XDUS.L vs. HMUS.L
Compare and contrast key facts about Xtrackers MSCI USA UCITS ETF 1C (XDUS.L) and HSBC MSCI USA UCITS ETF (HMUS.L).
XDUS.L and HMUS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDUS.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on May 9, 2014. HMUS.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 XDUS.L and HMUS.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: XDUS.L or HMUS.L.
Key characteristics
| XDUS.L | HMUS.L | |
|---|---|---|
| YTD Return | 24.56% | 24.38% |
| 1Y Return | 31.88% | 31.64% |
| 3Y Return (Ann) | 11.00% | 12.33% |
| 5Y Return (Ann) | 15.52% | 17.58% |
| 10Y Return (Ann) | 15.49% | 17.51% |
| Sharpe Ratio | 2.77 | 2.63 |
| Sortino Ratio | 3.93 | 3.73 |
| Omega Ratio | 1.54 | 1.51 |
| Calmar Ratio | 4.80 | 4.81 |
| Martin Ratio | 19.50 | 18.14 |
| Ulcer Index | 1.61% | 1.72% |
| Daily Std Dev | 11.28% | 11.43% |
| Max Drawdown | -25.82% | -25.78% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XDUS.L and HMUS.L is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XDUS.L vs. HMUS.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with XDUS.L having a 24.56% return and HMUS.L slightly lower at 24.38%. Over the past 10 years, XDUS.L has underperformed HMUS.L with an annualized return of 15.49%, while HMUS.L has yielded a comparatively higher 17.51% annualized return. 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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XDUS.L vs. HMUS.L - Expense Ratio Comparison
XDUS.L has a 0.07% expense ratio, which is lower than HMUS.L's 0.30% expense ratio.
Risk-Adjusted Performance
XDUS.L vs. HMUS.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA UCITS ETF 1C (XDUS.L) and HSBC MSCI USA UCITS ETF (HMUS.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
XDUS.L vs. HMUS.L - Dividend Comparison
XDUS.L has not paid dividends to shareholders, while HMUS.L's dividend yield for the trailing twelve months is around 0.83%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 1.23% | 0.00% |
HMUS.L HSBC MSCI USA UCITS ETF | 0.83% | 0.99% | 1.01% | 0.76% | 1.17% | 1.27% | 1.38% | 1.33% | 1.29% | 1.38% | 1.17% | 1.44% |
Drawdowns
XDUS.L vs. HMUS.L - Drawdown Comparison
The maximum XDUS.L drawdown since its inception was -25.82%, roughly equal to the maximum HMUS.L drawdown of -25.78%. Use the drawdown chart below to compare losses from any high point for XDUS.L and HMUS.L. For additional features, visit the drawdowns tool.
Volatility
XDUS.L vs. HMUS.L - Volatility Comparison
Xtrackers MSCI USA UCITS ETF 1C (XDUS.L) and HSBC MSCI USA UCITS ETF (HMUS.L) have volatilities of 3.31% and 3.37%, 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.