- Issuer
- HSBC
- Inception Date
- Apr 21, 2022
- Category
- Europe Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- HSBC Europe Ex UK Screened Equity UCITS ETF EUR Dis
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
HSXE.L Performance Chart
HSBC Europe Ex UK Screened Equity UCITS ETF EUR Dis (HSXE.L) is up 13.1% since the beginning of the year. HSXE.L is currently trading at £17 per share.
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Returns By Period
HSBC Europe Ex UK Screened Equity UCITS ETF EUR Dis (HSXE.L) has returned 13.08% so far this year and 24.00% over the past 12 months.
HSBC Europe Ex UK Screened Equity UCITS ETF EUR Dis
- 1D
- -0.35%
- 1M
- -1.94%
- 6M
- 10.19%
- YTD
- 13.08%
- 1Y
- 24.00%
- 3Y*
- 16.10%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.66%
- 1M
- -0.64%
- 6M
- 8.66%
- YTD
- 10.17%
- 1Y
- 19.99%
- 3Y*
- 17.60%
- 5Y*
- 12.23%
- 10Y*
- 13.06%
HSXE.L Monthly Returns History
Based on dividend-adjusted daily data since Apr 21, 2022, HSXE.L's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, an investment would double in approximately 6.9 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +8.4%, while the worst month was Apr 2022 at -18.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, HSXE.L closed higher 53% of trading days. The best single day was Oct 14, 2022 with a return of +16.4%, while the worst single day was Apr 22, 2022 at -17.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.95% | 6.71% | -8.64% | 7.62% | 5.86% | 1.61% | -2.67% | 13.08% | |||||
| 2025 | 6.49% | 2.39% | -1.02% | 1.77% | 2.53% | -0.42% | 0.29% | 1.88% | 1.14% | 3.37% | 0.95% | 2.69% | 24.17% |
| 2024 | -1.47% | 2.60% | 3.01% | -1.08% | 5.68% | -1.62% | -0.44% | 2.31% | -0.60% | -2.34% | -1.63% | -0.55% | 3.60% |
| 2023 | 6.78% | 0.52% | 1.63% | 2.11% | -3.31% | 3.68% | 0.57% | -1.43% | -1.11% | -4.57% | 7.23% | 5.65% | 18.35% |
| 2022 | -18.06% | 0.66% | -6.71% | 4.80% | -1.62% | -4.84% | 3.16% | 8.39% | 0.55% | -15.14% |
Benchmark Metrics
HSBC Europe Ex UK Screened Equity UCITS ETF EUR Dis has an annualized alpha of 7.29%, beta of 0.29, and R2 of 0.06 versus S&P 500 Index. Calculated based on daily prices since April 21, 2022.
- This ETF participated in 76.14% of S&P 500 Index downside but only 70.26% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.29 may look defensive, but with R2 of 0.06 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 0.06 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
- 7.29%
- Beta
- 0.29
- R²
- 0.06
- Upside Capture
- 70.26%
- Downside Capture
- 76.14%
Return for Risk
Risk / Return Rank
HSXE.L ranks 64 for risk / return — better than 64% 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 Ex UK Screened Equity UCITS ETF EUR Dis (HSXE.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.
| HSXE.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.31 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 2.50 | -0.20 |
| Martin ratioReturn relative to average drawdown | 8.41 | 9.11 | -0.70 |
Dividends
Dividend History
HSBC Europe Ex UK Screened Equity UCITS ETF EUR Dis provided a 2.52% dividend yield over the last twelve months, with an annual payout of £0.43 per share.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | £0.43 | £0.40 | £0.34 | £0.49 |
Dividend yield | 2.52% | 2.65% | 2.73% | 3.93% |
Monthly Dividends
The table displays the monthly dividend distributions for HSBC Europe Ex UK Screened Equity UCITS ETF EUR Dis. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | £0.00 | £0.08 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.08 | |||||
| 2025 | £0.05 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.35 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.40 |
| 2024 | £0.05 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.30 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.34 |
| 2023 | £0.21 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.28 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.49 |
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 Europe Ex UK Screened Equity UCITS ETF EUR Dis. 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 Ex UK Screened Equity UCITS ETF EUR Dis was 25.98%, occurring on Oct 13, 2022. Recovery took 303 trading sessions.
The current HSBC Europe Ex UK Screened Equity UCITS ETF EUR Dis drawdown is 3.27%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-25.98%Oct 2022 | 5mo 24d | 1y 2mo | 1y 8moApr 2022 - Dec 2023 | Bear market2022 |
-11.48%Apr 2025 | 18d | 1mo 8d | 1mo 26dMar 2025 - May 2025 | 2025 selloff2025 |
-10.50%Mar 2026 | 18d | 1mo 17d | 2mo 5dMar 2026 - May 2026 | — |
-7.48%Aug 2024 | 1mo 29d | 6mo 5d | 8mo 4dJun 2024 - Feb 2025 | — |
-4.76%Nov 2025 | 5d | 27d | 1mo 2dNov 2025 - Dec 2025 | — |
Drawdown Indicators
| HSXE.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.98% | -37.07% | +11.09% |
Max Drawdown (1Y)Largest decline over 1 year | -10.50% | -8.03% | -2.47% |
Max Drawdown (3Y)Largest decline over 3 years | -11.48% | -22.15% | +10.67% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.15% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.01% | — |
Current DrawdownCurrent decline from peak | -3.27% | -1.42% | -1.85% |
Average DrawdownAverage peak-to-trough decline | -6.19% | -5.29% | -0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.20% | +0.68% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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