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UC04.L vs. HMCA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


UC04.LHMCA.L
YTD Return20.35%22.53%
1Y Return32.71%17.16%
3Y Return (Ann)10.84%-2.54%
5Y Return (Ann)15.35%30.40%
Sharpe Ratio2.990.56
Sortino Ratio4.051.12
Omega Ratio1.571.15
Calmar Ratio5.130.46
Martin Ratio20.251.92
Ulcer Index1.65%8.22%
Daily Std Dev11.18%28.35%
Max Drawdown-25.93%-34.60%
Current Drawdown-0.28%-16.13%

Correlation

-0.50.00.51.00.4

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.


-10.00%0.00%10.00%20.00%30.00%MayJuneJulyAugustSeptemberOctober
14.38%
9.03%
UC04.L
HMCA.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


HMCA.L
HSBC MSCI CHINA A UCITS ETF
Expense ratio chart for HMCA.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for UC04.L: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

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.


UC04.L
Sharpe ratio
The chart of Sharpe ratio for UC04.L, currently valued at 3.61, compared to the broader market-2.000.002.004.006.003.61
Sortino ratio
The chart of Sortino ratio for UC04.L, currently valued at 4.91, compared to the broader market0.005.0010.004.91
Omega ratio
The chart of Omega ratio for UC04.L, currently valued at 1.67, compared to the broader market1.001.502.002.503.001.67
Calmar ratio
The chart of Calmar ratio for UC04.L, currently valued at 3.45, compared to the broader market0.005.0010.0015.003.45
Martin ratio
The chart of Martin ratio for UC04.L, currently valued at 23.10, compared to the broader market0.0020.0040.0060.0080.00100.00120.0023.10
HMCA.L
Sharpe ratio
The chart of Sharpe ratio for HMCA.L, currently valued at 0.80, compared to the broader market-2.000.002.004.006.000.80
Sortino ratio
The chart of Sortino ratio for HMCA.L, currently valued at 1.49, compared to the broader market0.005.0010.001.49
Omega ratio
The chart of Omega ratio for HMCA.L, currently valued at 1.20, compared to the broader market1.001.502.002.503.001.20
Calmar ratio
The chart of Calmar ratio for HMCA.L, currently valued at 0.63, compared to the broader market0.005.0010.0015.000.63
Martin ratio
The chart of Martin ratio for HMCA.L, currently valued at 3.30, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.30

UC04.L vs. HMCA.L - Sharpe Ratio Comparison

The current UC04.L Sharpe Ratio is 2.99, which is higher than the HMCA.L Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of UC04.L and HMCA.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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00MayJuneJulyAugustSeptemberOctober
3.61
0.80
UC04.L
HMCA.L

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.


TTM20232022202120202019201820172016201520142013
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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.67%
-16.84%
UC04.L
HMCA.L

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.


0.00%5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober
1.92%
18.76%
UC04.L
HMCA.L