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HSBC USA Sustainable Equity UCITS ETF USD (HSUS.L) Sharpe Ratio: 3.45

ETF · Currency in GBP · Last updated Jun 4, 2026

HSUS.L is a passive ETF by HSBC tracking the investment results of the Russell 1000 TR USD. HSUS.L launched on Jun 4, 2020 and has a 0.12% expense ratio.

HSUS.L's Sharpe Ratio of 3.45 indicates that for each unit of volatility, it generates 3.45 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

HSUS.L Sharpe Ratio Rank

HSUS.L Sharpe Ratio Rank: 92.893
Exceptional

HSUS.L ranks above 92.8% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

HSUS.L Sharpe Ratio Market Positioning

The chart shows HSUS.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.85 or lower
  • Yellow zone (middle 50%): 0.85 to 2.40
  • Green zone (top 25%): 2.40 or higher
  • Top 1%: 7.89+
  • Median: 1.69 — half of all investments score higher

How it compares to other similar ETFs

The table compares HSBC USA Sustainable Equity UCITS ETF USD's Sharpe Ratio with other ETFs in the Large Cap Blend Equities category across multiple time periods, showing how HSUS.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
XZMD.LXtrackers MSCI USA ESG UCITS ETF 1D3.85
HIUS.LHSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating3.52
HSUS.LHSBC USA Sustainable Equity UCITS ETF USD3.45
FEXD.LFirst Trust US Large Cap Core AlphaDEX UCITS Class B3.26
ISDU.LiShares MSCI USA Islamic UCITS ETF3.24
FEX.LFirst Trust US Large Cap Core AlphaDEX® UCITS ETF Class A USD2.82
VNRG.LVanguard FTSE North America UCITS ETF (USD) Accumulating2.75
FLXU.LFranklin LibertyQ U.S. Equity UCITS ETF2.73
UC04.LUBS ETF (IE) MSCI USA UCITS ETF (USD) A-dis2.70
CU1.LiShares MSCI USA UCITS ETF USD (Acc)2.70

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows HSUS.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when HSUS.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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