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HSBC USA Sustainable Equity UCITS ETF USD (H412.DE...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00BKY40J65

WKN

A2PXVQ

Issuer

HSBC

Inception Date

Jun 4, 2020

Leveraged

1x

Index Tracked

FTSE USA ESG Low Carbon Select

Domicile

Ireland

Distribution Policy

Accumulating

Asset Class

Equity

Expense Ratio

H412.DE has an expense ratio of 0.12%, which is considered low compared to other funds.


Expense ratio chart for H412.DE: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in HSBC USA Sustainable Equity UCITS ETF USD, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
15.83%
17.41%
H412.DE (HSBC USA Sustainable Equity UCITS ETF USD)
Benchmark (^GSPC)

Returns By Period

HSBC USA Sustainable Equity UCITS ETF USD had a return of 3.58% year-to-date (YTD) and 24.42% in the last 12 months.


H412.DE

YTD

3.58%

1M

1.32%

6M

15.96%

1Y

24.42%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

4.46%

1M

2.46%

6M

9.31%

1Y

23.49%

5Y*

13.03%

10Y*

11.31%

*Annualized

Monthly Returns

The table below presents the monthly returns of H412.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.24%3.58%
20244.54%3.18%2.48%-3.19%0.97%6.76%-0.49%-0.49%1.63%2.94%7.38%-1.25%26.73%
20232.51%0.47%0.49%0.69%3.17%3.64%1.76%-0.16%-2.00%-2.29%5.51%2.82%17.60%
2022-4.99%-3.04%5.42%-1.43%-4.41%-5.00%9.43%-1.58%-4.79%5.13%-1.65%-5.74%-13.13%
20211.08%3.36%7.65%1.49%-0.68%5.42%2.48%3.53%-2.38%5.25%2.20%4.69%39.39%
2020-0.34%-12.15%7.50%-2.14%-3.13%8.48%1.28%-1.98%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 76, H412.DE is among the top 24% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of H412.DE is 7676
Overall Rank
The Sharpe Ratio Rank of H412.DE is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of H412.DE is 7373
Sortino Ratio Rank
The Omega Ratio Rank of H412.DE is 7777
Omega Ratio Rank
The Calmar Ratio Rank of H412.DE is 7878
Calmar Ratio Rank
The Martin Ratio Rank of H412.DE is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for HSBC USA Sustainable Equity UCITS ETF USD (H412.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for H412.DE, currently valued at 1.78, compared to the broader market0.002.004.001.781.74
The chart of Sortino ratio for H412.DE, currently valued at 2.51, compared to the broader market-2.000.002.004.006.008.0010.0012.002.512.35
The chart of Omega ratio for H412.DE, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.32
The chart of Calmar ratio for H412.DE, currently valued at 2.84, compared to the broader market0.005.0010.0015.002.842.61
The chart of Martin ratio for H412.DE, currently valued at 11.60, compared to the broader market0.0020.0040.0060.0080.00100.0011.6010.66
H412.DE
^GSPC

The current HSBC USA Sustainable Equity UCITS ETF USD Sharpe ratio is 1.78. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of HSBC USA Sustainable Equity UCITS ETF USD with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.78
2.01
H412.DE (HSBC USA Sustainable Equity UCITS ETF USD)
Benchmark (^GSPC)

Dividends

Dividend History


HSBC USA Sustainable Equity UCITS ETF USD doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February00
H412.DE (HSBC USA Sustainable Equity UCITS ETF USD)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the HSBC USA Sustainable Equity UCITS ETF USD. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the HSBC USA Sustainable Equity UCITS ETF USD was 20.07%, occurring on Jun 16, 2022. Recovery took 410 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.07%Feb 17, 202284Jun 16, 2022410Jan 22, 2024494
-15.98%Jul 14, 202014Jul 31, 2020131Feb 5, 2021145
-10.04%Jan 5, 202214Jan 24, 202217Feb 16, 202231
-7.72%Jul 17, 202414Aug 5, 202442Oct 2, 202456
-5.86%Jun 10, 20204Jun 15, 202020Jul 13, 202024

Volatility

Volatility Chart

The current HSBC USA Sustainable Equity UCITS ETF USD volatility is 4.43%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.43%
4.06%
H412.DE (HSBC USA Sustainable Equity UCITS ETF USD)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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