LWDB.L vs. HMWO.L
Compare and contrast key facts about Law Debenture Corp (LWDB.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: LWDB.L or HMWO.L.
Key characteristics
| LWDB.L | HMWO.L | |
|---|---|---|
| YTD Return | 12.18% | 20.09% |
| 1Y Return | 16.45% | 26.69% |
| 3Y Return (Ann) | 7.46% | 9.01% |
| 5Y Return (Ann) | 12.54% | 12.91% |
| 10Y Return (Ann) | 9.09% | 12.45% |
| Sharpe Ratio | 1.02 | 2.59 |
| Sortino Ratio | 1.52 | 3.63 |
| Omega Ratio | 1.18 | 1.50 |
| Calmar Ratio | 1.64 | 4.13 |
| Martin Ratio | 5.53 | 18.71 |
| Ulcer Index | 2.60% | 1.40% |
| Daily Std Dev | 14.17% | 10.07% |
| Max Drawdown | -52.78% | -25.48% |
| Current Drawdown | -4.04% | 0.00% |
Correlation
The correlation between LWDB.L and HMWO.L is 0.63, 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
LWDB.L vs. HMWO.L - Performance Comparison
In the year-to-date period, LWDB.L achieves a 12.18% return, which is significantly lower than HMWO.L's 20.09% return. Over the past 10 years, LWDB.L has underperformed HMWO.L with an annualized return of 9.09%, while HMWO.L has yielded a comparatively higher 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
LWDB.L vs. HMWO.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Law Debenture Corp (LWDB.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
LWDB.L vs. HMWO.L - Dividend Comparison
LWDB.L's dividend yield for the trailing twelve months is around 3.76%, more than HMWO.L's 1.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LWDB.L Law Debenture Corp | 3.76% | 3.95% | 3.91% | 3.52% | 5.64% | 3.00% | 3.30% | 2.70% | 3.06% | 1.07% | 0.03% | 2.69% |
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
LWDB.L vs. HMWO.L - Drawdown Comparison
The maximum LWDB.L drawdown since its inception was -52.78%, 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 LWDB.L and HMWO.L. For additional features, visit the drawdowns tool.
Volatility
LWDB.L vs. HMWO.L - Volatility Comparison
Law Debenture Corp (LWDB.L) has a higher volatility of 5.51% compared to HSBC MSCI World UCITS ETF (HMWO.L) at 2.97%. This indicates that LWDB.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.