LSEG.L vs. HMWO.L
Compare and contrast key facts about London Stock Exchange Group plc (LSEG.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: LSEG.L or HMWO.L.
Key characteristics
| LSEG.L | HMWO.L | |
|---|---|---|
| YTD Return | 15.72% | 20.09% |
| 1Y Return | 27.03% | 26.69% |
| 3Y Return (Ann) | 16.70% | 9.01% |
| 5Y Return (Ann) | 10.13% | 12.91% |
| 10Y Return (Ann) | 19.25% | 12.45% |
| Sharpe Ratio | 2.16 | 2.59 |
| Sortino Ratio | 3.24 | 3.63 |
| Omega Ratio | 1.38 | 1.50 |
| Calmar Ratio | 2.37 | 4.13 |
| Martin Ratio | 9.72 | 18.71 |
| Ulcer Index | 2.98% | 1.40% |
| Daily Std Dev | 13.54% | 10.07% |
| Max Drawdown | -80.59% | -25.48% |
| Current Drawdown | -2.62% | 0.00% |
Correlation
The correlation between LSEG.L and HMWO.L is 0.56, 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
LSEG.L vs. HMWO.L - Performance Comparison
In the year-to-date period, LSEG.L achieves a 15.72% return, which is significantly lower than HMWO.L's 20.09% return. Over the past 10 years, LSEG.L has outperformed HMWO.L with an annualized return of 19.25%, while HMWO.L has yielded a comparatively lower 12.45% 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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Risk-Adjusted Performance
LSEG.L vs. HMWO.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for London Stock Exchange Group plc (LSEG.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
LSEG.L vs. HMWO.L - Dividend Comparison
LSEG.L's dividend yield for the trailing twelve months is around 1.14%, less than HMWO.L's 1.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSEG.L London Stock Exchange Group plc | 1.14% | 1.20% | 1.43% | 1.11% | 0.81% | 0.82% | 1.34% | 1.20% | 1.28% | 0.86% | 1.30% | 1.73% |
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
LSEG.L vs. HMWO.L - Drawdown Comparison
The maximum LSEG.L drawdown since its inception was -80.59%, 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 LSEG.L and HMWO.L. For additional features, visit the drawdowns tool.
Volatility
LSEG.L vs. HMWO.L - Volatility Comparison
London Stock Exchange Group plc (LSEG.L) has a higher volatility of 6.49% compared to HSBC MSCI World UCITS ETF (HMWO.L) at 2.97%. This indicates that LSEG.L's price experiences larger fluctuations and is considered to be riskier than HMWO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.