FRUE.L vs. HIUS.L

Last updated Apr 3, 2026

Compare and contrast key facts about Franklin LibertyQ U.S. Equity UCITS ETF (FRUE.L) and HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.L).

FRUE.L and HIUS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FRUE.L is a passively managed fund by Franklin Templeton that tracks the performance of the Russell 1000 TR USD. It was launched on Sep 6, 2017. HIUS.L is a passively managed fund by HSBC that tracks the performance of the MSCI USA Islamic ESG Universal Screened Select Index. It was launched on Nov 17, 2022. Both FRUE.L and HIUS.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

FRUE.L vs. HIUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin LibertyQ U.S. Equity UCITS ETF (FRUE.L) and HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.L). The values are adjusted to include any dividend payments, if applicable.

FRUE.L vs. HIUS.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FRUE.L Franklin LibertyQ U.S. Equity UCITS ETF	-1.91%	21.39%	10.18%	15.31%	-1.69%
HIUS.L HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating	-2.78%	18.63%	7.72%	29.55%	-2.21%

Different Trading Currencies

FRUE.L is traded in USD, while HIUS.L is traded in GBP. To make them comparable, the HIUS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FRUE.L achieves a -1.91% return, which is significantly higher than HIUS.L's -2.78% return.

FRUE.L

• 1D: -0.26%
• 1M: -2.19%
• YTD: -1.91%
• 6M: 0.55%
• 1Y: 21.20%
• 3Y*: 13.36%
• 5Y*: 10.26%
• 10Y*: —

HIUS.L

• 1D: -0.59%
• 1M: -2.70%
• YTD: -2.78%
• 6M: 1.74%
• 1Y: 25.76%
• 3Y*: 13.59%
• 5Y*: —
• 10Y*: —

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

FRUE.L vs. HIUS.L - Expense Ratio Comparison

FRUE.L has a 0.25% expense ratio, which is lower than HIUS.L's 0.30% expense ratio.

HIUS.L

HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating

FRUE.L

Franklin LibertyQ U.S. Equity UCITS ETF

Return for Risk

FRUE.L vs. HIUS.L — Risk / Return Rank

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

FRUE.L

FRUE.L Risk / Return Rank: 77
FRUE.L Sharpe Ratio Rank: 69
FRUE.L Sortino Ratio Rank: 70
FRUE.L Omega Ratio Rank: 68
FRUE.L Calmar Ratio Rank: 85
FRUE.L Martin Ratio Rank: 91

HIUS.L

HIUS.L Risk / Return Rank: 78
HIUS.L Sharpe Ratio Rank: 70
HIUS.L Sortino Ratio Rank: 73
HIUS.L Omega Ratio Rank: 66
HIUS.L Calmar Ratio Rank: 93
HIUS.L Martin Ratio Rank: 86

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.

FRUE.L vs. HIUS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin LibertyQ U.S. Equity UCITS ETF (FRUE.L) and HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.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.

	FRUE.L	HIUS.L	Difference
Sharpe ratio Return per unit of total volatility	1.28	1.38	-0.11
Sortino ratio Return per unit of downside risk	1.85	2.02	-0.17
Omega ratio Gain probability vs. loss probability	1.27	1.27	0.00
Calmar ratio Return relative to maximum drawdown	3.13	3.36	-0.23
Martin ratio Return relative to average drawdown	13.99	11.92	+2.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FRUE.L vs. HIUS.L - Sharpe Ratio Comparison

The current FRUE.L Sharpe Ratio is 1.28, which is comparable to the HIUS.L Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of FRUE.L and HIUS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FRUE.L	HIUS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.28	1.38	-0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.77	0.89	-0.12

Correlation

The correlation between FRUE.L and HIUS.L is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

FRUE.L vs. HIUS.L - Dividend Comparison

Neither FRUE.L nor HIUS.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

FRUE.L vs. HIUS.L - Drawdown Comparison

The maximum FRUE.L drawdown since its inception was -33.46%, which is greater than HIUS.L's maximum drawdown of -23.74%. Use the drawdown chart below to compare losses from any high point for FRUE.L and HIUS.L.

Drawdown Indicators

	FRUE.L	HIUS.L	Difference
Max Drawdown Largest peak-to-trough decline	-33.46%	-25.20%	-8.26%
Max Drawdown (1Y) Largest decline over 1 year	-8.64%	-6.86%	-1.78%
Max Drawdown (5Y) Largest decline over 5 years	-19.23%	—	—
Current Drawdown Current decline from peak	-5.05%	-4.66%	-0.39%
Average Drawdown Average peak-to-trough decline	-3.87%	-4.02%	+0.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.87%	2.43%	-0.56%

Volatility

FRUE.L vs. HIUS.L - Volatility Comparison

Franklin LibertyQ U.S. Equity UCITS ETF (FRUE.L) and HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.L) have volatilities of 5.18% and 5.18%, 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.

Volatility by Period

	FRUE.L	HIUS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.18%	5.18%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	9.57%	11.14%	-1.57%
Volatility (1Y) Calculated over the trailing 1-year period	16.52%	18.54%	-2.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.31%	16.21%	-1.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.75%	16.21%	-0.46%