PortfoliosLab logoPortfoliosLab logo
4UBI.DE vs. HPAU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

4UBI.DE vs. HPAU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.DE) and HSBC MSCI USA Climate Paris Aligned UCITS ETF USD Acc (HPAU.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, 4UBI.DE achieves a 16.00% return, which is significantly higher than HPAU.DE's 7.59% return.


4UBI.DE

1D
0.00%
1M
3.69%
YTD
16.00%
6M
16.25%
1Y
26.38%
3Y*
17.04%
5Y*
12.10%
10Y*

HPAU.DE

1D
0.00%
1M
-1.10%
YTD
7.59%
6M
7.82%
1Y
19.86%
3Y*
16.41%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

4UBI.DE vs. HPAU.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
4UBI.DE
UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc
16.00%-1.05%26.19%28.05%-21.21%15.07%
HPAU.DE
HSBC MSCI USA Climate Paris Aligned UCITS ETF USD Acc
7.59%1.05%32.02%25.22%-19.66%11.93%

Correlation

The correlation between 4UBI.DE and HPAU.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2021

0.93

The correlation between 4UBI.DE and HPAU.DE has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

4UBI.DE vs. HPAU.DE — Risk / Return Rank

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

4UBI.DE
4UBI.DE Risk / Return Rank: 3434
Overall Rank
4UBI.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
4UBI.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
4UBI.DE Omega Ratio Rank: 5757
Omega Ratio Rank
4UBI.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
4UBI.DE Martin Ratio Rank: 2121
Martin Ratio Rank

HPAU.DE
HPAU.DE Risk / Return Rank: 4242
Overall Rank
HPAU.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
HPAU.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
HPAU.DE Omega Ratio Rank: 4545
Omega Ratio Rank
HPAU.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
HPAU.DE Martin Ratio Rank: 3636
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.

4UBI.DE vs. HPAU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.DE) and HSBC MSCI USA Climate Paris Aligned UCITS ETF USD Acc (HPAU.DE). 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.

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.


4UBI.DEHPAU.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.31

1.26

+0.05

Calmar ratioReturn relative to maximum drawdown

1.31

1.76

-0.45

Martin ratioReturn relative to average drawdown

2.42

5.07

-2.66

4UBI.DE vs. HPAU.DE - Sharpe Ratio Comparison

The current 4UBI.DE Sharpe Ratio is 1.03, which is lower than the HPAU.DE Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of 4UBI.DE and HPAU.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

4UBI.DE vs. HPAU.DE - Drawdown Comparison

The maximum 4UBI.DE drawdown since its inception was -24.63%, roughly equal to the maximum HPAU.DE drawdown of -25.26%. Use the drawdown chart below to compare losses from any high point for 4UBI.DE and HPAU.DE.


Loading charts...

Drawdown Indicators


4UBI.DEHPAU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.63%

-25.26%

+0.63%

Max Drawdown (1Y)

Largest decline over 1 year

-20.21%

-11.34%

-8.87%

Max Drawdown (3Y)

Largest decline over 3 years

-24.63%

-25.26%

+0.63%

Max Drawdown (5Y)

Largest decline over 5 years

-24.63%

Current Drawdown

Current decline from peak

-0.77%

-3.79%

+3.02%

Average Drawdown

Average peak-to-trough decline

-7.38%

-7.09%

-0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.92%

3.93%

+6.99%

Volatility

4UBI.DE vs. HPAU.DE - Volatility Comparison

UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.DE) and HSBC MSCI USA Climate Paris Aligned UCITS ETF USD Acc (HPAU.DE) have volatilities of 4.04% and 4.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


4UBI.DEHPAU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

4.16%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

9.46%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

25.67%

13.58%

+12.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.21%

16.63%

+2.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

16.63%

+1.76%

4UBI.DE vs. HPAU.DE - Expense Ratio Comparison

4UBI.DE has a 0.19% expense ratio, which is higher than HPAU.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

4UBI.DE vs. HPAU.DE - Dividend Comparison

Neither 4UBI.DE nor HPAU.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


4UBI.DE and HPAU.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HPAU.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HPAU.DE is cheaper with a 0.12% expense ratio, compared with 0.19% for 4UBI.DE.

4UBI.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped, while HPAU.DE tracks MSCI USA Climate Paris Aligned. They also come from different issuers: UBS and HSBC. Their fees differ too: 0.19% for 4UBI.DE and 0.12% for HPAU.DE.

Portfolio Optimizer

Find the right allocation for 4UBI.DE and HPAU.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer