500P.L vs. HSJP.L
Compare and contrast key facts about Franklin S&P 500 Paris Aligned Climate UCITS ETF (500P.L) and HSBC Japan Sustainable Equity UCITS ETF USD (HSJP.L).
500P.L and HSJP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 500P.L is a passively managed fund by Franklin that tracks the performance of the S&P 500 Net Zero 2050 Paris-Aligned ESG Index. It was launched on Jul 29, 2020. HSJP.L is a passively managed fund by HSBC that tracks the performance of the TOPIX TR JPY. It was launched on Jun 4, 2020. Both 500P.L and HSJP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
500P.L vs. HSJP.L - Performance Comparison
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500P.L vs. HSJP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
500P.L Franklin S&P 500 Paris Aligned Climate UCITS ETF | -6.34% | 7.74% | 28.94% | 23.30% | -12.86% | 34.04% | 11.40% |
HSJP.L HSBC Japan Sustainable Equity UCITS ETF USD | 5.91% | 18.24% | 13.93% | 13.26% | -5.31% | 4.55% | 20.12% |
Returns By Period
In the year-to-date period, 500P.L achieves a -6.34% return, which is significantly lower than HSJP.L's 5.91% return.
500P.L
- 1D
- 1.60%
- 1M
- -3.81%
- YTD
- -6.34%
- 6M
- -3.44%
- 1Y
- 8.99%
- 3Y*
- 14.95%
- 5Y*
- 11.95%
- 10Y*
- —
HSJP.L
- 1D
- 4.34%
- 1M
- -3.06%
- YTD
- 5.91%
- 6M
- 12.95%
- 1Y
- 25.04%
- 3Y*
- 15.82%
- 5Y*
- 9.49%
- 10Y*
- —
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500P.L vs. HSJP.L - Expense Ratio Comparison
500P.L has a 0.07% expense ratio, which is lower than HSJP.L's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
500P.L vs. HSJP.L — Risk / Return Rank
500P.L
HSJP.L
500P.L vs. HSJP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin S&P 500 Paris Aligned Climate UCITS ETF (500P.L) and HSBC Japan Sustainable Equity UCITS ETF USD (HSJP.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.
| 500P.L | HSJP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 1.28 | -0.69 |
Sortino ratioReturn per unit of downside risk | 0.90 | 1.79 | -0.89 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.25 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.83 | 2.20 | -1.37 |
Martin ratioReturn relative to average drawdown | 2.70 | 7.74 | -5.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 500P.L | HSJP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 1.28 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.60 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.69 | +0.23 |
Correlation
The correlation between 500P.L and HSJP.L is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
500P.L vs. HSJP.L - Dividend Comparison
Neither 500P.L nor HSJP.L has paid dividends to shareholders.
Drawdowns
500P.L vs. HSJP.L - Drawdown Comparison
The maximum 500P.L drawdown since its inception was -20.32%, which is greater than HSJP.L's maximum drawdown of -16.22%. Use the drawdown chart below to compare losses from any high point for 500P.L and HSJP.L.
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Drawdown Indicators
| 500P.L | HSJP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.32% | -16.22% | -4.10% |
Max Drawdown (1Y)Largest decline over 1 year | -10.81% | -12.15% | +1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -20.32% | -16.22% | -4.10% |
Current DrawdownCurrent decline from peak | -8.52% | -6.76% | -1.76% |
Average DrawdownAverage peak-to-trough decline | -4.23% | -4.63% | +0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 3.45% | -0.13% |
Volatility
500P.L vs. HSJP.L - Volatility Comparison
The current volatility for Franklin S&P 500 Paris Aligned Climate UCITS ETF (500P.L) is 3.78%, while HSBC Japan Sustainable Equity UCITS ETF USD (HSJP.L) has a volatility of 8.46%. This indicates that 500P.L experiences smaller price fluctuations and is considered to be less risky than HSJP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 500P.L | HSJP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 8.46% | -4.68% |
Volatility (6M)Calculated over the trailing 6-month period | 8.28% | 15.08% | -6.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.35% | 19.54% | -4.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.91% | 15.91% | -1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.18% | 15.84% | -0.66% |