H412.DE vs. SXRU.DE
H412.DE (HSBC USA Sustainable Equity UCITS ETF USD) and SXRU.DE (iShares Dow Jones Industrial Average UCITS ETF (Acc)) are both Large Cap Blend Equities funds - H412.DE tracks the FTSE USA ESG Low Carbon Select while SXRU.DE tracks the Dow Jones Industrial Average. Both are passively managed. Over the past 5 years, H412.DE returned 13.49%/yr vs 11.21%/yr for SXRU.DE. Their correlation of 0.82 suggests significant overlap in exposure. H412.DE charges 0.12%/yr vs 0.33%/yr for SXRU.DE.
Performance
H412.DE vs. SXRU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, H412.DE achieves a 16.05% return, which is significantly higher than SXRU.DE's 12.12% return.
H412.DE
- 1D
- 0.00%
- 1M
- 2.09%
- YTD
- 16.05%
- 6M
- 16.62%
- 1Y
- 33.62%
- 3Y*
- 18.91%
- 5Y*
- 13.49%
- 10Y*
- —
SXRU.DE
- 1D
- -0.09%
- 1M
- 5.97%
- YTD
- 12.12%
- 6M
- 12.26%
- 1Y
- 25.67%
- 3Y*
- 15.60%
- 5Y*
- 11.21%
- 10Y*
- 13.10%
H412.DE vs. SXRU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
H412.DE HSBC USA Sustainable Equity UCITS ETF USD | 16.05% | 6.12% | 26.73% | 17.60% | -13.13% | 39.39% | 7.95% |
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (Acc) | 12.12% | 2.08% | 21.16% | 11.74% | -2.47% | 31.86% | 7.84% |
Correlation
The correlation between H412.DE and SXRU.DE is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2020 | 0.82 |
The correlation between H412.DE and SXRU.DE shifts across timeframes, from 0.75 (1 year) to 0.85 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
H412.DE vs. SXRU.DE — Risk / Return Rank
H412.DE
SXRU.DE
H412.DE vs. SXRU.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 iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| H412.DE | SXRU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 1.38 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 6.10 | 3.50 | +2.60 |
| Martin ratioReturn relative to average drawdown | 20.39 | 11.70 | +8.70 |
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Drawdowns
H412.DE vs. SXRU.DE - Drawdown Comparison
The maximum H412.DE drawdown since its inception was -24.35%, smaller than the maximum SXRU.DE drawdown of -36.09%. Use the drawdown chart below to compare losses from any high point for H412.DE and SXRU.DE.
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Drawdown Indicators
| H412.DE | SXRU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.35% | -36.09% | +11.74% |
Max Drawdown (1Y)Largest decline over 1 year | -5.54% | -7.30% | +1.76% |
Max Drawdown (3Y)Largest decline over 3 years | -24.35% | -21.13% | -3.22% |
Max Drawdown (5Y)Largest decline over 5 years | -24.35% | -21.13% | -3.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.09% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.09% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -4.01% | -5.38% | +1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 2.19% | -0.54% |
Volatility
H412.DE vs. SXRU.DE - Volatility Comparison
HSBC USA Sustainable Equity UCITS ETF USD (H412.DE) has a higher volatility of 3.47% compared to iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) at 3.03%. This indicates that H412.DE's price experiences larger fluctuations and is considered to be riskier than SXRU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| H412.DE | SXRU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 3.03% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 8.30% | 8.58% | -0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.62% | 12.00% | -0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.77% | 14.06% | +0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.47% | 16.00% | -1.53% |
H412.DE vs. SXRU.DE - Expense Ratio Comparison
H412.DE has a 0.12% expense ratio, which is lower than SXRU.DE's 0.33% expense ratio.
Dividends
H412.DE vs. SXRU.DE - Dividend Comparison
Neither H412.DE nor SXRU.DE has paid dividends to shareholders.
Frequently Asked Questions
H412.DE and SXRU.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, H412.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
H412.DE is cheaper with a 0.12% expense ratio, compared with 0.33% for SXRU.DE.
H412.DE tracks FTSE USA ESG Low Carbon Select, while SXRU.DE tracks Dow Jones Industrial Average. They also come from different issuers: HSBC and iShares. Their fees differ too: 0.12% for H412.DE and 0.33% for SXRU.DE.
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