UC04.L vs. HMCA.L
Compare and contrast key facts about UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis (UC04.L) and HSBC MSCI CHINA A UCITS ETF (HMCA.L).
UC04.L and HMCA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UC04.L is a passively managed fund by UBS that tracks the performance of the Russell 1000 TR USD. It was launched on Apr 11, 2012. HMCA.L is a passively managed fund by HSBC that tracks the performance of the MSCI China A Onshore NR CNY. It was launched on Jul 27, 2018. Both UC04.L and HMCA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UC04.L or HMCA.L.
Key characteristics
| UC04.L | HMCA.L | |
|---|---|---|
| YTD Return | 20.35% | 22.53% |
| 1Y Return | 32.71% | 17.16% |
| 3Y Return (Ann) | 10.84% | -2.54% |
| 5Y Return (Ann) | 15.35% | 30.40% |
| Sharpe Ratio | 2.99 | 0.56 |
| Sortino Ratio | 4.05 | 1.12 |
| Omega Ratio | 1.57 | 1.15 |
| Calmar Ratio | 5.13 | 0.46 |
| Martin Ratio | 20.25 | 1.92 |
| Ulcer Index | 1.65% | 8.22% |
| Daily Std Dev | 11.18% | 28.35% |
| Max Drawdown | -25.93% | -34.60% |
| Current Drawdown | -0.28% | -16.13% |
Correlation
The correlation between UC04.L and HMCA.L is 0.39, 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.
Performance
UC04.L vs. HMCA.L - Performance Comparison
In the year-to-date period, UC04.L achieves a 20.35% return, which is significantly lower than HMCA.L's 22.53% 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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UC04.L vs. HMCA.L - Expense Ratio Comparison
UC04.L has a 0.14% expense ratio, which is lower than HMCA.L's 0.30% expense ratio.
Risk-Adjusted Performance
UC04.L vs. HMCA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis (UC04.L) and HSBC MSCI CHINA A UCITS ETF (HMCA.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
UC04.L vs. HMCA.L - Dividend Comparison
UC04.L's dividend yield for the trailing twelve months is around 1.01%, less than HMCA.L's 196.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UC04.L UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis | 1.01% | 1.12% | 1.19% | 0.89% | 1.28% | 1.40% | 1.50% | 1.32% | 1.52% | 1.44% | 1.25% | 1.41% |
HMCA.L HSBC MSCI CHINA A UCITS ETF | 196.05% | 220.18% | 175.95% | 109.02% | 88.31% | 177.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
UC04.L vs. HMCA.L - Drawdown Comparison
The maximum UC04.L drawdown since its inception was -25.93%, smaller than the maximum HMCA.L drawdown of -34.60%. Use the drawdown chart below to compare losses from any high point for UC04.L and HMCA.L. For additional features, visit the drawdowns tool.
Volatility
UC04.L vs. HMCA.L - Volatility Comparison
The current volatility for UBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis (UC04.L) is 1.92%, while HSBC MSCI CHINA A UCITS ETF (HMCA.L) has a volatility of 18.76%. This indicates that UC04.L experiences smaller price fluctuations and is considered to be less risky than HMCA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.