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Issuer
HSBC
Inception Date
Jul 5, 2022
Leveraged
1x (No leverage)
Index Tracked
HSBC USA Screened Equity UCITS ETF
Distribution Policy
Accumulating
Asset Class
Equity

Share Price Chart


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Performance

HSUD.L Performance Chart

HSBC USA Screened Equity UCITS ETF (HSUD.L) is up 12.6% since the beginning of the year. HSUD.L is currently trading at $41 per share. Investors who bought $1,000 worth of HSUD.L shares 5 years ago would now be looking at an investment worth $1,759.


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S&P 500 Index

Returns By Period

HSBC USA Screened Equity UCITS ETF (HSUD.L) has returned 12.55% so far this year and 26.40% over the past 12 months.


HSBC USA Screened Equity UCITS ETF

1D
-0.08%
1M
-1.37%
6M
12.89%
YTD
12.55%
1Y
26.40%
3Y*
19.30%
5Y*
11.96%
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)

HSUD.L Monthly Returns History

Based on dividend-adjusted daily data since Jun 4, 2020, HSUD.L's average daily return is +0.06%, while the average monthly return is +1.32%. At this rate, an investment would double in approximately 4.4 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2026 with a return of +11.5%, while the worst month was Sep 2022 at -7.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, HSUD.L closed higher 54% of trading days. The best single day was Apr 10, 2025 with a return of +4.9%, while the worst single day was Apr 4, 2025 at -4.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.05%-0.38%-5.42%11.50%8.41%-0.48%-0.63%12.55%
20252.64%-2.19%-5.75%-1.96%6.85%4.93%3.76%2.24%2.39%2.60%0.53%2.10%18.98%
20242.46%3.01%2.33%-4.20%2.49%5.31%0.63%1.74%2.36%0.40%4.29%-2.17%19.90%
20234.14%-1.78%2.79%2.26%-0.27%6.08%2.88%-1.79%-4.47%-2.43%8.92%4.24%21.64%
2022-5.33%-2.77%3.88%-6.48%-2.63%-7.16%6.40%-2.92%-7.18%6.22%2.52%-2.32%-17.56%
20210.30%2.90%4.38%3.96%1.30%1.95%2.48%2.88%-4.00%5.06%-0.04%4.21%28.13%

Benchmark Metrics

HSBC USA Screened Equity UCITS ETF has an annualized alpha of 8.45%, beta of 0.49, and R2 of 0.28 versus S&P 500 Index. Calculated based on daily prices since June 04, 2020.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (90.90%) than losses (87.04%) - typical of diversified or defensive assets.
  • Beta of 0.49 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
8.45%
Beta
0.49
0.28
Upside Capture
90.90%
Downside Capture
87.04%

Expense Ratio

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


Return for Risk

Risk / Return Rank

HSUD.L ranks 85 for risk / return — in the top 85% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


HSUD.L Risk / Return Rank: 8585
Overall Rank
HSUD.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
HSUD.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
HSUD.L Omega Ratio Rank: 8585
Omega Ratio Rank
HSUD.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
HSUD.L Martin Ratio Rank: 8383
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 USA Screened Equity UCITS ETF (HSUD.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.


HSUD.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.94

Omega ratioGain probability vs. loss probability

1.41

1.31

+0.10

Calmar ratioReturn relative to maximum drawdown

3.42

2.35

+1.07

Martin ratioReturn relative to average drawdown

13.00

10.19

+2.81

Dividends

Dividend History


HSBC USA Screened Equity 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 USA 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 USA Screened Equity UCITS ETF was 24.43%, occurring on Oct 12, 2022. Recovery took 315 trading sessions.

The current HSBC USA Screened Equity UCITS ETF drawdown is 1.54%.


Drawdown

Fall

Recovery

Underwater

Related event

-24.43%Oct 2022
9mo 15d1y 3mo
2y 12dDec 2021 - Jan 2024
Bear market2022
-19.51%Apr 2025
1mo 16d2mo 25d
4mo 11dFeb 2025 - Jul 2025
2025 selloff2025
-8.99%Sep 2020
18d1mo 19d
2mo 7dSep 2020 - Nov 2020
-7.77%Mar 2026
2mo18d
2mo 18dJan 2026 - Apr 2026
-7.56%Aug 2024
20d24d
1mo 14dJul 2024 - Aug 2024

Drawdown Indicators


HSUD.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-24.43%

-56.78%

+32.35%

Max Drawdown (1Y)

Largest decline over 1 year

-7.77%

-9.10%

+1.33%

Max Drawdown (3Y)

Largest decline over 3 years

-19.51%

-18.90%

-0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-24.43%

-25.43%

+1.00%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.54%

-0.49%

-1.05%

Average Drawdown

Average peak-to-trough decline

-5.09%

-10.70%

+5.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.09%

-0.04%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with HSUD.L

Add HSBC USA 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 HSUD.L