- Issuer
- HSBC
- Inception Date
- Jun 4, 2020
- Category
- Europe Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- HSBC Europe Screened Equity UCITS ETF
- Distribution Policy
- Accumulating
- Asset Class
- Equity
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
HSEU.L Performance Chart
HSBC Europe Screened Equity UCITS ETF (HSEU.L) is up 14.7% since the beginning of the year. HSEU.L is currently trading at €22 per share. Investors who bought €1,000 worth of HSEU.L shares 5 years ago would now be looking at an investment worth €1,627.
Loading charts...
Returns By Period
HSBC Europe Screened Equity UCITS ETF (HSEU.L) has returned 14.74% so far this year and 26.09% over the past 12 months.
HSBC Europe Screened Equity UCITS ETF
- 1D
- -0.57%
- 1M
- 0.77%
- 6M
- 11.27%
- YTD
- 14.74%
- 1Y
- 26.09%
- 3Y*
- 15.85%
- 5Y*
- 10.23%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.09%
- 1M
- 1.27%
- 6M
- 10.98%
- YTD
- 13.27%
- 1Y
- 22.64%
- 3Y*
- 18.04%
- 5Y*
- 12.49%
- 10Y*
- 12.92%
HSEU.L Monthly Returns History
Based on dividend-adjusted daily data since Jun 4, 2020, HSEU.L's average daily return is +0.05%, while the average monthly return is +1.01%. At this rate, an investment would double in approximately 5.7 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +13.8%, while the worst month was Mar 2026 at -9.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.
On a daily basis, HSEU.L closed higher 52% of trading days. The best single day was Mar 9, 2022 with a return of +4.3%, while the worst single day was Apr 4, 2025 at -4.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.97% | 4.43% | -9.12% | 8.15% | 4.86% | 3.36% | -0.80% | 14.74% | |||||
| 2025 | 5.48% | 3.46% | -2.94% | 0.24% | 4.57% | -2.61% | 0.17% | 1.63% | 0.51% | 3.24% | 1.21% | 2.89% | 18.95% |
| 2024 | 0.48% | 2.34% | 3.29% | -0.00% | 4.61% | -1.74% | 1.58% | 1.68% | 0.49% | -3.90% | 0.89% | -0.25% | 9.59% |
| 2023 | 6.84% | 0.97% | 0.44% | 1.98% | -1.58% | 3.37% | 0.92% | -2.24% | -1.65% | -4.96% | 6.29% | 4.62% | 15.27% |
| 2022 | -2.41% | -4.79% | 0.00% | -0.46% | -1.53% | -6.76% | 7.83% | -5.33% | -6.69% | 4.99% | 7.83% | -2.86% | -11.04% |
| 2021 | -1.09% | 1.10% | 7.56% | 1.56% | 2.77% | 0.30% | 0.00% | 1.49% | -3.01% | 4.40% | -2.76% | 5.53% | 18.74% |
Benchmark Metrics
HSBC Europe Screened Equity UCITS ETF has an annualized alpha of 7.05%, beta of 0.33, and R2 of 0.14 versus S&P 500 Index. Calculated based on daily prices since June 04, 2020.
- This ETF participated in 69.03% of S&P 500 Index downside but only 66.80% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.33 may look defensive, but with R2 of 0.14 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 0.14 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
- 7.05%
- Beta
- 0.33
- R²
- 0.14
- Upside Capture
- 66.80%
- Downside Capture
- 69.03%
Expense Ratio
HSEU.L has an expense ratio of 0.15%, which is considered low.
Return for Risk
Risk / Return Rank
HSEU.L ranks 72 for risk / return — better than 72% 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 Europe Screened Equity UCITS ETF (HSEU.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.
| HSEU.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.33 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 3.01 | -0.47 |
| Martin ratioReturn relative to average drawdown | 9.67 | 11.10 | -1.43 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the HSBC Europe Screened Equity 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 Europe Screened Equity UCITS ETF was 21.47%, occurring on Sep 29, 2022. Recovery took 310 trading sessions.
The current HSBC Europe Screened Equity UCITS ETF drawdown is 2.10%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-21.47%Sep 2022 | 8mo 26d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 | Bear market2022 |
-14.61%Apr 2025 | 1mo 6d | 1mo 7d | 2mo 13dMar 2025 - May 2025 | 2025 selloff2025 |
-10.48%Mar 2026 | 18d | 1mo 17d | 2mo 5dMar 2026 - May 2026 | — |
-9.91%Oct 2020 | 3mo 9d | 11d | 3mo 20dJul 2020 - Nov 2020 | — |
-7.73%Aug 2024 | 1mo 29d | 24d | 2mo 23dJun 2024 - Aug 2024 | — |
Drawdown Indicators
| HSEU.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.47% | -51.17% | +29.70% |
Max Drawdown (1Y)Largest decline over 1 year | -10.48% | -7.57% | -2.91% |
Max Drawdown (3Y)Largest decline over 3 years | -14.61% | -23.99% | +9.38% |
Max Drawdown (5Y)Largest decline over 5 years | -21.47% | -23.99% | +2.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.42% | — |
Current DrawdownCurrent decline from peak | -2.10% | -0.52% | -1.58% |
Average DrawdownAverage peak-to-trough decline | -3.94% | -8.90% | +4.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.04% | +0.71% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with HSEU.L
Add HSBC Europe Screened Equity UCITS ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with HSEU.L