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Issuer
HSBC
Inception Date
Jul 19, 2022
Leveraged
1x (No leverage)
Index Tracked
HSBC ETFs PLC - HSBC MSCI USA Climate Paris Aligned UCITS ETF
Distribution Policy
Accumulating
Asset Class
Equity

Share Price Chart


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Performance

HPAU.L Performance Chart

HSBC ETFs PLC - HSBC MSCI USA Climate Paris Aligned UCITS ETF (HPAU.L) is up 6.5% since the beginning of the year. HPAU.L is currently trading at $52 per share.


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S&P 500 Index

Returns By Period

HSBC ETFs PLC - HSBC MSCI USA Climate Paris Aligned UCITS ETF (HPAU.L) has returned 6.47% so far this year and 17.09% over the past 12 months.


HSBC ETFs PLC - HSBC MSCI USA Climate Paris Aligned UCITS ETF

1D
-0.83%
1M
-1.09%
6M
8.24%
YTD
6.47%
1Y
17.09%
3Y*
16.94%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.38%
1M
0.24%
6M
9.32%
YTD
10.62%
1Y
21.28%
3Y*
18.90%
5Y*
11.84%
10Y*
13.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HPAU.L Monthly Returns History

Based on dividend-adjusted daily data since Aug 3, 2021, HPAU.L's average daily return is +0.05%, while the average monthly return is +0.91%. At this rate, an investment would double in approximately 6.4 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2026 with a return of +13.0%, while the worst month was Apr 2022 at -9.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, HPAU.L closed higher 54% of trading days. The best single day was Apr 10, 2025 with a return of +5.3%, while the worst single day was Jan 24, 2022 at -4.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.27%-2.76%-5.55%13.00%7.97%-3.88%1.16%6.47%
20251.73%-4.93%-6.59%-0.03%8.40%3.98%3.35%0.60%3.22%3.82%-0.86%0.68%13.21%
20241.49%3.85%2.35%-4.05%3.32%6.16%0.98%1.81%2.77%-0.52%5.42%-0.70%24.93%
20236.54%-0.95%2.76%1.12%1.91%6.64%3.61%-1.53%-5.37%-4.10%10.68%6.06%29.53%
2022-9.01%-2.29%4.78%-9.02%-3.53%-7.23%9.59%-3.51%-7.81%4.73%1.50%-2.98%-23.74%
20212.76%-3.99%6.34%0.53%2.25%7.84%

Benchmark Metrics

HSBC ETFs PLC - HSBC MSCI USA Climate Paris Aligned UCITS ETF has an annualized alpha of 4.43%, beta of 0.54, and R2 of 0.28 versus S&P 500 Index. Calculated based on daily prices since August 03, 2021.

  • This ETF participated in 105.25% of S&P 500 Index downside but only 97.59% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.54 may look defensive, but with R2 of 0.28 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.28 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.43%
Beta
0.54
0.28
Upside Capture
97.59%
Downside Capture
105.25%

Expense Ratio

HPAU.L has an expense ratio of 0.12%, which is considered low.


Return for Risk

Risk / Return Rank

HPAU.L ranks 40 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


HPAU.L Risk / Return Rank: 4040
Overall Rank
HPAU.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
HPAU.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
HPAU.L Omega Ratio Rank: 4242
Omega Ratio Rank
HPAU.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
HPAU.L Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for HSBC ETFs PLC - HSBC MSCI USA Climate Paris Aligned UCITS ETF (HPAU.L) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HPAU.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.23

1.31

-0.08

Calmar ratioReturn relative to maximum drawdown

1.49

2.35

-0.86

Martin ratioReturn relative to average drawdown

4.75

10.19

-5.45

Dividends

Dividend History


HSBC ETFs PLC - HSBC MSCI USA Climate Paris Aligned UCITS ETF 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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the HSBC ETFs PLC - HSBC MSCI USA Climate Paris Aligned UCITS ETF. 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 ETFs PLC - HSBC MSCI USA Climate Paris Aligned UCITS ETF was 28.75%, occurring on Oct 12, 2022. Recovery took 284 trading sessions.

The current HSBC ETFs PLC - HSBC MSCI USA Climate Paris Aligned UCITS ETF drawdown is 4.07%.


Drawdown

Fall

Recovery

Underwater

Related event

-28.75%Oct 2022
10mo 23d1y 3mo
2y 2moNov 2021 - Jan 2024
Bear market2022
-21.29%Apr 2025
3mo 19d2mo 27d
6mo 16dDec 2024 - Jul 2025
2025 selloff2025
-11.88%Mar 2026
5mo 1d18d
5mo 19dOct 2025 - Apr 2026
-7.82%Jun 2026
22d
1mo 13dJun 2026 - now
-7.72%Aug 2024
20d28d
1mo 18dJul 2024 - Sep 2024

Drawdown Indicators


HPAU.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-28.75%

-56.78%

+28.03%

Max Drawdown (1Y)

Largest decline over 1 year

-11.88%

-9.10%

-2.78%

Max Drawdown (3Y)

Largest decline over 3 years

-21.29%

-18.90%

-2.39%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-4.07%

-0.49%

-3.58%

Average Drawdown

Average peak-to-trough decline

-7.86%

-10.70%

+2.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

2.09%

+1.62%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with HPAU.L

Add HSBC ETFs PLC - HSBC MSCI USA Climate Paris Aligned UCITS ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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