR.L or HMWO.L.
Key characteristics
| IHR.L | HMWO.L | |
|---|---|---|
| YTD Return | 3.08% | 20.39% |
| 1Y Return | 6.75% | 26.50% |
| 3Y Return (Ann) | -3.89% | 9.09% |
| 5Y Return (Ann) | 2.20% | 12.82% |
| Sharpe Ratio | 1.04 | 2.54 |
| Sortino Ratio | 1.68 | 3.56 |
| Omega Ratio | 1.21 | 1.49 |
| Calmar Ratio | 0.62 | 4.04 |
| Martin Ratio | 4.72 | 18.32 |
| Ulcer Index | 4.23% | 1.40% |
| Daily Std Dev | 17.83% | 10.06% |
| Max Drawdown | -44.04% | -25.48% |
| Current Drawdown | -18.99% | 0.00% |
Correlation
The correlation between IHR.L and HMWO.L is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
IHR.L vs. HMWO.L - Performance Comparison
In the year-to-date period, IHR.L achieves a 3.08% return, which is significantly lower than HMWO.L's 20.39% 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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Risk-Adjusted Performance
IHR.L vs. HMWO.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Impact Healthcare REIT plc (IHR.L) and HSBC MSCI World UCITS ETF (HMWO.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
IHR.L vs. HMWO.L - Dividend Comparison
IHR.L's dividend yield for the trailing twelve months is around 7.91%, more than HMWO.L's 1.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IHR.L Impact Healthcare REIT plc | 7.91% | 7.45% | 6.21% | 5.34% | 5.75% | 5.70% | 4.38% | 0.03% | 0.00% | 0.00% | 0.00% | 0.00% |
HMWO.L HSBC MSCI World UCITS ETF | 1.42% | 1.60% | 1.75% | 1.27% | 1.55% | 1.97% | 2.11% | 1.91% | 1.84% | 1.86% | 1.72% | 1.95% |
Drawdowns
IHR.L vs. HMWO.L - Drawdown Comparison
The maximum IHR.L drawdown since its inception was -44.04%, which is greater than HMWO.L's maximum drawdown of -25.48%. Use the drawdown chart below to compare losses from any high point for IHR.L and HMWO.L. For additional features, visit the drawdowns tool.
Volatility
IHR.L vs. HMWO.L - Volatility Comparison
The current volatility for Impact Healthcare REIT plc (IHR.L) is 1.65%, while HSBC MSCI World UCITS ETF (HMWO.L) has a volatility of 2.93%. This indicates that IHR.L experiences smaller price fluctuations and is considered to be less risky than HMWO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.