XDEQ.L vs. HSXJ.L
Compare and contrast key facts about Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) and HSBC Asia Pacific ex Japan Sustainable Equity UCITS ETF USD (HSXJ.L).
XDEQ.L and HSXJ.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. HSXJ.L is a passively managed fund by HSBC that tracks the performance of the MSCI AC Asia Pac Ex JPN NR USD. It was launched on Aug 20, 2020. Both XDEQ.L and HSXJ.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 HSXJ.L.
Performance
XDEQ.L vs. HSXJ.L - Performance Comparison
Returns By Period
In the year-to-date period, XDEQ.L achieves a 18.50% return, which is significantly higher than HSXJ.L's 16.53% return.
XDEQ.L
18.50%
0.90%
6.15%
23.61%
12.65%
12.80%
HSXJ.L
16.53%
-1.98%
5.53%
17.82%
N/A
N/A
Key characteristics
| XDEQ.L | HSXJ.L | |
|---|---|---|
| Sharpe Ratio | 2.12 | 1.16 |
| Sortino Ratio | 3.05 | 1.71 |
| Omega Ratio | 1.39 | 1.22 |
| Calmar Ratio | 3.58 | 0.72 |
| Martin Ratio | 12.80 | 5.50 |
| Ulcer Index | 1.80% | 3.18% |
| Daily Std Dev | 10.84% | 15.04% |
| Max Drawdown | -23.79% | -25.60% |
| Current Drawdown | -1.24% | -5.31% |
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XDEQ.L vs. HSXJ.L - Expense Ratio Comparison
Both XDEQ.L and HSXJ.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between XDEQ.L and HSXJ.L is 0.69, 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. HSXJ.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 Asia Pacific ex Japan Sustainable Equity UCITS ETF USD (HSXJ.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. HSXJ.L - Dividend Comparison
Neither XDEQ.L nor HSXJ.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
HSXJ.L HSBC Asia Pacific ex Japan Sustainable Equity UCITS ETF USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XDEQ.L vs. HSXJ.L - Drawdown Comparison
The maximum XDEQ.L drawdown since its inception was -23.79%, smaller than the maximum HSXJ.L drawdown of -25.60%. Use the drawdown chart below to compare losses from any high point for XDEQ.L and HSXJ.L. For additional features, visit the drawdowns tool.
Volatility
XDEQ.L vs. HSXJ.L - Volatility Comparison
The current volatility for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) is 2.89%, while HSBC Asia Pacific ex Japan Sustainable Equity UCITS ETF USD (HSXJ.L) has a volatility of 6.14%. This indicates that XDEQ.L experiences smaller price fluctuations and is considered to be less risky than HSXJ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.