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UC07.L vs. HWWA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UC07.L vs. HWWA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.L) and HSBC Multi Factor Worldwide Equity UCITS ETF (HWWA.L). The values are adjusted to include any dividend payments, if applicable.

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UC07.L vs. HWWA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UC07.L
UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis
2.20%5.98%15.41%3.09%4.71%28.76%-3.62%20.51%-3.14%4.81%
HWWA.L
HSBC Multi Factor Worldwide Equity UCITS ETF
1.11%16.74%17.83%15.71%-7.83%21.70%11.03%18.57%-5.55%12.89%
Different Trading Currencies

UC07.L is traded in GBp, while HWWA.L is traded in GBP. To make them comparable, the HWWA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UC07.L achieves a 2.20% return, which is significantly higher than HWWA.L's 1.11% return. Over the past 10 years, UC07.L has underperformed HWWA.L with an annualized return of 10.49%, while HWWA.L has yielded a comparatively higher 12.17% annualized return.


UC07.L

1D
0.48%
1M
-2.44%
YTD
2.20%
6M
4.17%
1Y
8.90%
3Y*
10.08%
5Y*
9.52%
10Y*
10.49%

HWWA.L

1D
0.02%
1M
-1.57%
YTD
1.11%
6M
5.92%
1Y
21.69%
3Y*
15.50%
5Y*
11.19%
10Y*
12.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UC07.L vs. HWWA.L - Expense Ratio Comparison

UC07.L has a 0.20% expense ratio, which is lower than HWWA.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

UC07.L vs. HWWA.L — Risk / Return Rank

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

UC07.L
UC07.L Risk / Return Rank: 4848
Overall Rank
UC07.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
UC07.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
UC07.L Omega Ratio Rank: 3131
Omega Ratio Rank
UC07.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
UC07.L Martin Ratio Rank: 7070
Martin Ratio Rank

HWWA.L
HWWA.L Risk / Return Rank: 8585
Overall Rank
HWWA.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
HWWA.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
HWWA.L Omega Ratio Rank: 8080
Omega Ratio Rank
HWWA.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
HWWA.L Martin Ratio Rank: 9595
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.

UC07.L vs. HWWA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.L) and HSBC Multi Factor Worldwide Equity UCITS ETF (HWWA.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.


UC07.LHWWA.LDifference

Sharpe ratio

Return per unit of total volatility

0.69

1.58

-0.88

Sortino ratio

Return per unit of downside risk

0.98

2.13

-1.15

Omega ratio

Gain probability vs. loss probability

1.14

1.33

-0.19

Calmar ratio

Return relative to maximum drawdown

2.45

4.06

-1.61

Martin ratio

Return relative to average drawdown

8.49

16.87

-8.38

UC07.L vs. HWWA.L - Sharpe Ratio Comparison

The current UC07.L Sharpe Ratio is 0.69, which is lower than the HWWA.L Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of UC07.L and HWWA.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


UC07.LHWWA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

1.58

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.88

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.85

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.77

-0.05

Correlation

The correlation between UC07.L and HWWA.L is 0.84, 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

UC07.L vs. HWWA.L - Dividend Comparison

UC07.L's dividend yield for the trailing twelve months is around 1.50%, more than HWWA.L's 1.42% yield.


TTM20252024202320222021202020192018201720162015
UC07.L
UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis
1.50%2.05%1.79%2.04%1.81%1.59%2.41%2.08%2.49%2.01%2.18%2.25%
HWWA.L
HSBC Multi Factor Worldwide Equity UCITS ETF
1.42%1.43%1.58%1.95%2.07%1.48%1.45%2.07%2.10%1.86%1.71%1.97%

Drawdowns

UC07.L vs. HWWA.L - Drawdown Comparison

The maximum UC07.L drawdown since its inception was -28.73%, which is greater than HWWA.L's maximum drawdown of -25.12%. Use the drawdown chart below to compare losses from any high point for UC07.L and HWWA.L.


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Drawdown Indicators


UC07.LHWWA.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.73%

-25.12%

-3.61%

Max Drawdown (1Y)

Largest decline over 1 year

-6.87%

-6.74%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-16.76%

-16.79%

+0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-28.73%

-25.12%

-3.61%

Current Drawdown

Current decline from peak

-3.23%

-3.67%

+0.44%

Average Drawdown

Average peak-to-trough decline

-3.99%

-3.57%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

1.62%

-0.05%

Volatility

UC07.L vs. HWWA.L - Volatility Comparison

The current volatility for UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.L) is 3.48%, while HSBC Multi Factor Worldwide Equity UCITS ETF (HWWA.L) has a volatility of 4.36%. This indicates that UC07.L experiences smaller price fluctuations and is considered to be less risky than HWWA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UC07.LHWWA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.48%

4.36%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

6.72%

8.03%

-1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

12.75%

13.67%

-0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.59%

12.69%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.88%

14.32%

+0.56%