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MOGB.L vs. HIUS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MOGB.L vs. HIUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Morningstar US Sustainable Wide Moat UCITS ETF (MOGB.L) and HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.L). The values are adjusted to include any dividend payments, if applicable.

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MOGB.L vs. HIUS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
MOGB.L
VanEck Morningstar US Sustainable Wide Moat UCITS ETF
-6.83%0.00%12.94%11.88%-2.61%
HIUS.L
HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating
-1.04%10.31%9.54%23.06%-3.81%

Returns By Period

In the year-to-date period, MOGB.L achieves a -6.83% return, which is significantly lower than HIUS.L's -1.04% return.


MOGB.L

1D
0.11%
1M
-6.39%
YTD
-6.83%
6M
-4.70%
1Y
2.09%
3Y*
4.42%
5Y*
4.10%
10Y*

HIUS.L

1D
2.34%
1M
-2.64%
YTD
-1.04%
6M
4.76%
1Y
23.59%
3Y*
11.25%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MOGB.L vs. HIUS.L - Expense Ratio Comparison

MOGB.L has a 0.49% expense ratio, which is higher than HIUS.L's 0.30% expense ratio.


Return for Risk

MOGB.L vs. HIUS.L — Risk / Return Rank

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

MOGB.L
MOGB.L Risk / Return Rank: 1818
Overall Rank
MOGB.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
MOGB.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
MOGB.L Omega Ratio Rank: 1414
Omega Ratio Rank
MOGB.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
MOGB.L Martin Ratio Rank: 2424
Martin Ratio Rank

HIUS.L
HIUS.L Risk / Return Rank: 7575
Overall Rank
HIUS.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
HIUS.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
HIUS.L Omega Ratio Rank: 6666
Omega Ratio Rank
HIUS.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
HIUS.L Martin Ratio Rank: 7878
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.

MOGB.L vs. HIUS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar US Sustainable Wide Moat UCITS ETF (MOGB.L) and HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.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.


MOGB.LHIUS.LDifference

Sharpe ratio

Return per unit of total volatility

0.13

1.33

-1.20

Sortino ratio

Return per unit of downside risk

0.29

1.94

-1.65

Omega ratio

Gain probability vs. loss probability

1.04

1.26

-0.22

Calmar ratio

Return relative to maximum drawdown

0.66

3.45

-2.78

Martin ratio

Return relative to average drawdown

2.25

9.58

-7.33

MOGB.L vs. HIUS.L - Sharpe Ratio Comparison

The current MOGB.L Sharpe Ratio is 0.13, which is lower than the HIUS.L Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of MOGB.L and HIUS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MOGB.LHIUS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

1.33

-1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.70

-0.16

Correlation

The correlation between MOGB.L and HIUS.L is 0.76, 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.


Dividends

MOGB.L vs. HIUS.L - Dividend Comparison

Neither MOGB.L nor HIUS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MOGB.L vs. HIUS.L - Drawdown Comparison

The maximum MOGB.L drawdown since its inception was -24.07%, roughly equal to the maximum HIUS.L drawdown of -25.20%. Use the drawdown chart below to compare losses from any high point for MOGB.L and HIUS.L.


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Drawdown Indicators


MOGB.LHIUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.07%

-25.20%

+1.13%

Max Drawdown (1Y)

Largest decline over 1 year

-11.01%

-10.20%

-0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-22.73%

Current Drawdown

Current decline from peak

-10.90%

-4.55%

-6.35%

Average Drawdown

Average peak-to-trough decline

-4.70%

-4.02%

-0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

2.47%

+0.77%

Volatility

MOGB.L vs. HIUS.L - Volatility Comparison

The current volatility for VanEck Morningstar US Sustainable Wide Moat UCITS ETF (MOGB.L) is 3.62%, while HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.L) has a volatility of 4.57%. This indicates that MOGB.L experiences smaller price fluctuations and is considered to be less risky than HIUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MOGB.LHIUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

4.57%

-0.95%

Volatility (6M)

Calculated over the trailing 6-month period

8.75%

10.49%

-1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

16.01%

17.75%

-1.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.47%

15.52%

-1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.28%

15.52%

+0.76%