XD9D.DE vs. HMUD.L
Compare and contrast key facts about Xtrackers MSCI USA UCITS ETF (XD9D.DE) and HSBC MSCI USA UCITS ETF (HMUD.L).
XD9D.DE and HMUD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XD9D.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI USA. It was launched on Feb 18, 2021. HMUD.L is a passively managed fund by HSBC that tracks the performance of the Russell 1000 TR USD. It was launched on Jun 1, 2010. Both XD9D.DE and HMUD.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XD9D.DE or HMUD.L.
Key characteristics
| XD9D.DE | HMUD.L | |
|---|---|---|
| YTD Return | 27.08% | 25.87% |
| 1Y Return | 35.39% | 38.10% |
| 3Y Return (Ann) | 10.15% | 28.65% |
| Sharpe Ratio | 2.82 | 1.67 |
| Sortino Ratio | 3.87 | 2.14 |
| Omega Ratio | 1.58 | 1.32 |
| Calmar Ratio | 2.63 | 1.74 |
| Martin Ratio | 17.69 | 5.26 |
| Ulcer Index | 1.93% | 8.31% |
| Daily Std Dev | 12.02% | 18.23% |
| Max Drawdown | -26.28% | -29.48% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XD9D.DE and HMUD.L is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XD9D.DE vs. HMUD.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with XD9D.DE having a 27.08% return and HMUD.L slightly lower at 25.87%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XD9D.DE vs. HMUD.L - Expense Ratio Comparison
XD9D.DE has a 0.07% expense ratio, which is lower than HMUD.L's 0.30% expense ratio.
Risk-Adjusted Performance
XD9D.DE vs. HMUD.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA UCITS ETF (XD9D.DE) and HSBC MSCI USA UCITS ETF (HMUD.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.
Dividends
XD9D.DE vs. HMUD.L - Dividend Comparison
XD9D.DE has not paid dividends to shareholders, while HMUD.L's dividend yield for the trailing twelve months is around 0.82%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XD9D.DE Xtrackers MSCI USA 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% |
HMUD.L HSBC MSCI USA UCITS ETF | 0.82% | 0.98% | 1.07% | 0.78% | 1.11% | 1.23% | 1.47% | 1.24% | 1.43% | 1.42% | 1.25% | 1.36% |
Drawdowns
XD9D.DE vs. HMUD.L - Drawdown Comparison
The maximum XD9D.DE drawdown since its inception was -26.28%, smaller than the maximum HMUD.L drawdown of -29.48%. Use the drawdown chart below to compare losses from any high point for XD9D.DE and HMUD.L. For additional features, visit the drawdowns tool.
Volatility
XD9D.DE vs. HMUD.L - Volatility Comparison
Xtrackers MSCI USA UCITS ETF (XD9D.DE) and HSBC MSCI USA UCITS ETF (HMUD.L) have volatilities of 3.57% 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.