- Issuer
- HSBC
- Category
- Emerging Markets Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Hsbc Etfs PLC - Hsbc Msci Emerging Markets Climate Paris Aligned Ucits Etf
- Distribution Policy
- Accumulating
- Asset Class
- Equity
Share Price Chart
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Performance
HPEM.L Performance Chart
Hsbc Etfs PLC - Hsbc Msci Emerging Markets Climate Paris Aligned Ucits Etf (HPEM.L) is up 17.9% since the beginning of the year. HPEM.L is currently trading at $21 per share.
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Returns By Period
Hsbc Etfs PLC - Hsbc Msci Emerging Markets Climate Paris Aligned Ucits Etf (HPEM.L) has returned 17.86% so far this year and 35.57% over the past 12 months.
Hsbc Etfs PLC - Hsbc Msci Emerging Markets Climate Paris Aligned Ucits Etf
- 1D
- 0.66%
- 1M
- -5.69%
- 6M
- 12.47%
- YTD
- 17.86%
- 1Y
- 35.57%
- 3Y*
- 17.62%
- 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%
HPEM.L Monthly Returns History
Based on dividend-adjusted daily data since Apr 8, 2022, HPEM.L's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, an investment would double in approximately 6.1 years.
Historically, 56% of months were positive and 44% were negative. The best month was Apr 2026 with a return of +15.0%, while the worst month was Sep 2022 at -11.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, HPEM.L closed higher 50% of trading days. The best single day was Apr 8, 2026 with a return of +6.5%, while the worst single day was Mar 3, 2026 at -5.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.93% | 3.34% | -11.02% | 14.97% | 6.65% | -0.22% | -3.82% | 17.86% | |||||
| 2025 | 3.07% | -0.71% | 0.71% | 0.92% | 3.94% | 5.68% | 0.83% | 3.43% | 6.63% | 3.11% | -1.28% | 2.54% | 32.60% |
| 2024 | -4.81% | 4.00% | 3.14% | -0.15% | 0.00% | 3.28% | 1.98% | 1.01% | 6.66% | -4.50% | -2.46% | -1.44% | 6.21% |
| 2023 | 8.83% | -6.97% | 3.34% | -2.84% | -2.27% | 5.15% | 4.98% | -6.47% | -4.02% | -4.44% | 8.16% | 4.46% | 6.27% |
| 2022 | -5.34% | 0.60% | -4.71% | -0.16% | -1.10% | -11.05% | -2.50% | 13.02% | -1.70% | -13.68% |
Benchmark Metrics
Hsbc Etfs PLC - Hsbc Msci Emerging Markets Climate Paris Aligned Ucits Etf has an annualized alpha of 3.31%, beta of 0.47, and R2 of 0.18 versus S&P 500 Index. Calculated based on daily prices since April 08, 2022.
- This ETF participated in 89.73% of S&P 500 Index downside but only 72.73% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.47 may look defensive, but with R2 of 0.18 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 0.18 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
- 3.31%
- Beta
- 0.47
- R²
- 0.18
- Upside Capture
- 72.73%
- Downside Capture
- 89.73%
Return for Risk
Risk / Return Rank
HPEM.L ranks 64 for risk / return — better than 64% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Hsbc Etfs PLC - Hsbc Msci Emerging Markets Climate Paris Aligned Ucits Etf (HPEM.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.
| HPEM.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.31 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | 2.35 | +0.60 |
| Martin ratioReturn relative to average drawdown | 9.40 | 10.19 | -0.79 |
Dividends
Dividend History
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 Emerging Markets 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 Emerging Markets Climate Paris Aligned Ucits Etf was 22.86%, occurring on Oct 24, 2022. Recovery took 429 trading sessions.
The current Hsbc Etfs PLC - Hsbc Msci Emerging Markets Climate Paris Aligned Ucits Etf drawdown is 7.81%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-22.86%Oct 2022 | 6mo 16d | 1y 8mo | 2y 3moApr 2022 - Jul 2024 | Bear market2022 |
-16.82%Apr 2025 | 6mo 3d | 1mo 12d | 7mo 15dOct 2024 - May 2025 | 2025 selloff2025 |
-12.43%Mar 2026 | 1mo 2d | 18d | 1mo 20dFeb 2026 - Apr 2026 | — |
-9.10%Aug 2024 | 21d | 1mo 19d | 2mo 10dJul 2024 - Sep 2024 | — |
-8.41%Jul 2026 | 20d | — | 23dJun 2026 - now | — |
Drawdown Indicators
| HPEM.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.86% | -56.78% | +33.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -9.10% | -3.33% |
Max Drawdown (3Y)Largest decline over 3 years | -16.82% | -18.90% | +2.08% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -7.81% | -0.49% | -7.32% |
Average DrawdownAverage peak-to-trough decline | -7.21% | -10.70% | +3.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.90% | 2.09% | +1.81% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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