PortfoliosLab logoPortfoliosLab logo
H412.DE vs. H4Z7.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

H412.DE vs. H4Z7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC USA Sustainable Equity UCITS ETF USD (H412.DE) and HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (Acc) (H4Z7.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

H412.DE vs. H4Z7.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
H412.DE
HSBC USA Sustainable Equity UCITS ETF USD
-2.65%6.12%26.73%17.60%-6.28%
H4Z7.DE
HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (Acc)
3.47%-1.78%5.80%7.39%-13.07%

Returns By Period

In the year-to-date period, H412.DE achieves a -2.65% return, which is significantly lower than H4Z7.DE's 3.47% return.


H412.DE

1D
1.46%
1M
-2.31%
YTD
-2.65%
6M
1.88%
1Y
11.87%
3Y*
14.16%
5Y*
10.57%
10Y*

H4Z7.DE

1D
0.81%
1M
-6.21%
YTD
3.47%
6M
2.23%
1Y
2.55%
3Y*
5.39%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


H412.DE vs. H4Z7.DE - Expense Ratio Comparison

H412.DE has a 0.12% expense ratio, which is lower than H4Z7.DE's 0.24% 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

H412.DE vs. H4Z7.DE — Risk / Return Rank

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

H412.DE
H412.DE Risk / Return Rank: 3939
Overall Rank
H412.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
H412.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
H412.DE Omega Ratio Rank: 3535
Omega Ratio Rank
H412.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
H412.DE Martin Ratio Rank: 5151
Martin Ratio Rank

H4Z7.DE
H4Z7.DE Risk / Return Rank: 1616
Overall Rank
H4Z7.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
H4Z7.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
H4Z7.DE Omega Ratio Rank: 1515
Omega Ratio Rank
H4Z7.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
H4Z7.DE Martin Ratio Rank: 1818
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.

H412.DE vs. H4Z7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC USA Sustainable Equity UCITS ETF USD (H412.DE) and HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (Acc) (H4Z7.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.


H412.DEH4Z7.DEDifference

Sharpe ratio

Return per unit of total volatility

0.69

0.17

+0.52

Sortino ratio

Return per unit of downside risk

1.02

0.32

+0.70

Omega ratio

Gain probability vs. loss probability

1.16

1.05

+0.11

Calmar ratio

Return relative to maximum drawdown

1.35

0.28

+1.07

Martin ratio

Return relative to average drawdown

5.61

1.04

+4.57

H412.DE vs. H4Z7.DE - Sharpe Ratio Comparison

The current H412.DE Sharpe Ratio is 0.69, which is higher than the H4Z7.DE Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of H412.DE and H4Z7.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


H412.DEH4Z7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.17

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.01

+0.86

Correlation

The correlation between H412.DE and H4Z7.DE is 0.55, 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

H412.DE vs. H4Z7.DE - Dividend Comparison

Neither H412.DE nor H4Z7.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

H412.DE vs. H4Z7.DE - Drawdown Comparison

The maximum H412.DE drawdown since its inception was -24.35%, smaller than the maximum H4Z7.DE drawdown of -26.78%. Use the drawdown chart below to compare losses from any high point for H412.DE and H4Z7.DE.


Loading graphics...

Drawdown Indicators


H412.DEH4Z7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.35%

-26.78%

+2.43%

Max Drawdown (1Y)

Largest decline over 1 year

-13.83%

-13.17%

-0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-24.35%

Current Drawdown

Current decline from peak

-3.90%

-6.36%

+2.46%

Average Drawdown

Average peak-to-trough decline

-4.23%

-11.98%

+7.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

2.77%

-0.61%

Volatility

H412.DE vs. H4Z7.DE - Volatility Comparison

The current volatility for HSBC USA Sustainable Equity UCITS ETF USD (H412.DE) is 3.59%, while HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (Acc) (H4Z7.DE) has a volatility of 4.55%. This indicates that H412.DE experiences smaller price fluctuations and is considered to be less risky than H4Z7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


H412.DEH4Z7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

4.55%

-0.96%

Volatility (6M)

Calculated over the trailing 6-month period

7.87%

8.23%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

17.07%

14.70%

+2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.69%

14.53%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.90%

14.53%

+0.37%