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HSBC MSCI USA Climate Paris Aligned UCITS ETF USD ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BP2C1S34
WKNA3CRZY
IssuerHSBC
Inception DateAug 3, 2021
CategoryLarge Cap Blend Equities
Leveraged1x
Index TrackedRussell 1000 TR USD
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

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


Expense ratio chart for HPAS.L: 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


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Compare to other instruments

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


Popular comparisons: HPAS.L vs. HSUS.L

Performance

Performance Chart

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


-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
7.05%
4.81%
HPAS.L (HSBC MSCI USA Climate Paris Aligned UCITS ETF USD Acc)
Benchmark (^GSPC)

Returns By Period

HSBC MSCI USA Climate Paris Aligned UCITS ETF USD Acc had a return of 13.92% year-to-date (YTD) and 20.40% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date13.92%18.10%
1 month0.03%1.42%
6 months6.79%9.39%
1 year20.40%26.58%
5 years (annualized)N/A13.42%
10 years (annualized)N/A10.88%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.75%4.53%2.31%-3.19%1.69%6.91%-0.66%-0.50%13.92%
20234.21%0.69%0.67%-0.48%3.08%4.30%1.87%0.41%-1.76%-3.48%6.10%5.26%22.43%
2022-9.21%-2.16%6.87%-4.71%-3.87%-3.78%9.41%0.87%-3.76%1.57%-2.20%-3.92%-15.18%
20214.29%-2.17%4.88%3.95%1.02%12.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of HPAS.L is 73, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of HPAS.L is 7373
HPAS.L (HSBC MSCI USA Climate Paris Aligned UCITS ETF USD Acc)
The Sharpe Ratio Rank of HPAS.L is 6666Sharpe Ratio Rank
The Sortino Ratio Rank of HPAS.L is 6565Sortino Ratio Rank
The Omega Ratio Rank of HPAS.L is 6767Omega Ratio Rank
The Calmar Ratio Rank of HPAS.L is 8686Calmar Ratio Rank
The Martin Ratio Rank of HPAS.L is 8282Martin 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 MSCI USA Climate Paris Aligned UCITS ETF USD Acc (HPAS.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


HPAS.L
Sharpe ratio
The chart of Sharpe ratio for HPAS.L, currently valued at 1.67, compared to the broader market0.002.004.001.67
Sortino ratio
The chart of Sortino ratio for HPAS.L, currently valued at 2.32, compared to the broader market-2.000.002.004.006.008.0010.0012.002.32
Omega ratio
The chart of Omega ratio for HPAS.L, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.003.501.31
Calmar ratio
The chart of Calmar ratio for HPAS.L, currently valued at 2.41, compared to the broader market0.005.0010.0015.002.41
Martin ratio
The chart of Martin ratio for HPAS.L, currently valued at 10.52, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.52
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.96, compared to the broader market0.002.004.001.96
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.65, compared to the broader market-2.000.002.004.006.008.0010.0012.002.65
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.003.501.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.005.0010.0015.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 10.43, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.43

Sharpe Ratio

The current HSBC MSCI USA Climate Paris Aligned UCITS ETF USD Acc Sharpe ratio is 1.67. 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 MSCI USA Climate Paris Aligned UCITS ETF USD Acc 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 Ratio1.001.502.002.50AprilMayJuneJulyAugustSeptember
1.67
1.30
HPAS.L (HSBC MSCI USA Climate Paris Aligned UCITS ETF USD Acc)
Benchmark (^GSPC)

Dividends

Dividend History


HSBC MSCI USA Climate Paris Aligned UCITS ETF USD Acc 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.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.34%
-3.21%
HPAS.L (HSBC MSCI USA Climate Paris Aligned UCITS ETF USD Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the HSBC MSCI USA Climate Paris Aligned UCITS ETF USD Acc. 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 MSCI USA Climate Paris Aligned UCITS ETF USD Acc was 21.12%, occurring on Jun 16, 2022. Recovery took 376 trading sessions.

The current HSBC MSCI USA Climate Paris Aligned UCITS ETF USD Acc drawdown is 1.34%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.12%Dec 10, 2021126Jun 16, 2022376Dec 11, 2023502
-6.19%Jul 17, 202414Aug 5, 2024
-4.89%Sep 7, 202120Oct 4, 202114Oct 22, 202134
-4.62%Mar 22, 202423Apr 25, 202413May 15, 202436
-3.56%Nov 23, 20219Dec 3, 20214Dec 9, 202113

Volatility

Volatility Chart

The current HSBC MSCI USA Climate Paris Aligned UCITS ETF USD Acc volatility is 3.86%, 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%AprilMayJuneJulyAugustSeptember
3.86%
4.72%
HPAS.L (HSBC MSCI USA Climate Paris Aligned UCITS ETF USD Acc)
Benchmark (^GSPC)