- Issuer
- HSBC
- Inception Date
- Jul 26, 2022
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- HSBC Developed World Screened Equity UCITS ETF
- Distribution Policy
- Accumulating
- Asset Class
- Equity
Share Price Chart
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Performance
HSWD.L Performance Chart
HSBC Developed World Screened Equity UCITS ETF (HSWD.L) is up 12.9% since the beginning of the year. HSWD.L is currently trading at $34 per share. Investors who bought $1,000 worth of HSWD.L shares 5 years ago would now be looking at an investment worth $1,718.
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Returns By Period
HSBC Developed World Screened Equity UCITS ETF (HSWD.L) has returned 12.86% so far this year and 26.96% over the past 12 months.
HSBC Developed World Screened Equity UCITS ETF
- 1D
- -0.07%
- 1M
- -0.43%
- 6M
- 12.22%
- YTD
- 12.86%
- 1Y
- 26.96%
- 3Y*
- 19.12%
- 5Y*
- 11.43%
- 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%
HSWD.L Monthly Returns History
Based on dividend-adjusted daily data since Jul 9, 2020, HSWD.L's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, an investment would double in approximately 4.6 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +12.3%, while the worst month was Sep 2022 at -7.9%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, HSWD.L closed higher 55% of trading days. The best single day was Apr 10, 2025 with a return of +5.0%, while the worst single day was Apr 4, 2025 at -5.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.40% | 1.90% | -7.66% | 10.32% | 7.33% | -0.56% | 0.46% | 12.86% | |||||
| 2025 | 3.46% | -0.16% | -3.67% | 0.25% | 5.70% | 3.75% | 1.92% | 2.88% | 1.90% | 2.01% | 1.00% | 2.77% | 23.75% |
| 2024 | 1.70% | 2.05% | 3.01% | -3.72% | 3.13% | 3.34% | 1.29% | 2.00% | 2.05% | -1.55% | 3.37% | -2.33% | 14.96% |
| 2023 | 4.97% | -1.95% | 2.69% | 2.62% | -1.82% | 5.88% | 2.73% | -2.65% | -3.79% | -2.73% | 9.01% | 4.55% | 20.26% |
| 2022 | -4.98% | -2.36% | 2.61% | -6.62% | -1.82% | -7.76% | 5.99% | -3.44% | -7.87% | 5.09% | 5.35% | -1.20% | -16.99% |
| 2021 | 0.07% | 2.03% | 4.02% | 3.45% | 2.51% | 0.50% | 1.80% | 2.18% | -3.20% | 4.10% | -1.39% | 4.51% | 22.28% |
Benchmark Metrics
HSBC Developed World Screened Equity UCITS ETF has an annualized alpha of 7.39%, beta of 0.47, and R2 of 0.27 versus S&P 500 Index. Calculated based on daily prices since July 09, 2020.
- This ETF participated in 85.60% of S&P 500 Index downside but only 84.89% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.47 may look defensive, but with R2 of 0.27 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 0.27 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
- 7.39%
- Beta
- 0.47
- R²
- 0.27
- Upside Capture
- 84.89%
- Downside Capture
- 85.60%
Expense Ratio
HSWD.L has an expense ratio of 0.18%, which is considered low.
Return for Risk
Risk / Return Rank
HSWD.L ranks 84 for risk / return — in the top 84% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for HSBC Developed World Screened Equity UCITS ETF (HSWD.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.
| HSWD.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.31 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 2.35 | +0.81 |
| Martin ratioReturn relative to average drawdown | 12.64 | 10.19 | +2.45 |
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 Developed World 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 Developed World Screened Equity UCITS ETF was 26.20%, occurring on Oct 12, 2022. Recovery took 321 trading sessions.
The current HSBC Developed World Screened Equity UCITS ETF drawdown is 0.60%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-26.20%Oct 2022 | 9mo 9d | 1y 3mo | 2y 16dJan 2022 - Jan 2024 | Bear market2022 |
-16.28%Apr 2025 | 1mo 18d | 1mo 12d | 3moFeb 2025 - May 2025 | 2025 selloff2025 |
-8.52%Mar 2026 | 1mo 17d | 18d | 2mo 5dFeb 2026 - Apr 2026 | — |
-7.77%Oct 2020 | 1mo 27d | 10d | 2mo 7dSep 2020 - Nov 2020 | — |
-7.46%Aug 2024 | 20d | 18d | 1mo 8dJul 2024 - Aug 2024 | — |
Drawdown Indicators
| HSWD.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.20% | -56.78% | +30.58% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -9.10% | +0.58% |
Max Drawdown (3Y)Largest decline over 3 years | -16.28% | -18.90% | +2.62% |
Max Drawdown (5Y)Largest decline over 5 years | -26.20% | -25.43% | -0.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.60% | -0.49% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -10.70% | +5.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 2.09% | +0.05% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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