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LXI.L vs. HMWO.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LXI.L and HMWO.L is 0.33, 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.


-0.50.00.51.00.3

Performance

LXI.L vs. HMWO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LXI REIT plc (LXI.L) and HSBC MSCI World UCITS ETF (HMWO.L). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February0
8.97%
LXI.L
HMWO.L

Key characteristics

Returns By Period


LXI.L

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

HMWO.L

YTD

3.85%

1M

1.30%

6M

12.08%

1Y

20.21%

5Y*

12.52%

10Y*

12.51%

*Annualized

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Risk-Adjusted Performance

LXI.L vs. HMWO.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LXI.L

HMWO.L
The Risk-Adjusted Performance Rank of HMWO.L is 8080
Overall Rank
The Sharpe Ratio Rank of HMWO.L is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of HMWO.L is 7777
Sortino Ratio Rank
The Omega Ratio Rank of HMWO.L is 7878
Omega Ratio Rank
The Calmar Ratio Rank of HMWO.L is 8282
Calmar Ratio Rank
The Martin Ratio Rank of HMWO.L is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LXI.L vs. HMWO.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for LXI REIT plc (LXI.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.


Sharpe ratio
The chart of Sharpe ratio for LXI.L, currently valued at 0.08, compared to the broader market-2.000.002.004.000.081.71
The chart of Sortino ratio for LXI.L, currently valued at 0.12, compared to the broader market-6.00-4.00-2.000.002.004.006.000.122.40
The chart of Omega ratio for LXI.L, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.31
The chart of Calmar ratio for LXI.L, currently valued at 0.01, compared to the broader market0.002.004.006.000.012.52
The chart of Martin ratio for LXI.L, currently valued at 0.28, compared to the broader market-10.000.0010.0020.0030.000.289.87
LXI.L
HMWO.L


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.08
1.71
LXI.L
HMWO.L

Dividends

LXI.L vs. HMWO.L - Dividend Comparison

LXI.L has not paid dividends to shareholders, while HMWO.L's dividend yield for the trailing twelve months is around 1.35%.


TTM20242023202220212020201920182017201620152014
LXI.L
LXI REIT plc
0.00%1.64%6.16%5.47%4.07%4.65%4.03%4.87%0.98%0.00%0.00%0.00%
HMWO.L
HSBC MSCI World UCITS ETF
1.35%1.41%1.60%1.75%1.27%1.55%1.97%2.11%1.91%1.84%1.86%1.72%

Drawdowns

LXI.L vs. HMWO.L - Drawdown Comparison


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-29.98%
-0.04%
LXI.L
HMWO.L

Volatility

LXI.L vs. HMWO.L - Volatility Comparison

The current volatility for LXI REIT plc (LXI.L) is 0.00%, while HSBC MSCI World UCITS ETF (HMWO.L) has a volatility of 3.11%. This indicates that LXI.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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February0
3.11%
LXI.L
HMWO.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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