MUT.L vs. HMWO.L
Compare and contrast key facts about Murray Income Trust (MUT.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.
Performance
MUT.L vs. HMWO.L - Performance Comparison
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MUT.L vs. HMWO.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MUT.L Murray Income Trust | -0.97% | 16.94% | -1.15% | 7.33% | 216.52% | 14.08% | -2.43% | 28.34% | -4.55% | 14.92% |
HMWO.L HSBC MSCI World UCITS ETF | -1.36% | 12.63% | 21.17% | 17.80% | -8.47% | 23.98% | 12.48% | 23.41% | -3.61% | 12.05% |
Returns By Period
In the year-to-date period, MUT.L achieves a -0.97% return, which is significantly higher than HMWO.L's -1.36% return. Over the past 10 years, MUT.L has outperformed HMWO.L with an annualized return of 21.64%, while HMWO.L has yielded a comparatively lower 13.02% annualized return.
MUT.L
- 1D
- 1.36%
- 1M
- -7.45%
- YTD
- -0.97%
- 6M
- 1.27%
- 1Y
- 13.01%
- 3Y*
- 6.40%
- 5Y*
- 33.98%
- 10Y*
- 21.64%
HMWO.L
- 1D
- 1.90%
- 1M
- -3.32%
- YTD
- -1.36%
- 6M
- 2.24%
- 1Y
- 16.86%
- 3Y*
- 14.82%
- 5Y*
- 11.42%
- 10Y*
- 13.02%
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Return for Risk
MUT.L vs. HMWO.L — Risk / Return Rank
MUT.L
HMWO.L
MUT.L vs. HMWO.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Murray Income Trust (MUT.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.
| MUT.L | HMWO.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.16 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.65 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.24 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.12 | 2.57 | -1.45 |
Martin ratioReturn relative to average drawdown | 4.05 | 9.39 | -5.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MUT.L | HMWO.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.16 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.86 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.90 | -0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.81 | -0.51 |
Correlation
The correlation between MUT.L and HMWO.L is 0.59, 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.
Dividends
MUT.L vs. HMWO.L - Dividend Comparison
MUT.L's dividend yield for the trailing twelve months is around 4.47%, more than HMWO.L's 1.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUT.L Murray Income Trust | 4.47% | 4.38% | 4.71% | 4.48% | 76.11% | 3.29% | 4.63% | 3.82% | 4.57% | 4.23% | 4.45% | 4.76% |
HMWO.L HSBC MSCI World UCITS ETF | 1.28% | 1.26% | 1.41% | 1.60% | 1.75% | 1.27% | 1.55% | 1.97% | 2.11% | 1.91% | 1.84% | 1.86% |
Drawdowns
MUT.L vs. HMWO.L - Drawdown Comparison
The maximum MUT.L drawdown since its inception was -73.11%, 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 MUT.L and HMWO.L.
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Drawdown Indicators
| MUT.L | HMWO.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.11% | -25.48% | -47.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.63% | -10.56% | -1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -18.15% | -18.80% | +0.65% |
Max Drawdown (10Y)Largest decline over 10 years | -35.97% | -25.48% | -10.49% |
Current DrawdownCurrent decline from peak | -9.50% | -3.58% | -5.92% |
Average DrawdownAverage peak-to-trough decline | -10.39% | -3.55% | -6.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 1.79% | +1.42% |
Volatility
MUT.L vs. HMWO.L - Volatility Comparison
Murray Income Trust (MUT.L) has a higher volatility of 4.57% compared to HSBC MSCI World UCITS ETF (HMWO.L) at 4.34%. This indicates that MUT.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.
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Volatility by Period
| MUT.L | HMWO.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 4.34% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 8.23% | +1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.89% | 14.49% | -0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 101.30% | 13.33% | +87.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.85% | 14.44% | +58.41% |