YSN.DE vs. HMWD.L

Last updated Jun 5, 2026

YSN.DE (secunet Security Networks Aktiengesellschaft) is a stock, while HMWD.L (HSBC MSCI World UCITS ETF) is Global Equities fund tracking the MSCI ACWI NR USD. Over the past 10 years, YSN.DE returned 24.52%/yr vs 13.00%/yr for HMWD.L. At a 0.24 correlation, their price movements are largely independent.

Performance

YSN.DE vs. HMWD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in secunet Security Networks Aktiengesellschaft (YSN.DE) and HSBC MSCI World UCITS ETF (HMWD.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

YSN.DE is traded in EUR, while HMWD.L is traded in USD. To make them comparable, the HMWD.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, YSN.DE achieves a 10.57% return, which is significantly lower than HMWD.L's 11.13% return. Over the past 10 years, YSN.DE has outperformed HMWD.L with an annualized return of 24.52%, while HMWD.L has yielded a comparatively lower 13.00% annualized return.

YSN.DE

• 1D: 2.24%
• 1M: 5.02%
• YTD: 10.57%
• 6M: 10.93%
• 1Y: -8.89%
• 3Y*: 2.29%
• 5Y*: -11.12%
• 10Y*: 24.52%

HMWD.L

• 1D: -0.05%
• 1M: 4.81%
• YTD: 11.13%
• 6M: 11.36%
• 1Y: 24.03%
• 3Y*: 17.66%
• 5Y*: 12.97%
• 10Y*: 13.00%

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

YSN.DE vs. HMWD.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
YSN.DE secunet Security Networks Aktiengesellschaft	10.57%	61.29%	-18.93%	-24.57%	-51.71%	68.11%	78.43%	62.84%	-5.37%	105.73%
HMWD.L HSBC MSCI World UCITS ETF	11.15%	6.69%	26.99%	20.90%	-13.17%	31.57%	6.83%	30.31%	-4.61%	7.99%

Correlation

The correlation between YSN.DE and HMWD.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (3Y) Calculated over the trailing 3-year period	0.36
Correlation (5Y) Calculated over the trailing 5-year period	0.40
Correlation (10Y) Calculated over the trailing 10-year period	0.31
Correlation (All Time) Calculated using the full available price history since Dec 13, 2010	0.24

The correlation between YSN.DE and HMWD.L shifts across timeframes, from 0.24 (all time) to 0.40 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

YSN.DE vs. HMWD.L — Risk / Return Rank

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

YSN.DE

YSN.DE Risk / Return Rank: 32
YSN.DE Sharpe Ratio Rank: 33
YSN.DE Sortino Ratio Rank: 30
YSN.DE Omega Ratio Rank: 30
YSN.DE Calmar Ratio Rank: 32
YSN.DE Martin Ratio Rank: 33

HMWD.L

HMWD.L Risk / Return Rank: 69
HMWD.L Sharpe Ratio Rank: 68
HMWD.L Sortino Ratio Rank: 74
HMWD.L Omega Ratio Rank: 68
HMWD.L Calmar Ratio Rank: 64
HMWD.L Martin Ratio Rank: 72

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.

YSN.DE vs. HMWD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for secunet Security Networks Aktiengesellschaft (YSN.DE) and HSBC MSCI World UCITS ETF (HMWD.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.

	YSN.DE	HMWD.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.20	1.98	-2.18
Sortino ratio: Return per unit of downside risk	0.01	2.79	-2.79
Omega ratio: Gain probability vs. loss probability	1.00	1.37	-0.37
Calmar ratio: Return relative to maximum drawdown	-0.30	3.69	-3.98
Martin ratio: Return relative to average drawdown	-0.47	13.83	-14.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YSN.DE vs. HMWD.L - Sharpe Ratio Comparison

The current YSN.DE Sharpe Ratio is -0.20, which is lower than the HMWD.L Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of YSN.DE and HMWD.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

	YSN.DE	HMWD.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.20	1.98	-2.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.21	0.87	-1.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	0.82	-0.33
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	0.78	-0.62

Drawdowns

YSN.DE vs. HMWD.L - Drawdown Comparison

The maximum YSN.DE drawdown since its inception was -97.89%, which is greater than HMWD.L's maximum drawdown of -33.51%. Use the drawdown chart below to compare losses from any high point for YSN.DE and HMWD.L.

Drawdown Indicators

	YSN.DE	HMWD.L	Difference
Max Drawdown Largest peak-to-trough decline	-97.89%	-33.51%	-64.38%
Max Drawdown (1Y) Largest decline over 1 year	-29.71%	-6.49%	-23.22%
Max Drawdown (3Y) Largest decline over 3 years	-62.71%	-21.03%	-41.68%
Max Drawdown (5Y) Largest decline over 5 years	-84.17%	-21.03%	-63.14%
Max Drawdown (10Y) Largest decline over 10 years	-84.17%	-33.51%	-50.66%
Current Drawdown Current decline from peak	-63.65%	-0.27%	-63.38%
Average Drawdown Average peak-to-trough decline	-69.11%	-4.40%	-64.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.74%	1.73%	+17.01%

Volatility

YSN.DE vs. HMWD.L - Volatility Comparison

secunet Security Networks Aktiengesellschaft (YSN.DE) has a higher volatility of 8.02% compared to HSBC MSCI World UCITS ETF (HMWD.L) at 3.15%. This indicates that YSN.DE's price experiences larger fluctuations and is considered to be riskier than HMWD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YSN.DE	HMWD.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.02%	3.15%	+4.87%
Volatility (6M) Calculated over the trailing 6-month period	29.30%	8.87%	+20.43%
Volatility (1Y) Calculated over the trailing 1-year period	43.63%	12.08%	+31.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.32%	14.97%	+37.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.53%	15.83%	+33.70%

Dividends

YSN.DE vs. HMWD.L - Dividend Comparison

YSN.DE has not paid dividends to shareholders, while HMWD.L's dividend yield for the trailing twelve months is around 1.17%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HMWD.L HSBC MSCI World UCITS ETF	1.17%	1.24%	1.43%	1.57%	1.79%	1.31%	1.44%	1.91%	2.23%	1.81%	2.00%	1.93%
YSN.DE secunet Security Networks Aktiengesellschaft	0.00%	1.47%	2.03%	1.96%	2.74%	0.61%	0.63%	1.46%	1.37%	0.62%	0.74%	1.26%

Frequently Asked Questions

Can I hold both YSN.DE and HMWD.L in my portfolio?

YSN.DE and HMWD.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.