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LORA.F vs. HMWD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LORA.F vs. HMWD.L

Last updated Jun 5, 2026

LORA.F (L'Oréal S.A.) is a stock, while HMWD.L (HSBC MSCI World UCITS ETF) is Global Equities fund tracking the MSCI ACWI NR USD. Over the past 5 years, LORA.F returned 1.03%/yr vs 12.97%/yr for HMWD.L. At a 0.25 correlation, their price movements are largely independent.

Performance

LORA.F vs. HMWD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L'Oréal S.A. (LORA.F) and HSBC MSCI World UCITS ETF (HMWD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LORA.F is traded in EUR, while HMWD.L is traded in USD. To make them comparable, the HMWD.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LORA.F achieves a 2.74% return, which is significantly lower than HMWD.L's 11.13% return.

LORA.F

1D
-0.69%
1M
2.14%
YTD
2.74%
6M
2.02%
1Y
-0.75%
3Y*
-2.57%
5Y*
1.03%
10Y*
—

HMWD.L

1D
-0.05%
1M
4.81%
YTD
11.13%
6M
11.36%
1Y
24.03%
3Y*
17.66%
5Y*
12.97%
10Y*
13.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LORA.F vs. HMWD.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
LORA.F
L'Oréal S.A.		2.74%7.94%-22.77%35.14%-19.95%35.24%19.52%35.42%
HMWD.L
HSBC MSCI World UCITS ETF		11.13%6.69%26.99%20.90%-13.17%31.57%6.83%21.00%

Correlation

The correlation between LORA.F and HMWD.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2019

0.25

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

L'Oréal S.A.

HSBC MSCI World UCITS ETF

Often compared with LORA.F:
LORA.F vs. VOOLORA.F vs. VGWL.DELORA.F vs. RMS.PALORA.F vs. LASI.DELORA.F vs. SU.PALORA.F vs. ^STOXXLORA.F vs. EURUSD=X
Often compared with HMWD.L:
HMWD.L vs. VWRL.ASHMWD.L vs. IWDA.LHMWD.L vs. VDIV.DEHMWD.L vs. TRET.ASHMWD.L vs. VWCE.DEHMWD.L vs. VWRL.LHMWD.L vs. EIMI.L

Return for Risk

LORA.F vs. HMWD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LORA.F
LORA.F Risk / Return Rank: 3838
Overall Rank
LORA.F Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LORA.F Sortino Ratio Rank: 3636
Sortino Ratio Rank
LORA.F Omega Ratio Rank: 3535
Omega Ratio Rank
LORA.F Calmar Ratio Rank: 4040
Calmar Ratio Rank
LORA.F Martin Ratio Rank: 3939
Martin Ratio Rank
HMWD.L
HMWD.L Risk / Return Rank: 6969
Overall Rank
HMWD.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
HMWD.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
HMWD.L Omega Ratio Rank: 6868
Omega Ratio Rank
HMWD.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
HMWD.L Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LORA.F vs. HMWD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L'Oréal S.A. (LORA.F) and HSBC MSCI World UCITS ETF (HMWD.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.

LORA.FHMWD.LDifference
Sharpe ratioReturn per unit of total volatility
-0.02
1.98

-2.00

Sortino ratioReturn per unit of downside risk
0.21
2.79

-2.58

Omega ratioGain probability vs. loss probability

1.03

1.37

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.04

3.69

-3.73

Martin ratioReturn relative to average drawdown

-0.08

13.83

-13.90

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LORA.F vs. HMWD.L - Sharpe Ratio Comparison

The current LORA.F Sharpe Ratio is -0.02, which is lower than the HMWD.L Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of LORA.F and HMWD.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

LORA.FHMWD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

1.98

-2.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.87

-0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.82

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.78

-0.48

Drawdowns

LORA.F vs. HMWD.L - Drawdown Comparison

The maximum LORA.F drawdown since its inception was -29.67%, smaller than the maximum HMWD.L drawdown of -33.51%. Use the drawdown chart below to compare losses from any high point for LORA.F and HMWD.L.

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Drawdown Indicators

LORA.FHMWD.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.67%

-33.51%

+3.84%

Max Drawdown (1Y)

Largest decline over 1 year

-17.90%

-6.49%

-11.41%

Max Drawdown (3Y)

Largest decline over 3 years

-29.67%

-21.03%

-8.64%

Max Drawdown (5Y)

Largest decline over 5 years

-29.67%

-21.03%

-8.64%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.51%

—

Current Drawdown

Current decline from peak

-18.35%

-0.27%

-18.08%

Average Drawdown

Average peak-to-trough decline

-11.28%

-4.40%

-6.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.07%

1.73%

+7.34%

Volatility

LORA.F vs. HMWD.L - Volatility Comparison

L'Oréal S.A. (LORA.F) has a higher volatility of 8.30% compared to HSBC MSCI World UCITS ETF (HMWD.L) at 3.15%. This indicates that LORA.F's price experiences larger fluctuations and is considered to be riskier than HMWD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LORA.FHMWD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.30%

3.15%

+5.15%

Volatility (6M)

Calculated over the trailing 6-month period

25.35%

8.87%

+16.48%

Volatility (1Y)

Calculated over the trailing 1-year period

32.89%

12.08%

+20.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.80%

14.97%

+17.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.19%

15.83%

+17.36%

Dividends

LORA.F vs. HMWD.L - Dividend Comparison

LORA.F's dividend yield for the trailing twelve months is around 2.03%, more than HMWD.L's 1.17% yield.

PositionTTM20252024202320222021202020192018201720162015
HMWD.L
HSBC MSCI World UCITS ETF		1.17%1.24%1.43%1.57%1.79%1.31%1.44%1.91%2.23%1.81%2.00%1.93%
LORA.F
L'Oréal S.A.		2.03%1.92%1.81%1.29%1.31%1.00%1.19%1.40%0.00%0.00%0.00%0.00%

Frequently Asked Questions

LORA.F and HMWD.L have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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