XDUS.L vs. HIDR.L

Last updated Jun 5, 2026

XDUS.L (Xtrackers MSCI USA UCITS ETF 1C) and HIDR.L (HSBC MSCI Indonesia UCITS ETF USD) are both exchange-traded funds - XDUS.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while HIDR.L is a Asia Pacific Equities fund tracking the MSCI Indonesia NR IDR. Both are passively managed. Over the past 10 years, XDUS.L returned 16.05%/yr vs -3.49%/yr for HIDR.L. At a 0.29 correlation, their price movements are largely independent. XDUS.L charges 0.07%/yr vs 0.50%/yr for HIDR.L.

Performance

XDUS.L vs. HIDR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI USA UCITS ETF 1C (XDUS.L) and HSBC MSCI Indonesia UCITS ETF USD (HIDR.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XDUS.L achieves a 10.50% return, which is significantly higher than HIDR.L's -39.26% return. Over the past 10 years, XDUS.L has outperformed HIDR.L with an annualized return of 16.05%, while HIDR.L has yielded a comparatively lower -3.49% annualized return.

XDUS.L

• 1D: 0.05%
• 1M: 5.63%
• YTD: 10.50%
• 6M: 10.29%
• 1Y: 28.78%
• 3Y*: 19.16%
• 5Y*: 14.56%
• 10Y*: 16.05%

HIDR.L

• 1D: -0.63%
• 1M: -19.17%
• YTD: -39.26%
• 6M: -40.84%
• 1Y: -39.36%
• 3Y*: -23.10%
• 5Y*: -9.04%
• 10Y*: -3.49%

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

XDUS.L vs. HIDR.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XDUS.L Xtrackers MSCI USA UCITS ETF 1C	10.50%	9.21%	27.38%	20.65%	-10.42%	28.96%	16.52%	26.57%	-0.19%	10.82%
HIDR.L HSBC MSCI Indonesia UCITS ETF USD	-39.26%	-8.13%	-13.17%	-0.80%	15.43%	2.40%	-11.41%	4.86%	-4.08%	12.22%

Correlation

The correlation between XDUS.L and HIDR.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.26
Correlation (10Y) Calculated over the trailing 10-year period	0.31
Correlation (All Time) Calculated using the full available price history since Sep 3, 2014	0.29

XDUS.L vs. HIDR.L - Sectors Allocation Comparison

Sectors	XDUS.L	HIDR.L
Technology	35.4%	3.4%
Financial Services	11.6%	56.9%
Communication Services	11.3%	11.6%
Consumer Cyclical	10.1%	-
Healthcare	8.6%	-
Industrials	8.6%	7.9%
Consumer Defensive	4.8%	4.2%
Energy	3.6%	1.7%
Utilities	2.3%	1.6%
Real Estate	1.9%	-
Basic Materials	1.8%	12.8%

Return for Risk

XDUS.L vs. HIDR.L — Risk / Return Rank

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

XDUS.L

XDUS.L Risk / Return Rank: 79
XDUS.L Sharpe Ratio Rank: 83
XDUS.L Sortino Ratio Rank: 81
XDUS.L Omega Ratio Rank: 84
XDUS.L Calmar Ratio Rank: 76
XDUS.L Martin Ratio Rank: 73

HIDR.L

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

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA UCITS ETF 1C (XDUS.L) 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.

	XDUS.L	HIDR.L	Difference
Sharpe ratio: Return per unit of total volatility	2.68	-1.59	+4.27
Sortino ratio: Return per unit of downside risk	3.59	-2.33	+5.92
Omega ratio: Gain probability vs. loss probability	1.50	0.71	+0.79
Calmar ratio: Return relative to maximum drawdown	3.82	-0.92	+4.74
Martin ratio: Return relative to average drawdown	13.55	-2.56	+16.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDUS.L vs. HIDR.L - Sharpe Ratio Comparison

The current XDUS.L Sharpe Ratio is 2.68, which is higher than the HIDR.L Sharpe Ratio of -1.59. The chart below compares the historical Sharpe Ratios of XDUS.L 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.

Sharpe Ratios by Period

	XDUS.L	HIDR.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.68	-1.59	+4.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.00	-0.45	+1.46
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.05	-0.16	+1.21
Sharpe Ratio (All Time) Calculated using the full available price history	1.08	-0.10	+1.18

Drawdowns

XDUS.L vs. HIDR.L - Drawdown Comparison

The maximum XDUS.L drawdown since its inception was -25.82%, smaller than the maximum HIDR.L drawdown of -58.31%. Use the drawdown chart below to compare losses from any high point for XDUS.L and HIDR.L.

Drawdown Indicators

	XDUS.L	HIDR.L	Difference
Max Drawdown Largest peak-to-trough decline	-25.82%	-58.31%	+32.49%
Max Drawdown (1Y) Largest decline over 1 year	-7.50%	-42.78%	+35.28%
Max Drawdown (3Y) Largest decline over 3 years	-21.51%	-54.23%	+32.72%
Max Drawdown (5Y) Largest decline over 5 years	-21.51%	-58.31%	+36.80%
Max Drawdown (10Y) Largest decline over 10 years	-25.82%	-58.31%	+32.49%
Current Drawdown Current decline from peak	-0.16%	-58.31%	+58.15%
Average Drawdown Average peak-to-trough decline	-3.60%	-18.11%	+14.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.12%	15.35%	-13.23%

Volatility

XDUS.L vs. HIDR.L - Volatility Comparison

The current volatility for Xtrackers MSCI USA UCITS ETF 1C (XDUS.L) is 2.60%, while HSBC MSCI Indonesia UCITS ETF USD (HIDR.L) has a volatility of 7.79%. This indicates that XDUS.L 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

	XDUS.L	HIDR.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.60%	7.79%	-5.19%
Volatility (6M) Calculated over the trailing 6-month period	7.27%	20.56%	-13.29%
Volatility (1Y) Calculated over the trailing 1-year period	10.70%	24.69%	-13.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.64%	20.00%	-5.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.25%	24.57%	-8.32%

XDUS.L vs. HIDR.L - Expense Ratio Comparison

XDUS.L has a 0.07% expense ratio, which is lower than HIDR.L's 0.50% expense ratio.

Dividends

XDUS.L vs. HIDR.L - Dividend Comparison

XDUS.L has not paid dividends to shareholders, while HIDR.L's dividend yield for the trailing twelve months is around 6.25%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HIDR.L HSBC MSCI Indonesia UCITS ETF USD	6.25%	4.87%	3.49%	3.49%	2.04%	1.27%	1.75%	1.61%	1.50%	1.14%	1.12%	1.59%
XDUS.L Xtrackers MSCI USA UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

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

XDUS.L and HIDR.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XDUS.L or HIDR.L?

On fees, XDUS.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XDUS.L or HIDR.L?

XDUS.L is cheaper with a 0.07% expense ratio, compared with 0.50% for HIDR.L.

What is the main difference between XDUS.L and HIDR.L?

XDUS.L is categorized as Large Cap Blend Equities, while HIDR.L is Asia Pacific Equities. XDUS.L tracks Russell 1000 TR USD, while HIDR.L tracks MSCI Indonesia NR IDR. They also come from different issuers: Xtrackers and HSBC. Their fees differ too: 0.07% for XDUS.L and 0.50% for HIDR.L.