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URTH vs. HNSS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

URTH vs. HNSS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World ETF (URTH) and HSBC Nasdaq Global Semiconductor UCITS ETF (HNSS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

URTH is traded in USD, while HNSS.L is traded in GBP. To make them comparable, the HNSS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, URTH achieves a 8.91% return, which is significantly lower than HNSS.L's 83.82% return.


URTH

1D
0.39%
1M
-0.21%
YTD
8.91%
6M
9.60%
1Y
24.56%
3Y*
19.60%
5Y*
11.45%
10Y*
13.38%

HNSS.L

1D
0.00%
1M
5.13%
YTD
83.82%
6M
88.94%
1Y
170.38%
3Y*
57.21%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

URTH vs. HNSS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
URTH
iShares MSCI World ETF
8.91%21.36%18.66%23.95%-11.97%
HNSS.L
HSBC Nasdaq Global Semiconductor UCITS ETF
83.82%56.48%17.97%39.90%-33.45%

Correlation

The correlation between URTH and HNSS.L is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.58

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

0.55

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2022

0.64

The correlation between URTH and HNSS.L has been stable across timeframes, ranging from 0.55 to 0.64 - a consistent structural relationship.

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Return for Risk

URTH vs. HNSS.L — Risk / Return Rank

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

URTH
URTH Risk / Return Rank: 6464
Overall Rank
URTH Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
URTH Sortino Ratio Rank: 6464
Sortino Ratio Rank
URTH Omega Ratio Rank: 6363
Omega Ratio Rank
URTH Calmar Ratio Rank: 5959
Calmar Ratio Rank
URTH Martin Ratio Rank: 7171
Martin Ratio Rank

HNSS.L
HNSS.L Risk / Return Rank: 9191
Overall Rank
HNSS.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
HNSS.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
HNSS.L Omega Ratio Rank: 9595
Omega Ratio Rank
HNSS.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
HNSS.L Martin Ratio Rank: 8383
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.

URTH vs. HNSS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ETF (URTH) and HSBC Nasdaq Global Semiconductor UCITS ETF (HNSS.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.


URTHHNSS.LDifference
Sharpe ratioReturn per unit of total volatility

-1.19

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

1.33

1.61

-0.28

Calmar ratioReturn relative to maximum drawdown

2.56

5.37

-2.81

Martin ratioReturn relative to average drawdown

11.37

14.49

-3.12

URTH vs. HNSS.L - Sharpe Ratio Comparison

The current URTH Sharpe Ratio is 1.85, which is lower than the HNSS.L Sharpe Ratio of 3.03. The chart below compares the historical Sharpe Ratios of URTH and HNSS.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

URTH vs. HNSS.L - Drawdown Comparison

The maximum URTH drawdown since its inception was -34.01%, smaller than the maximum HNSS.L drawdown of -51.82%. Use the drawdown chart below to compare losses from any high point for URTH and HNSS.L.


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Drawdown Indicators


URTHHNSS.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.01%

-51.82%

+17.81%

Max Drawdown (1Y)

Largest decline over 1 year

-9.06%

-30.87%

+21.81%

Max Drawdown (3Y)

Largest decline over 3 years

-16.94%

-37.48%

+20.54%

Max Drawdown (5Y)

Largest decline over 5 years

-26.05%

Max Drawdown (10Y)

Largest decline over 10 years

-34.01%

Current Drawdown

Current decline from peak

-1.87%

-6.42%

+4.55%

Average Drawdown

Average peak-to-trough decline

-4.37%

-19.16%

+14.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

11.43%

-9.39%

Volatility

URTH vs. HNSS.L - Volatility Comparison

The current volatility for iShares MSCI World ETF (URTH) is 4.55%, while HSBC Nasdaq Global Semiconductor UCITS ETF (HNSS.L) has a volatility of 14.15%. This indicates that URTH experiences smaller price fluctuations and is considered to be less risky than HNSS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


URTHHNSS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

14.15%

-9.60%

Volatility (6M)

Calculated over the trailing 6-month period

10.11%

27.54%

-17.43%

Volatility (1Y)

Calculated over the trailing 1-year period

12.57%

54.65%

-42.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.26%

40.49%

-24.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.29%

40.49%

-23.20%

URTH vs. HNSS.L - Expense Ratio Comparison

URTH has a 0.24% expense ratio, which is lower than HNSS.L's 0.35% expense ratio.


Dividends

URTH vs. HNSS.L - Dividend Comparison

URTH's dividend yield for the trailing twelve months is around 1.36%, while HNSS.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
HNSS.L
HSBC Nasdaq Global Semiconductor UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
URTH
iShares MSCI World ETF
1.36%1.48%1.47%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%

Frequently Asked Questions


URTH and HNSS.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, URTH is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

URTH is cheaper with a 0.24% expense ratio, compared with 0.35% for HNSS.L.

URTH is categorized as Global Equities, while HNSS.L is Semiconductors. URTH tracks MSCI World Index (Net), while HNSS.L tracks Nasdaq Global Semiconductor Index. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.24% for URTH and 0.35% for HNSS.L.

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