LDUK.L vs. HUKX.L
Compare and contrast key facts about L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF (LDUK.L) and HSBC FTSE 100 UCITS ETF GBP (HUKX.L).
LDUK.L and HUKX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. 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. Both LDUK.L and HUKX.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: LDUK.L or HUKX.L.
Key characteristics
| LDUK.L | HUKX.L | |
|---|---|---|
| YTD Return | 13.14% | 9.34% |
| 1Y Return | 22.65% | 14.25% |
| 3Y Return (Ann) | 2.51% | 7.76% |
| Sharpe Ratio | 1.62 | 1.38 |
| Sortino Ratio | 2.23 | 2.03 |
| Omega Ratio | 1.28 | 1.25 |
| Calmar Ratio | 1.22 | 2.85 |
| Martin Ratio | 9.61 | 8.66 |
| Ulcer Index | 2.22% | 1.53% |
| Daily Std Dev | 13.19% | 9.61% |
| Max Drawdown | -23.15% | -34.22% |
| Current Drawdown | -1.73% | -2.29% |
Correlation
The correlation between LDUK.L and HUKX.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
LDUK.L vs. HUKX.L - Performance Comparison
In the year-to-date period, LDUK.L achieves a 13.14% return, which is significantly higher than HUKX.L's 9.34% 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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LDUK.L vs. HUKX.L - Expense Ratio Comparison
LDUK.L has a 0.25% expense ratio, which is higher than HUKX.L's 0.07% expense ratio. However, 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
LDUK.L vs. HUKX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF (LDUK.L) and HSBC FTSE 100 UCITS ETF GBP (HUKX.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
LDUK.L vs. HUKX.L - Dividend Comparison
LDUK.L's dividend yield for the trailing twelve months is around 0.04%, less than HUKX.L's 3.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LDUK.L L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF | 0.04% | 0.05% | 0.06% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Drawdowns
LDUK.L vs. HUKX.L - Drawdown Comparison
The maximum LDUK.L drawdown since its inception was -23.15%, smaller than the maximum HUKX.L drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for LDUK.L and HUKX.L. For additional features, visit the drawdowns tool.
Volatility
LDUK.L vs. HUKX.L - Volatility Comparison
L&G Quality Equity Dividends ESG Exclusions UK UCITS ETF (LDUK.L) has a higher volatility of 3.78% compared to HSBC FTSE 100 UCITS ETF GBP (HUKX.L) at 3.28%. This indicates that LDUK.L's price experiences larger fluctuations and is considered to be riskier than HUKX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.