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FVEM.DE vs. H41E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FVEM.DE vs. H41E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE) and HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc) (H41E.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FVEM.DE achieves a 25.43% return, which is significantly lower than H41E.DE's 39.52% return.


FVEM.DE

1D
-1.33%
1M
4.58%
YTD
25.43%
6M
27.21%
1Y
47.18%
3Y*
18.13%
5Y*
10Y*

H41E.DE

1D
-1.46%
1M
11.44%
YTD
39.52%
6M
42.99%
1Y
69.89%
3Y*
27.78%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FVEM.DE vs. H41E.DE - Yearly Performance Comparison


Correlation

The correlation between FVEM.DE and H41E.DE is 0.88, 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

0.88

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

0.89

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2023

0.89

The correlation between FVEM.DE and H41E.DE has been stable across timeframes, ranging from 0.88 to 0.89 - a consistent structural relationship.

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Return for Risk

FVEM.DE vs. H41E.DE — Risk / Return Rank

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

FVEM.DE
FVEM.DE Risk / Return Rank: 8383
Overall Rank
FVEM.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FVEM.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
FVEM.DE Omega Ratio Rank: 8181
Omega Ratio Rank
FVEM.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
FVEM.DE Martin Ratio Rank: 8484
Martin Ratio Rank

H41E.DE
H41E.DE Risk / Return Rank: 9494
Overall Rank
H41E.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
H41E.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
H41E.DE Omega Ratio Rank: 9494
Omega Ratio Rank
H41E.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
H41E.DE Martin Ratio Rank: 9393
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.

FVEM.DE vs. H41E.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE) and HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc) (H41E.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.


FVEM.DEH41E.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-1.41

Omega ratioGain probability vs. loss probability

1.47

1.69

-0.21

Calmar ratioReturn relative to maximum drawdown

4.42

7.09

-2.67

Martin ratioReturn relative to average drawdown

16.79

25.00

-8.21

FVEM.DE vs. H41E.DE - Sharpe Ratio Comparison

The current FVEM.DE Sharpe Ratio is 2.66, which is lower than the H41E.DE Sharpe Ratio of 3.91. The chart below compares the historical Sharpe Ratios of FVEM.DE and H41E.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.


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Sharpe Ratios by Period


FVEM.DEH41E.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.66

3.91

-1.25

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

1.56

-0.48

Drawdowns

FVEM.DE vs. H41E.DE - Drawdown Comparison

The maximum FVEM.DE drawdown since its inception was -18.76%, smaller than the maximum H41E.DE drawdown of -20.92%. Use the drawdown chart below to compare losses from any high point for FVEM.DE and H41E.DE.


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Drawdown Indicators


FVEM.DEH41E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.76%

-20.92%

+2.16%

Max Drawdown (1Y)

Largest decline over 1 year

-10.62%

-9.80%

-0.82%

Max Drawdown (3Y)

Largest decline over 3 years

-18.76%

-20.92%

+2.16%

Current Drawdown

Current decline from peak

-2.08%

-3.33%

+1.25%

Average Drawdown

Average peak-to-trough decline

-3.46%

-3.10%

-0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

2.79%

+0.01%

Volatility

FVEM.DE vs. H41E.DE - Volatility Comparison

The current volatility for Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE) is 7.26%, while HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc) (H41E.DE) has a volatility of 7.97%. This indicates that FVEM.DE experiences smaller price fluctuations and is considered to be less risky than H41E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FVEM.DEH41E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.26%

7.97%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

14.82%

14.66%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

17.67%

17.80%

-0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.04%

16.06%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

16.06%

-0.02%

FVEM.DE vs. H41E.DE - Expense Ratio Comparison

FVEM.DE has a 0.18% expense ratio, which is lower than H41E.DE's 0.35% expense ratio.


Dividends

FVEM.DE vs. H41E.DE - Dividend Comparison

Neither FVEM.DE nor H41E.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FVEM.DE and H41E.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FVEM.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FVEM.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for H41E.DE.

FVEM.DE tracks MSCI Emerging Markets Climate Paris Aligned, while H41E.DE tracks MSCI Emerging Markets Value SRI ESG Target Select. They also come from different issuers: Franklin Templeton and HSBC. Their fees differ too: 0.18% for FVEM.DE and 0.35% for H41E.DE.

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