XDEQ.L vs. HPRO.L
Compare and contrast key facts about Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) and HSBC FTSE EPRA/NAREIT Developed UCITS ETF (HPRO.L).
XDEQ.L and HPRO.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDEQ.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 11, 2014. HPRO.L is a passively managed fund by HSBC Investment Funds (Luxembourg) S.A. that tracks the performance of the FTSE EPRA Nareit Global TR USD. It was launched on Jun 20, 2011. Both XDEQ.L and HPRO.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: XDEQ.L or HPRO.L.
Performance
XDEQ.L vs. HPRO.L - Performance Comparison
Returns By Period
In the year-to-date period, XDEQ.L achieves a 18.50% return, which is significantly higher than HPRO.L's 5.44% return. Over the past 10 years, XDEQ.L has outperformed HPRO.L with an annualized return of 12.80%, while HPRO.L has yielded a comparatively lower 5.29% annualized return.
XDEQ.L
18.50%
0.90%
6.15%
23.61%
12.65%
12.80%
HPRO.L
5.44%
-1.38%
8.02%
16.29%
0.50%
5.29%
Key characteristics
| XDEQ.L | HPRO.L | |
|---|---|---|
| Sharpe Ratio | 2.12 | 1.37 |
| Sortino Ratio | 3.05 | 2.00 |
| Omega Ratio | 1.39 | 1.25 |
| Calmar Ratio | 3.58 | 0.76 |
| Martin Ratio | 12.80 | 4.70 |
| Ulcer Index | 1.80% | 3.44% |
| Daily Std Dev | 10.84% | 11.82% |
| Max Drawdown | -23.79% | -35.45% |
| Current Drawdown | -1.24% | -7.77% |
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XDEQ.L vs. HPRO.L - Expense Ratio Comparison
XDEQ.L has a 0.25% expense ratio, which is higher than HPRO.L's 0.24% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between XDEQ.L and HPRO.L is 0.68, 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.
Risk-Adjusted Performance
XDEQ.L vs. HPRO.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) and HSBC FTSE EPRA/NAREIT Developed UCITS ETF (HPRO.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
XDEQ.L vs. HPRO.L - Dividend Comparison
XDEQ.L has not paid dividends to shareholders, while HPRO.L's dividend yield for the trailing twelve months is around 3.21%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDEQ.L Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% | 0.00% |
HPRO.L HSBC FTSE EPRA/NAREIT Developed UCITS ETF | 3.21% | 3.43% | 3.46% | 2.25% | 3.06% | 3.05% | 3.22% | 3.04% | 2.84% | 2.64% | 2.49% | 2.96% |
Drawdowns
XDEQ.L vs. HPRO.L - Drawdown Comparison
The maximum XDEQ.L drawdown since its inception was -23.79%, smaller than the maximum HPRO.L drawdown of -35.45%. Use the drawdown chart below to compare losses from any high point for XDEQ.L and HPRO.L. For additional features, visit the drawdowns tool.
Volatility
XDEQ.L vs. HPRO.L - Volatility Comparison
The current volatility for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) is 2.89%, while HSBC FTSE EPRA/NAREIT Developed UCITS ETF (HPRO.L) has a volatility of 4.04%. This indicates that XDEQ.L experiences smaller price fluctuations and is considered to be less risky than HPRO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.