WT vs. HIDR.L

Last updated Jun 13, 2026

WT (WisdomTree Inc.) is a stock, while HIDR.L (HSBC MSCI Indonesia UCITS ETF USD) is Asia Pacific Equities fund tracking the MSCI Indonesia NR IDR. Over the past 10 years, WT returned 8.07%/yr vs -3.29%/yr for HIDR.L. At a 0.23 correlation, their price movements are largely independent.

Performance

WT vs. HIDR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Inc. (WT) and HSBC MSCI Indonesia UCITS ETF USD (HIDR.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

WT is traded in USD, while HIDR.L is traded in GBp. To make them comparable, the HIDR.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WT achieves a 47.93% return, which is significantly higher than HIDR.L's -36.24% return. Over the past 10 years, WT has outperformed HIDR.L with an annualized return of 8.07%, while HIDR.L has yielded a comparatively lower -3.29% annualized return.

WT

• 1D: 3.99%
• 1M: -9.29%
• YTD: 47.93%
• 6M: 52.43%
• 1Y: 80.10%
• 3Y*: 36.20%
• 5Y*: 22.72%
• 10Y*: 8.07%

HIDR.L

• 1D: 2.18%
• 1M: -10.86%
• YTD: -36.24%
• 6M: -36.19%
• 1Y: -37.53%
• 3Y*: -19.81%
• 5Y*: -8.95%
• 10Y*: -3.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WT vs. HIDR.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WT WisdomTree Inc.	47.93%	17.38%	53.55%	29.56%	-8.94%	16.57%	14.13%	-25.75%	-46.31%	16.47%
HIDR.L HSBC MSCI Indonesia UCITS ETF USD	-36.24%	-1.20%	-14.61%	4.43%	3.09%	1.47%	-8.00%	8.24%	-9.58%	23.37%

Correlation

The correlation between WT and HIDR.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (5Y) Calculated over the trailing 5-year period	0.18
Correlation (10Y) Calculated over the trailing 10-year period	0.19
Correlation (All Time) Calculated using the full available price history since Mar 30, 2011	0.23

Return for Risk

WT vs. HIDR.L — Risk / Return Rank

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

WT

WT Risk / Return Rank: 85
WT Sharpe Ratio Rank: 90
WT Sortino Ratio Rank: 87
WT Omega Ratio Rank: 83
WT Calmar Ratio Rank: 83
WT Martin Ratio Rank: 82

HIDR.L

HIDR.L Risk / Return Rank: 1
HIDR.L Sharpe Ratio Rank: 0
HIDR.L Sortino Ratio Rank: 1
HIDR.L Omega Ratio Rank: 0
HIDR.L Calmar Ratio Rank: 3
HIDR.L Martin Ratio Rank: 0

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.

WT vs. HIDR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Inc. (WT) and HSBC MSCI Indonesia UCITS ETF USD (HIDR.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.

	WT	HIDR.L	Difference
Sharpe ratio: Return per unit of total volatility	2.07	-1.37	+3.44
Sortino ratio: Return per unit of downside risk	2.74	-2.04	+4.78
Omega ratio: Gain probability vs. loss probability	1.31	0.74	+0.57
Calmar ratio: Return relative to maximum drawdown	2.90	-0.79	+3.69
Martin ratio: Return relative to average drawdown	6.89	-2.30	+9.19

WT vs. HIDR.L - Sharpe Ratio Comparison

The current WT Sharpe Ratio is 2.07, which is higher than the HIDR.L Sharpe Ratio of -1.37. The chart below compares the historical Sharpe Ratios of WT and HIDR.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.

Drawdowns

WT vs. HIDR.L - Drawdown Comparison

The maximum WT drawdown since its inception was -99.92%, which is greater than HIDR.L's maximum drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for WT and HIDR.L.

Drawdown Indicators

	WT	HIDR.L	Difference
Max Drawdown Largest peak-to-trough decline	-99.92%	-58.15%	-41.77%
Max Drawdown (1Y) Largest decline over 1 year	-26.67%	-48.66%	+21.99%
Max Drawdown (3Y) Largest decline over 3 years	-36.94%	-58.13%	+21.19%
Max Drawdown (5Y) Largest decline over 5 years	-36.94%	-58.13%	+21.19%
Max Drawdown (10Y) Largest decline over 10 years	-83.95%	-58.13%	-25.82%
Current Drawdown Current decline from peak	-12.50%	-50.90%	+38.40%
Average Drawdown Average peak-to-trough decline	-60.16%	-18.92%	-41.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.20%	16.73%	-5.53%

Volatility

WT vs. HIDR.L - Volatility Comparison

The current volatility for WisdomTree Inc. (WT) is 11.00%, while HSBC MSCI Indonesia UCITS ETF USD (HIDR.L) has a volatility of 15.37%. This indicates that WT experiences smaller price fluctuations and is considered to be less risky than HIDR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WT	HIDR.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.00%	15.37%	-4.37%
Volatility (6M) Calculated over the trailing 6-month period	31.11%	24.62%	+6.49%
Volatility (1Y) Calculated over the trailing 1-year period	37.43%	28.01%	+9.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.39%	21.84%	+10.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.93%	24.76%	+18.17%

Dividends

WT vs. HIDR.L - Dividend Comparison

WT's dividend yield for the trailing twelve months is around 0.67%, less than HIDR.L's 5.93% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HIDR.L HSBC MSCI Indonesia UCITS ETF USD	5.93%	4.87%	3.49%	3.49%	2.04%	1.27%	1.75%	1.62%	1.50%	1.14%	1.12%	1.59%
WT WisdomTree Inc.	0.67%	0.98%	1.14%	1.73%	2.20%	1.96%	2.24%	2.48%	1.80%	2.55%	2.87%	3.64%

Frequently Asked Questions

Can I hold both WT and HIDR.L in my portfolio?

WT and HIDR.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.