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HSBC MSCI Emerging Markets UCITS ETF USD (Acc) (H4Z3.DE) Sharpe Ratio: 1.40

H4Z3.DE's Sharpe Ratio of 1.40 indicates that for each unit of volatility, it generates 1.40 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

H4Z3.DE Sharpe Ratio Rank

H4Z3.DE Sharpe Ratio Rank: 73.874
Above Average

H4Z3.DE ranks above 73.8% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

H4Z3.DE Sharpe Ratio Market Positioning

The chart shows H4Z3.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.49 or lower
  • Yellow zone (middle 50%): 0.49 to 1.43
  • Green zone (top 25%): 1.43 or higher
  • Top 1%: 5.91+
  • Median: 0.97 — half of all investments score higher

How it compares to other similar ETFs

The table compares HSBC MSCI Emerging Markets UCITS ETF USD (Acc)'s Sharpe Ratio with other ETFs in the Emerging Markets Equities category across multiple time periods, showing how H4Z3.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 2, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
5MVL.DEiShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)2.24
AXQE.DEAXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF EUR Hedged Accumulating1.99
H41E.DEHSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc)1.94
EMXC.DELyxor MSCI Emerging Markets Ex China UCITS ETF - Acc1.90
EUNY.DEiShares Emerging Markets Dividend UCITS ETF1.62
UEF5.DEUBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis1.51
UIMI.DEUBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis1.45
JREM.DEJPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)1.45
AEMD.DEAmundi Index MSCI Emerging Markets UCITS ETF DR EUR (D)1.43
EUNM.DEiShares MSCI EM UCITS ETF (Acc)1.41
H4Z3.DEHSBC MSCI Emerging Markets UCITS ETF USD (Acc)1.40

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows H4Z3.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when H4Z3.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore H4Z3.DE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

H4Z3.DE Sortino Ratio