HSBC MSCI KOREA CAPPED UCITS ETF

10-Year Study

HKOR.LSE · · GB · ETF

Executive Summary: HSBC MSCI KOREA CAPPED UCITS ETF has compounded at 15.0% annually over the last 10 years, with a maximum drawdown of 37.3% and an annualized volatility of 40.0%.

1Y CAGR
+178.6%
3Y CAGR
+33.2%
5Y CAGR
+13.2%
10Y CAGR
+15.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
37.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.98
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +86.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -21.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202623.925.0-21.323.8————————51.0%
20257.5-1.4-3.80.57.215.86.2-2.811.824.3-6.99.586.4%
2024-9.06.95.2-4.4-5.09.2-0.9-5.2-5.0-4.4-2.9-7.1-21.8%
20238.9-5.22.0-2.85.7-1.24.9-6.8-1.0-6.810.56.413.5%
2022-8.50.00.9-2.01.0-12.83.90.7-13.55.010.0-4.0-20.0%
20211.6-2.72.91.1-2.04.2-5.7-1.2-4.4-4.2-0.64.0-7.3%
2020-6.3-2.7-8.87.93.17.9-0.34.65.2-0.714.312.940.2%
20196.8-3.8-1.20.5-6.47.6-1.9-4.65.7-1.5-0.47.47.1%
2018-2.0-3.81.73.4-2.0-5.5-0.51.40.7-12.43.3-1.2-16.5%
20175.83.14.8-2.98.20.51.00.6-1.99.3-1.62.632.7%
2016———-3.3-3.714.17.42.93.21.9-5.53.620.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 40.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 55.4% of variance. Idiosyncratic stock-specific factors contribute 8.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019668.422156463668
2016-05-019309.408005430476
2016-06-0110620.673544468293
2016-07-0111409.736460131404
2016-08-0111741.872792180608
2016-09-0112114.32564932323
2016-10-0112344.709279272403
2016-11-0111665.077977687468
2016-12-0112087.447830339243
2017-01-0112786.277225399777
2017-02-0113179.848920925346
2017-03-0113811.48315837823
2017-04-0113414.848521481998
2017-05-0114520.25674038281
2017-06-0114599.077245184835
2017-07-0114739.416093548167
2017-08-0114825.926086221514
2017-09-0114543.326017527019
2017-10-0115894.807610673059
2017-11-0115637.199597855726
2017-12-0116037.068831004222
2018-01-0115723.709997294198
2018-02-0115131.595432060216
2018-03-0115394.970967546162
2018-04-0115925.924328996183
2018-05-0115604.479818185753
2018-06-0114742.162571653707
2018-07-0114667.09488186971
2018-08-0114865.350982166927
2018-09-0114967.36604777082
2018-10-0113114.286925283592
2018-11-0113550.978977890361
2018-12-0113394.465521205235
2019-01-0114308.427294720692
2019-02-0113763.52839781889
2019-03-0113595.420914853808
2019-04-0113660.083959575355
2019-05-0112787.711072455768
2019-06-0113756.799282401242
2019-07-0113501.470781329088
2019-08-0112880.557652203779
2019-09-0113615.594837857727
2019-10-0113416.29213090092
2019-11-0113363.960577625998
2019-12-0114348.571351402274
2020-01-0113441.489196399703
2020-02-0113075.16710317988
2020-03-0111919.994018925641
2020-04-0112865.840483315063
2020-05-0113268.988243349022
2020-06-0114319.498221053413
2020-07-0114272.981375201285
2020-08-0114928.096536102114
2020-09-0115697.565982590775
2020-10-0115588.219382423156
2020-11-0117813.722888494452
2020-12-0120118.70911298682
2021-01-0120434.699717037907
2021-02-0119888.01674830985
2021-03-0120467.65582724392
2021-04-0120687.433463395122
2021-05-0120276.760141834115
2021-06-0121119.516460401497
2021-07-0119922.529955403897
2021-08-0119687.02515256539
2021-09-0118815.07367411247
2021-10-0118028.84265723058
2021-11-0117921.63279425023
2021-12-0118640.915153188558
2022-01-0117063.951856581774
2022-02-0117065.901075047677
2022-03-0117225.74146366782
2022-04-0116877.07175645898
2022-05-0117043.30039132432
2022-06-0114868.641712006061
2022-07-0115445.552210499973
2022-08-0115558.978664843924
2022-09-0113452.766759414537
2022-10-0114126.676096024554
2022-11-0115537.969653043992
2022-12-0114921.633038309299
2023-01-0116252.75929120689
2023-02-0115402.46236080294
2023-03-0115713.643374048352
2023-04-0115273.629677453153
2023-05-0116147.710978086261
2023-06-0115957.434795957663
2023-07-0116746.735669217298
2023-08-0115605.1383709187
2023-09-0115446.30757333202
2023-10-0114394.05257325311
2023-11-0115910.888256251612
2023-12-0116929.39151354536
2024-01-0115414.072657687788
2024-02-0116474.014705047288
2024-03-0117334.344090426817
2024-04-0116571.824632817188
2024-05-0115743.433224542645
2024-06-0117194.615389746883
2024-07-0117046.41865275161
2024-08-0116153.893807944705
2024-09-0115341.77666544691
2024-10-0114674.393468458535
2024-11-0114252.253031335718
2024-12-0113237.106806596037
2025-01-0114230.141279289326
2025-02-0114032.483937252086
2025-03-0113504.401117269896
2025-04-0113576.962320370487
2025-05-0114556.535308107494
2025-06-0116858.33005345056
2025-07-0117910.326350911717
2025-08-0117412.817217814423
2025-09-0119475.956764447037
2025-10-0124205.33918272426
2025-11-0122536.145148764583
2025-12-0124676.44966615159
2026-01-0130577.516171760963
2026-02-0138219.6508881391
2026-03-0130092.483745258945
2026-04-0137253.583722756695
Annual Return Matrix
YearAnnual Return
20170.3267539232518144
2018-0.16478094205657345
20190.07123134765523575
20200.402140228477913
2021-0.07345371671208933
2022-0.1995225065032855
20230.13455353513126944
2024-0.21809907957974106
20250.8641875469234213
20260.5096816692336832
Total Factor Risk
0.4004004233936988
VTI.US Exposure
-0.06633545873166649
VEA.US Exposure
0.1958914197135912
VWO.US Exposure
-0.0158262778335158
QQQ.US Exposure
0.0767583389867116
VTV.US Exposure
0.02891202814917969
IJR.US Exposure
0.00299771154040977
QUAL.US Exposure
0.01227256091790639
SHV.US Exposure
0.5539273504442048
TLT.US Exposure
0.06536602568042868
LQD.US Exposure
-0.015256677918011175
HYG.US Exposure
-0.006159435647533451
GLD.US Exposure
0.02476936279340755
USO.US Exposure
0.0046992440450412815
VNQ.US Exposure
0.012774853618893361
BTC-USD.CC Exposure
-0.0016142605565582396
CPER.US Exposure
0.0007466153908976769
VIX.INDX Exposure
-0.006428309830704872
UUP.US Exposure
0.03630926316076259
TIP.US Exposure
0.014322773021887843
Idiosyncratic Exposure
0.08187287305466766
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
40.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+51.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is HSBC MSCI KOREA CAPPED UCITS ETF a high-risk investment?

HSBC MSCI KOREA CAPPED UCITS ETF (HKOR.LSE) has an annualized volatility of 40.0% and experienced a maximum drawdown of 37.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of HKOR.LSE?

Over the past 10 years, HKOR.LSE has generated a Compound Annual Growth Rate (CAGR) of 15.0%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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