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XMVU.L vs. HIUS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XMVU.L vs. HIUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.L) and HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.L). The values are adjusted to include any dividend payments, if applicable.

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XMVU.L vs. HIUS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
XMVU.L
Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D
-1.68%7.94%15.67%9.79%-0.33%
HIUS.L
HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating
-2.15%18.63%7.72%29.55%-2.21%
Different Trading Currencies

XMVU.L is traded in USD, while HIUS.L is traded in GBP. To make them comparable, the HIUS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XMVU.L achieves a -1.68% return, which is significantly higher than HIUS.L's -2.15% return.


XMVU.L

1D
0.95%
1M
-4.25%
YTD
-1.68%
6M
-1.59%
1Y
0.40%
3Y*
10.22%
5Y*
7.39%
10Y*

HIUS.L

1D
3.02%
1M
-3.37%
YTD
-2.15%
6M
3.43%
1Y
27.24%
3Y*
14.11%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XMVU.L vs. HIUS.L - Expense Ratio Comparison

XMVU.L has a 0.20% expense ratio, which is lower than HIUS.L's 0.30% expense ratio.


Return for Risk

XMVU.L vs. HIUS.L — Risk / Return Rank

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

XMVU.L
XMVU.L Risk / Return Rank: 1212
Overall Rank
XMVU.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
XMVU.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
XMVU.L Omega Ratio Rank: 1111
Omega Ratio Rank
XMVU.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
XMVU.L Martin Ratio Rank: 1212
Martin Ratio Rank

HIUS.L
HIUS.L Risk / Return Rank: 7575
Overall Rank
HIUS.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
HIUS.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
HIUS.L Omega Ratio Rank: 6666
Omega Ratio Rank
HIUS.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
HIUS.L Martin Ratio Rank: 7878
Martin Ratio Rank
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.

XMVU.L vs. HIUS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.L) and HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.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.


XMVU.LHIUS.LDifference

Sharpe ratio

Return per unit of total volatility

0.03

1.46

-1.43

Sortino ratio

Return per unit of downside risk

0.12

2.12

-1.99

Omega ratio

Gain probability vs. loss probability

1.02

1.28

-0.26

Calmar ratio

Return relative to maximum drawdown

0.04

2.87

-2.83

Martin ratio

Return relative to average drawdown

0.18

9.92

-9.74

XMVU.L vs. HIUS.L - Sharpe Ratio Comparison

The current XMVU.L Sharpe Ratio is 0.03, which is lower than the HIUS.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of XMVU.L and HIUS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XMVU.LHIUS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

1.46

-1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.90

-0.18

Correlation

The correlation between XMVU.L and HIUS.L is 0.59, 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.


Dividends

XMVU.L vs. HIUS.L - Dividend Comparison

XMVU.L's dividend yield for the trailing twelve months is around 1.23%, while HIUS.L has not paid dividends to shareholders.


TTM202520242023202220212020
XMVU.L
Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D
1.23%1.24%1.31%1.33%1.82%1.27%1.81%
HIUS.L
HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XMVU.L vs. HIUS.L - Drawdown Comparison

The maximum XMVU.L drawdown since its inception was -32.98%, which is greater than HIUS.L's maximum drawdown of -23.74%. Use the drawdown chart below to compare losses from any high point for XMVU.L and HIUS.L.


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Drawdown Indicators


XMVU.LHIUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.98%

-25.20%

-7.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.27%

-10.20%

+0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-17.74%

Current Drawdown

Current decline from peak

-4.25%

-4.55%

+0.30%

Average Drawdown

Average peak-to-trough decline

-3.73%

-4.02%

+0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

2.47%

-0.64%

Volatility

XMVU.L vs. HIUS.L - Volatility Comparison

The current volatility for Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.L) is 2.73%, while HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.L) has a volatility of 5.34%. This indicates that XMVU.L experiences smaller price fluctuations and is considered to be less risky than HIUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMVU.LHIUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

5.34%

-2.61%

Volatility (6M)

Calculated over the trailing 6-month period

5.37%

11.15%

-5.78%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

18.63%

-6.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.62%

16.22%

-4.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.20%

16.22%

-3.02%