HSBC ETFs Public Limited Company - HSBC MSCI World UCITS ETF

10-Year Study

HMWO.LSE · · GB · ETF

Executive Summary: HSBC ETFs Public Limited Company - HSBC MSCI World UCITS ETF has compounded at 13.6% annually over the last 10 years, with a maximum drawdown of 15.1% and an annualized volatility of 13.1%.

1Y CAGR
+22.0%
3Y CAGR
+16.7%
5Y CAGR
+11.9%
10Y CAGR
+13.6%

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 →
15.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.82
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +24.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -8.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.22.5-5.46.4————————3.0%
20254.5-3.8-6.7-2.55.52.75.7-0.23.34.9-0.6-0.212.6%
20241.64.13.5-2.21.04.5-0.4-0.40.22.65.8-0.621.2%
20234.3-0.00.40.20.43.82.2-0.7-0.4-3.14.94.917.8%
2022-5.8-1.25.5-3.3-2.1-5.27.11.2-3.92.30.7-3.1-8.5%
2021-0.90.94.44.4-0.93.91.33.5-1.53.21.72.024.0%
2020-0.3-6.6-8.47.96.22.9-1.35.30.3-3.68.92.112.5%
20194.62.33.03.4-2.15.35.5-2.91.7-2.83.30.523.4%
2018-0.4-0.5-4.73.93.71.03.32.30.3-5.30.4-7.0-3.6%
2017-0.44.50.4-1.92.2-0.31.02.4-1.83.30.22.012.1%
2016———-0.81.57.94.81.41.64.5-0.74.126.9%

