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FUQA.L vs. HSTC.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FUQA.LHSTC.L
YTD Return12.07%-9.90%
1Y Return17.46%-18.94%
3Y Return (Ann)11.72%-17.06%
Sharpe Ratio1.64-0.57
Daily Std Dev10.74%31.27%
Max Drawdown-27.34%-69.93%
Current Drawdown-1.32%-66.22%

Correlation

-0.50.00.51.00.4

The correlation between FUQA.L and HSTC.L is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

FUQA.L vs. HSTC.L - Performance Comparison

In the year-to-date period, FUQA.L achieves a 12.07% return, which is significantly higher than HSTC.L's -9.90% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
9.83%
-1.98%
FUQA.L
HSTC.L

Compare stocks, funds, or ETFs

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


FUQA.L vs. HSTC.L - Expense Ratio Comparison

FUQA.L has a 0.25% expense ratio, which is lower than HSTC.L's 0.50% expense ratio.


HSTC.L
HSBC Hang Seng Tech UCITS ETF
Expense ratio chart for HSTC.L: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for FUQA.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

FUQA.L vs. HSTC.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity US Quality Income ETF Acc (FUQA.L) 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.


FUQA.L
Sharpe ratio
The chart of Sharpe ratio for FUQA.L, currently valued at 2.05, compared to the broader market0.002.004.002.05
Sortino ratio
The chart of Sortino ratio for FUQA.L, currently valued at 2.96, compared to the broader market-2.000.002.004.006.008.0010.0012.002.96
Omega ratio
The chart of Omega ratio for FUQA.L, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.38
Calmar ratio
The chart of Calmar ratio for FUQA.L, currently valued at 2.49, compared to the broader market0.005.0010.0015.002.49
Martin ratio
The chart of Martin ratio for FUQA.L, currently valued at 10.99, compared to the broader market0.0020.0040.0060.0080.00100.0010.99
HSTC.L
Sharpe ratio
The chart of Sharpe ratio for HSTC.L, currently valued at -0.37, compared to the broader market0.002.004.00-0.37
Sortino ratio
The chart of Sortino ratio for HSTC.L, currently valued at -0.34, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.34
Omega ratio
The chart of Omega ratio for HSTC.L, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.000.96
Calmar ratio
The chart of Calmar ratio for HSTC.L, currently valued at -0.17, compared to the broader market0.005.0010.0015.00-0.17
Martin ratio
The chart of Martin ratio for HSTC.L, currently valued at -0.80, compared to the broader market0.0020.0040.0060.0080.00100.00-0.80

FUQA.L vs. HSTC.L - Sharpe Ratio Comparison

The current FUQA.L Sharpe Ratio is 1.64, which is higher than the HSTC.L Sharpe Ratio of -0.57. The chart below compares the 12-month rolling Sharpe Ratio of FUQA.L and HSTC.L.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
2.05
-0.37
FUQA.L
HSTC.L

Dividends

FUQA.L vs. HSTC.L - Dividend Comparison

Neither FUQA.L nor HSTC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FUQA.L vs. HSTC.L - Drawdown Comparison

The maximum FUQA.L drawdown since its inception was -27.34%, smaller than the maximum HSTC.L drawdown of -69.93%. Use the drawdown chart below to compare losses from any high point for FUQA.L and HSTC.L. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-0.54%
-67.98%
FUQA.L
HSTC.L

Volatility

FUQA.L vs. HSTC.L - Volatility Comparison

The current volatility for Fidelity US Quality Income ETF Acc (FUQA.L) is 4.25%, while HSBC Hang Seng Tech UCITS ETF (HSTC.L) has a volatility of 7.42%. This indicates that FUQA.L experiences smaller price fluctuations and is considered to be less risky than HSTC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AprilMayJuneJulyAugustSeptember
4.25%
7.42%
FUQA.L
HSTC.L