2007.HK vs. HSTC.L

Last updated Jun 5, 2026

2007.HK (Country Garden Holdings Company Ltd) is a stock, while HSTC.L (HSBC Hang Seng Tech UCITS ETF) is Technology Equities fund tracking the MSCI World/Information Tech NR USD. Over the past 5 years, 2007.HK returned -52.49%/yr vs -9.85%/yr for HSTC.L. At a 0.28 correlation, their price movements are largely independent.

Performance

2007.HK vs. HSTC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in Country Garden Holdings Company Ltd (2007.HK) and HSBC Hang Seng Tech UCITS ETF (HSTC.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

2007.HK is traded in HKD, while HSTC.L is traded in GBP. To make them comparable, the HSTC.L values have been converted to HKD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 2007.HK achieves a -48.19% return, which is significantly lower than HSTC.L's -13.30% return.

2007.HK

• 1D: -1.83%
• 1M: -20.37%
• YTD: -48.19%
• 6M: -58.65%
• 1Y: -44.87%
• 3Y*: -47.19%
• 5Y*: -52.49%
• 10Y*: -21.08%

HSTC.L

• 1D: -3.78%
• 1M: -5.36%
• YTD: -13.30%
• 6M: -15.29%
• 1Y: -9.84%
• 3Y*: 7.44%
• 5Y*: -9.85%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

2007.HK vs. HSTC.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
2007.HK Country Garden Holdings Company Ltd	-48.19%	-14.43%	-37.82%	-70.79%	-60.42%	-31.38%	6.77%
HSTC.L HSBC Hang Seng Tech UCITS ETF	-13.30%	25.17%	18.69%	-8.74%	-27.89%	-32.23%	-89.96%

Correlation

The correlation between 2007.HK and HSTC.L is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (5Y) Calculated over the trailing 5-year period	0.28
Correlation (All Time) Calculated using the full available price history since Dec 10, 2020	0.28

The correlation between 2007.HK and HSTC.L shifts across timeframes, from 0.15 (1 year) to 0.28 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

2007.HK vs. HSTC.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

2007.HK

2007.HK Risk / Return Rank: 14
2007.HK Sharpe Ratio Rank: 12
2007.HK Sortino Ratio Rank: 11
2007.HK Omega Ratio Rank: 13
2007.HK Calmar Ratio Rank: 17
2007.HK Martin Ratio Rank: 16

HSTC.L

HSTC.L Risk / Return Rank: 7
HSTC.L Sharpe Ratio Rank: 6
HSTC.L Sortino Ratio Rank: 6
HSTC.L Omega Ratio Rank: 6
HSTC.L Calmar Ratio Rank: 7
HSTC.L Martin Ratio Rank: 7

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.

2007.HK vs. HSTC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Country Garden Holdings Company Ltd (2007.HK) and HSBC Hang Seng Tech UCITS ETF (HSTC.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	2007.HK	HSTC.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.71	-0.36	-0.35
Sortino ratio: Return per unit of downside risk	-1.00	-0.33	-0.66
Omega ratio: Gain probability vs. loss probability	0.88	0.96	-0.08
Calmar ratio: Return relative to maximum drawdown	-0.67	-0.32	-0.34
Martin ratio: Return relative to average drawdown	-1.18	-0.59	-0.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

2007.HK vs. HSTC.L - Sharpe Ratio Comparison

The current 2007.HK Sharpe Ratio is -0.71, which is lower than the HSTC.L Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of 2007.HK and HSTC.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	2007.HK	HSTC.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.71	-0.36	-0.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.72	-0.25	-0.48
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.36	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.26	-0.74	+0.47

Drawdowns

2007.HK vs. HSTC.L - Drawdown Comparison

The maximum 2007.HK drawdown since its inception was -98.54%, roughly equal to the maximum HSTC.L drawdown of -96.72%. Use the drawdown chart below to compare losses from any high point for 2007.HK and HSTC.L.

Drawdown Indicators

	2007.HK	HSTC.L	Difference
Max Drawdown Largest peak-to-trough decline	-98.54%	-96.72%	-1.82%
Max Drawdown (1Y) Largest decline over 1 year	-69.71%	-30.33%	-39.38%
Max Drawdown (3Y) Largest decline over 3 years	-88.82%	-34.53%	-54.29%
Max Drawdown (5Y) Largest decline over 5 years	-97.70%	-66.82%	-30.88%
Max Drawdown (10Y) Largest decline over 10 years	-98.54%	—	—
Current Drawdown Current decline from peak	-98.50%	-94.23%	-4.27%
Average Drawdown Average peak-to-trough decline	-63.00%	-93.74%	+30.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	38.77%	16.71%	+22.06%

Volatility

2007.HK vs. HSTC.L - Volatility Comparison

Country Garden Holdings Company Ltd (2007.HK) has a higher volatility of 22.47% compared to HSBC Hang Seng Tech UCITS ETF (HSTC.L) at 11.05%. This indicates that 2007.HK's price experiences larger fluctuations and is considered to be riskier than HSTC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	2007.HK	HSTC.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.47%	11.05%	+11.42%
Volatility (6M) Calculated over the trailing 6-month period	47.52%	20.25%	+27.27%
Volatility (1Y) Calculated over the trailing 1-year period	65.41%	27.51%	+37.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	73.88%	39.61%	+34.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	59.14%	54.97%	+4.17%

Dividends

2007.HK vs. HSTC.L - Dividend Comparison

Neither 2007.HK nor HSTC.L has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
2007.HK Country Garden Holdings Company Ltd	0.00%	0.00%	0.00%	0.00%	4.45%	8.04%	5.65%	4.79%	7.18%	1.84%	3.38%	7.80%
HSTC.L HSBC Hang Seng Tech UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both 2007.HK and HSTC.L in my portfolio?

2007.HK and HSTC.L have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.