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 13.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 89.4% of variance. Idiosyncratic stock-specific factors contribute 5.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019923.425392098108
2016-05-0110075.68586091476
2016-06-0110872.296269932036
2016-07-0111394.567547126357
2016-08-0111556.839766455298
2016-09-0111743.562472684638
2016-10-0112270.261782571033
2016-11-0112189.860014498407
2016-12-0112685.673011245424
2017-01-0112629.859909816782
2017-02-0113194.773246517372
2017-03-0113244.090853181406
2017-04-0112996.104273365592
2017-05-0113282.252539183639
2017-06-0113248.45607689912
2017-07-0113386.68188039601
2017-08-0113706.492616019952
2017-09-0113461.531335135602
2017-10-0113906.911865923777
2017-11-0113934.256799725732
2017-12-0114214.53661370649
2018-01-0114151.476403453447
2018-02-0114078.307088777867
2018-03-0113419.779069432703
2018-04-0113947.02586421223
2018-05-0114464.007578949571
2018-06-0114615.655660266259
2018-07-0115104.921868252943
2018-08-0115447.32185150388
2018-09-0115495.905639984194
2018-10-0114670.076496096684
2018-11-0114732.828942375381
2018-12-0113702.064583327881
2019-01-0114329.714664063582
2019-02-0114655.257765413713
2019-03-0115098.649345347292
2019-04-0115604.965049422812
2019-05-0115281.181646170879
2019-06-0116091.814158713043
2019-07-0116973.385220524924
2019-08-0116489.140590037972
2019-09-0116766.695541347934
2019-10-0116297.55123511231
2019-11-0116833.92103341699
2019-12-0116909.866504759088
2020-01-0116864.08399653504
2020-02-0115745.92409012041
2020-03-0114416.994014828151
2020-04-0115551.28745312226
2020-05-0116522.568573006272
2020-06-0117006.41331968983
2020-07-0116790.394414188544
2020-08-0117680.42898529485
2020-09-0117741.769276466785
2020-10-0117106.897210496427
2020-11-0118623.431411291484
2020-12-0119020.67619094975
2021-01-0118853.422173138173
2021-02-0119019.29125306521
2021-03-0119851.06003229428
2021-04-0120715.26964677803
2021-05-0120523.236441766923
2021-06-0121318.108089010784
2021-07-0121590.629947842383
2021-08-0122349.738165088154
2021-09-0122017.781220640074
2021-10-0122717.721290410376
2021-11-0123109.616839086026
2021-12-0123582.341256859916
2022-01-0122204.804363130086
2022-02-0121933.38480179843
2022-03-0123149.245114639463
2022-04-0122377.024477180716
2022-05-0121908.421374940786
2022-06-0120772.676002522825
2022-07-0122255.891089238467
2022-08-0122526.21568078386
2022-09-0121638.360581087698
2022-10-0122129.655518946067
2022-11-0122284.121629578836
2022-12-0121585.290138205914
2023-01-0122517.34705360484
2023-02-0122513.59735783581
2023-03-0122613.591338642433
2023-04-0122657.10016199481
2023-05-0122752.535258079457
2023-06-0123612.709395960857
2023-07-0124129.358223134113
2023-08-0123955.1386900665
2023-09-0123859.191700840853
2023-10-0123127.557175794467
2023-11-0124251.92784295663
2023-12-0125428.270842765585
2024-01-0125832.13882876965
2024-02-0126890.352803243033
2024-03-0127844.272475798916
2024-04-0127244.622635830947
2024-05-0127515.332455752385
2024-06-0128761.618482587524
2024-07-0128632.597334282447
2024-08-0128510.685115058186
2024-09-0128555.600859436134
2024-10-0129309.617362494144
2024-11-0131007.88619013847
2024-12-0130810.8921229695
2025-01-0132210.834024668224
2025-02-0130999.958650758548
2025-03-0128931.91873565535
2025-04-0128219.335219347256
2025-05-0129776.1707985376
2025-06-0130566.574634072294
2025-07-0132321.260576115317
2025-08-0132269.192983190747
2025-09-0133339.192014885724
2025-10-0134958.5089149488
2025-11-0134763.96649141218
2025-12-0134701.3051181463
2026-01-0134623.44711353507
2026-02-0135500.15571391559
2026-03-0133592.33311786366
2026-04-0135743.540489543615
Annual Return Matrix
YearAnnual Return
20170.12051891934356007
2018-0.036052672296362664
20190.23411084526154768
20200.12482710526405394
20210.23982665075180964
2022-0.0846841752013523
20230.17803701872682276
20240.2116786199693672
20250.12626745696456143
20260.030034471840435284
Total Factor Risk
0.1312288025229484
VTI.US Exposure
0.8944689444698274
VEA.US Exposure
0.17207421493951316
VWO.US Exposure
-0.018366405660811023
QQQ.US Exposure
-0.20757502659995977
VTV.US Exposure
-0.12203539515232098
IJR.US Exposure
-0.0092938117867445
QUAL.US Exposure
0.10169282215475689
SHV.US Exposure
0.002592747830439996
TLT.US Exposure
0.030635875739817513
LQD.US Exposure
-0.00970612234141413
HYG.US Exposure
-0.03921614565629412
GLD.US Exposure
0.0026101815121137946
USO.US Exposure
0.0004113916759710181
VNQ.US Exposure
-0.0013693236860563324
BTC-USD.CC Exposure
-0.0024673043938793285
CPER.US Exposure
-0.006516342075020154
VIX.INDX Exposure
0.00981186812095763
UUP.US Exposure
0.15122167478864765
TIP.US Exposure
-0.004007605244904265
Idiosyncratic Exposure
0.05503376136535969
Value Score
42.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
30.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.1%

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 →18.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.51%
Market Cap$234.0B
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 →
+3.0%
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 →
+5.7%
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 →
0.0% 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 ETFs Public Limited Company - HSBC MSCI World UCITS ETF a high-risk investment?

HSBC ETFs Public Limited Company - HSBC MSCI World UCITS ETF (HMWO.LSE) has an annualized volatility of 13.1% and experienced a maximum drawdown of 15.1% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, HMWO.LSE has generated a Compound Annual Growth Rate (CAGR) of 13.6%. It has had a positive return in 80% 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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