- Issuer
- HSBC
- Inception Date
- Jul 5, 2022
- Category
- Japan Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- HSBC Japan Screened Equity UCITS ETF
- Distribution Policy
- Accumulating
- Asset Class
- Equity
Share Price Chart
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Performance
HSJD.L Performance Chart
HSBC Japan Screened Equity UCITS ETF (HSJD.L) is up 13.0% since the beginning of the year. HSJD.L is currently trading at $25 per share. Investors who bought $1,000 worth of HSJD.L shares 5 years ago would now be looking at an investment worth $1,652.
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Returns By Period
HSBC Japan Screened Equity UCITS ETF (HSJD.L) has returned 13.03% so far this year and 34.57% over the past 12 months.
HSBC Japan Screened Equity UCITS ETF
- 1D
- -0.70%
- 1M
- 0.36%
- 6M
- 6.81%
- YTD
- 13.03%
- 1Y
- 34.57%
- 3Y*
- 19.20%
- 5Y*
- 10.56%
- 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%
HSJD.L Monthly Returns History
Based on dividend-adjusted daily data since Jun 4, 2020, HSJD.L's average daily return is +0.05%, while the average monthly return is +1.06%. At this rate, an investment would double in approximately 5.5 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +11.7%, while the worst month was Mar 2026 at -11.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, HSJD.L closed higher 52% of trading days. The best single day was Apr 8, 2026 with a return of +5.8%, while the worst single day was Aug 2, 2024 at -5.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.11% | 7.23% | -11.60% | 5.89% | 7.16% | -1.97% | 1.97% | 13.03% | |||||
| 2025 | 2.82% | 0.33% | 0.05% | 4.65% | 3.08% | 0.15% | -0.66% | 5.96% | 1.35% | 3.46% | 1.56% | 1.58% | 26.99% |
| 2024 | 5.07% | 3.19% | 3.91% | -4.38% | 1.65% | 0.75% | 3.73% | 1.49% | -0.98% | -5.67% | 3.74% | -0.34% | 12.16% |
| 2023 | 5.76% | -3.58% | 4.68% | -0.00% | 0.07% | 6.17% | 2.87% | -2.79% | -0.53% | -3.09% | 6.24% | 3.00% | 19.62% |
| 2022 | -4.94% | 0.13% | -1.55% | -7.18% | 0.37% | -7.05% | 5.92% | -3.73% | -8.37% | 1.52% | 9.66% | 0.23% | -15.38% |
| 2021 | -0.53% | 2.06% | 1.17% | -2.00% | 2.83% | -1.66% | -0.07% | 1.69% | 4.03% | -2.95% | -4.12% | 3.11% | 3.24% |
Benchmark Metrics
HSBC Japan Screened Equity UCITS ETF has an annualized alpha of 6.85%, beta of 0.42, and R2 of 0.15 versus S&P 500 Index. Calculated based on daily prices since June 04, 2020.
- This ETF participated in 67.82% of S&P 500 Index downside but only 66.35% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.42 may look defensive, but with R2 of 0.15 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 0.15 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
- 6.85%
- Beta
- 0.42
- R²
- 0.15
- Upside Capture
- 66.35%
- Downside Capture
- 67.82%
Expense Ratio
HSJD.L has an expense ratio of 0.18%, which is considered low.
Return for Risk
Risk / Return Rank
HSJD.L ranks 59 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for HSBC Japan Screened Equity UCITS ETF (HSJD.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.
| HSJD.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.31 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 2.35 | +0.06 |
| Martin ratioReturn relative to average drawdown | 7.22 | 10.19 | -2.97 |
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 Japan 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 Japan Screened Equity UCITS ETF was 30.50%, occurring on Oct 19, 2022. Recovery took 336 trading sessions.
The current HSBC Japan Screened Equity UCITS ETF drawdown is 1.89%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-30.50%Oct 2022 | 1y 1mo | 1y 4mo | 2y 5moSep 2021 - Feb 2024 | Bear market2022 |
-14.22%Mar 2026 | 1mo 9d | 3mo 19d | 4mo 28dFeb 2026 - Jul 2026 | — |
-14.05%Apr 2025 | 12d | 21d | 1mo 3dMar 2025 - Apr 2025 | 2025 selloff2025 |
-13.27%Aug 2024 | 19d | 23d | 1mo 12dJul 2024 - Aug 2024 | — |
-8.46%May 2021 | 2mo 26d | 3mo 23d | 6mo 19dFeb 2021 - Sep 2021 | — |
Drawdown Indicators
| HSJD.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.50% | -56.78% | +26.28% |
Max Drawdown (1Y)Largest decline over 1 year | -14.22% | -9.10% | -5.12% |
Max Drawdown (3Y)Largest decline over 3 years | -14.22% | -18.90% | +4.68% |
Max Drawdown (5Y)Largest decline over 5 years | -30.50% | -25.43% | -5.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.89% | -0.49% | -1.40% |
Average DrawdownAverage peak-to-trough decline | -7.51% | -10.70% | +3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.76% | 2.09% | +2.67% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with HSJD.L
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