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UC15.L vs. HWWA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UC15.L vs. HWWA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.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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Different Trading Currencies

UC15.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, UC15.L achieves a 18.57% return, which is significantly higher than HWWA.L's 15.04% return. Over the past 10 years, UC15.L has underperformed HWWA.L with an annualized return of 9.50%, while HWWA.L has yielded a comparatively higher 13.78% annualized return.


UC15.L

1D
0.61%
1M
-4.67%
YTD
18.57%
6M
20.45%
1Y
21.83%
3Y*
9.14%
5Y*
12.31%
10Y*
9.50%

HWWA.L

1D
-0.22%
1M
4.11%
YTD
15.04%
6M
15.62%
1Y
35.53%
3Y*
20.05%
5Y*
13.06%
10Y*
13.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UC15.L vs. HWWA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UC15.L
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc
18.57%2.29%6.44%-6.52%29.97%36.11%-2.49%5.31%-5.75%-2.28%
HWWA.L
HSBC Multi Factor Worldwide Equity UCITS ETF
15.04%16.74%17.80%15.75%-7.86%21.74%10.98%18.58%-5.53%12.91%

Correlation

The correlation between UC15.L and HWWA.L is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Jul 8, 2014

0.36

The correlation between UC15.L and HWWA.L shifts across timeframes, from -0.10 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UC15.L vs. HWWA.L — Risk / Return Rank

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

UC15.L
UC15.L Risk / Return Rank: 4949
Overall Rank
UC15.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
UC15.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
UC15.L Omega Ratio Rank: 4343
Omega Ratio Rank
UC15.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
UC15.L Martin Ratio Rank: 5555
Martin Ratio Rank

HWWA.L
HWWA.L Risk / Return Rank: 9393
Overall Rank
HWWA.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
HWWA.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
HWWA.L Omega Ratio Rank: 9494
Omega Ratio Rank
HWWA.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
HWWA.L Martin Ratio Rank: 9292
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.

UC15.L vs. HWWA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UC15.LHWWA.LDifference
Sharpe ratioReturn per unit of total volatility

-1.90

Sortino ratioReturn per unit of downside risk

-2.58

Omega ratioGain probability vs. loss probability

1.27

1.65

-0.38

Calmar ratioReturn relative to maximum drawdown

3.07

5.30

-2.23

Martin ratioReturn relative to average drawdown

9.12

21.80

-12.68

UC15.L vs. HWWA.L - Sharpe Ratio Comparison

The current UC15.L Sharpe Ratio is 1.48, which is lower than the HWWA.L Sharpe Ratio of 3.37. The chart below compares the historical Sharpe Ratios of UC15.L and HWWA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

UC15.L vs. HWWA.L - Drawdown Comparison

The maximum UC15.L drawdown since its inception was -98.86%, which is greater than HWWA.L's maximum drawdown of -25.15%. Use the drawdown chart below to compare losses from any high point for UC15.L and HWWA.L.


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Drawdown Indicators


UC15.LHWWA.LDifference

Max Drawdown

Largest peak-to-trough decline

-98.86%

-25.15%

-73.71%

Max Drawdown (1Y)

Largest decline over 1 year

-6.76%

-6.76%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-25.74%

-16.79%

-8.95%

Max Drawdown (5Y)

Largest decline over 5 years

-25.74%

-16.79%

-8.95%

Max Drawdown (10Y)

Largest decline over 10 years

-30.26%

-25.15%

-5.11%

Current Drawdown

Current decline from peak

-5.86%

-0.22%

-5.64%

Average Drawdown

Average peak-to-trough decline

-17.21%

-3.52%

-13.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

1.65%

+0.54%

Volatility

UC15.L vs. HWWA.L - Volatility Comparison

UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L) and HSBC Multi Factor Worldwide Equity UCITS ETF (HWWA.L) have volatilities of 3.76% and 3.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UC15.LHWWA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.76%

3.74%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

11.41%

8.36%

+3.05%

Volatility (1Y)

Calculated over the trailing 1-year period

14.09%

10.68%

+3.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.61%

12.76%

+6.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.37%

14.34%

+3.03%

UC15.L vs. HWWA.L - Expense Ratio Comparison

UC15.L has a 0.34% expense ratio, which is higher than HWWA.L's 0.25% expense ratio.


Dividends

UC15.L vs. HWWA.L - Dividend Comparison

UC15.L has not paid dividends to shareholders, while HWWA.L's dividend yield for the trailing twelve months is around 1.28%.


PositionTTM20252024202320222021202020192018201720162015
HWWA.L
HSBC Multi Factor Worldwide Equity UCITS ETF
1.28%1.43%1.58%1.95%2.07%1.48%1.45%2.07%2.10%1.86%1.71%1.97%
UC15.L
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UC15.L and HWWA.L have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HWWA.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HWWA.L is cheaper with a 0.25% expense ratio, compared with 0.34% for UC15.L.

UC15.L is categorized as Commodities, while HWWA.L is Global Equities. UC15.L tracks UBS CMCI, while HWWA.L tracks MSCI ACWI NR USD. They also come from different issuers: UBS and HSBC. Their fees differ too: 0.34% for UC15.L and 0.25% for HWWA.L.

Portfolio Optimizer

Find the right allocation for UC15.L and HWWA.L

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