PortfoliosLab logoPortfoliosLab logo
H410.DE vs. IQQK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

H410.DE vs. IQQK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC MSCI Emerging Markets UCITS ETF USD (H410.DE) and iShares MSCI Korea UCITS ETF (Dist) (IQQK.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, H410.DE achieves a 27.49% return, which is significantly lower than IQQK.DE's 107.68% return. Over the past 10 years, H410.DE has underperformed IQQK.DE with an annualized return of 9.77%, while IQQK.DE has yielded a comparatively higher 16.55% annualized return.


H410.DE

1D
-1.81%
1M
3.71%
YTD
27.49%
6M
27.95%
1Y
49.05%
3Y*
20.39%
5Y*
8.17%
10Y*
9.77%

IQQK.DE

1D
-4.65%
1M
11.93%
YTD
107.68%
6M
121.46%
1Y
216.52%
3Y*
44.83%
5Y*
19.47%
10Y*
16.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

H410.DE vs. IQQK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
H410.DE
HSBC MSCI Emerging Markets UCITS ETF USD
27.49%18.61%13.89%4.66%-13.80%3.98%7.04%21.02%-11.31%21.15%
IQQK.DE
iShares MSCI Korea UCITS ETF (Dist)
107.68%77.35%-18.08%15.54%-24.11%-1.13%30.60%14.38%-18.25%27.92%

Correlation

The correlation between H410.DE and IQQK.DE is 0.81, 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

0.81

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

0.74

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2013

0.77

The correlation between H410.DE and IQQK.DE has been stable across timeframes, ranging from 0.74 to 0.81 - 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

H410.DE vs. IQQK.DE — Risk / Return Rank

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

H410.DE
H410.DE Risk / Return Rank: 8585
Overall Rank
H410.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
H410.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
H410.DE Omega Ratio Rank: 8585
Omega Ratio Rank
H410.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
H410.DE Martin Ratio Rank: 8484
Martin Ratio Rank

IQQK.DE
IQQK.DE Risk / Return Rank: 9797
Overall Rank
IQQK.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IQQK.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
IQQK.DE Omega Ratio Rank: 9696
Omega Ratio Rank
IQQK.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
IQQK.DE Martin Ratio Rank: 9797
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.

H410.DE vs. IQQK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI Emerging Markets UCITS ETF USD (H410.DE) and iShares MSCI Korea UCITS ETF (Dist) (IQQK.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.


H410.DEIQQK.DEDifference
Sharpe ratioReturn per unit of total volatility

-3.10

Sortino ratioReturn per unit of downside risk

-1.74

Omega ratioGain probability vs. loss probability

1.51

1.78

-0.27

Calmar ratioReturn relative to maximum drawdown

4.75

10.70

-5.94

Martin ratioReturn relative to average drawdown

17.19

38.75

-21.56

H410.DE vs. IQQK.DE - Sharpe Ratio Comparison

The current H410.DE Sharpe Ratio is 2.82, which is lower than the IQQK.DE Sharpe Ratio of 5.92. The chart below compares the historical Sharpe Ratios of H410.DE and IQQK.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...

Sharpe Ratios by Period


H410.DEIQQK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.82

5.92

-3.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.75

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.66

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.33

+0.09

Drawdowns

H410.DE vs. IQQK.DE - Drawdown Comparison

The maximum H410.DE drawdown since its inception was -36.25%, smaller than the maximum IQQK.DE drawdown of -68.13%. Use the drawdown chart below to compare losses from any high point for H410.DE and IQQK.DE.


Loading charts...

Drawdown Indicators


H410.DEIQQK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.25%

-68.13%

+31.88%

Max Drawdown (1Y)

Largest decline over 1 year

-10.48%

-20.96%

+10.48%

Max Drawdown (3Y)

Largest decline over 3 years

-18.96%

-30.51%

+11.55%

Max Drawdown (5Y)

Largest decline over 5 years

-23.76%

-41.53%

+17.77%

Max Drawdown (10Y)

Largest decline over 10 years

-31.68%

-42.35%

+10.67%

Current Drawdown

Current decline from peak

-2.80%

-5.73%

+2.93%

Average Drawdown

Average peak-to-trough decline

-10.25%

-17.35%

+7.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

5.80%

-2.90%

Volatility

H410.DE vs. IQQK.DE - Volatility Comparison

The current volatility for HSBC MSCI Emerging Markets UCITS ETF USD (H410.DE) is 7.30%, while iShares MSCI Korea UCITS ETF (Dist) (IQQK.DE) has a volatility of 17.23%. This indicates that H410.DE experiences smaller price fluctuations and is considered to be less risky than IQQK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


H410.DEIQQK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.30%

17.23%

-9.93%

Volatility (6M)

Calculated over the trailing 6-month period

14.96%

33.01%

-18.05%

Volatility (1Y)

Calculated over the trailing 1-year period

17.70%

37.90%

-20.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.64%

25.65%

-9.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.17%

24.84%

-6.67%

H410.DE vs. IQQK.DE - Expense Ratio Comparison

H410.DE has a 0.15% expense ratio, which is lower than IQQK.DE's 0.74% expense ratio.


Dividends

H410.DE vs. IQQK.DE - Dividend Comparison

H410.DE's dividend yield for the trailing twelve months is around 1.60%, more than IQQK.DE's 0.36% yield.


PositionTTM20252024202320222021202020192018201720162015
H410.DE
HSBC MSCI Emerging Markets UCITS ETF USD
1.60%2.00%2.40%2.58%3.11%2.00%1.69%2.03%2.20%1.62%1.71%2.28%
IQQK.DE
iShares MSCI Korea UCITS ETF (Dist)
0.36%0.75%1.17%1.07%1.29%1.11%0.69%1.12%0.89%0.69%0.56%0.39%

Frequently Asked Questions


H410.DE and IQQK.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, H410.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H410.DE is cheaper with a 0.15% expense ratio, compared with 0.74% for IQQK.DE.

H410.DE tracks MSCI Emerging Markets, while IQQK.DE tracks MSCI Korea 20/35. They also come from different issuers: HSBC and iShares. Their fees differ too: 0.15% for H410.DE and 0.74% for IQQK.DE.

Portfolio Optimizer

Find the right allocation for H410.DE and IQQK.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