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H41E.DE vs. 84X0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

H41E.DE vs. 84X0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc) (H41E.DE) and iShares MSCI EM ex-China UCITS ETF USD Acc (84X0.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with H41E.DE having a 39.52% return and 84X0.DE slightly higher at 40.37%.


H41E.DE

1D
-1.46%
1M
8.62%
YTD
39.52%
6M
41.09%
1Y
68.44%
3Y*
27.78%
5Y*
10Y*

84X0.DE

1D
-1.73%
1M
5.67%
YTD
40.37%
6M
42.72%
1Y
67.73%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

H41E.DE vs. 84X0.DE - Yearly Performance Comparison


2026 (YTD)202520242023
H41E.DE
HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc)
39.52%22.02%17.74%3.83%
84X0.DE
iShares MSCI EM ex-China UCITS ETF USD Acc
40.37%19.85%9.62%7.38%

Correlation

The correlation between H41E.DE and 84X0.DE is 0.92, 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

0.92

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2023

0.86

The correlation between H41E.DE and 84X0.DE has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

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Return for Risk

H41E.DE vs. 84X0.DE — Risk / Return Rank

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

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

84X0.DE
84X0.DE Risk / Return Rank: 9393
Overall Rank
84X0.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
84X0.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
84X0.DE Omega Ratio Rank: 9393
Omega Ratio Rank
84X0.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
84X0.DE Martin Ratio Rank: 9191
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.

H41E.DE vs. 84X0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc) (H41E.DE) and iShares MSCI EM ex-China UCITS ETF USD Acc (84X0.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.


H41E.DE84X0.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.69

1.64

+0.05

Calmar ratioReturn relative to maximum drawdown

7.09

5.88

+1.22

Martin ratioReturn relative to average drawdown

25.00

21.92

+3.08

H41E.DE vs. 84X0.DE - Sharpe Ratio Comparison

The current H41E.DE Sharpe Ratio is 3.91, which is comparable to the 84X0.DE Sharpe Ratio of 3.52. The chart below compares the historical Sharpe Ratios of H41E.DE and 84X0.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


H41E.DE84X0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.91

3.52

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

1.56

1.77

-0.21

Drawdowns

H41E.DE vs. 84X0.DE - Drawdown Comparison

The maximum H41E.DE drawdown since its inception was -20.92%, which is greater than 84X0.DE's maximum drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for H41E.DE and 84X0.DE.


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Drawdown Indicators


H41E.DE84X0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.92%

-19.72%

-1.20%

Max Drawdown (1Y)

Largest decline over 1 year

-9.80%

-11.66%

+1.86%

Max Drawdown (3Y)

Largest decline over 3 years

-20.92%

Current Drawdown

Current decline from peak

-3.33%

-2.49%

-0.84%

Average Drawdown

Average peak-to-trough decline

-3.10%

-2.70%

-0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

3.13%

-0.34%

Volatility

H41E.DE vs. 84X0.DE - Volatility Comparison

The current volatility for HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc) (H41E.DE) is 7.97%, while iShares MSCI EM ex-China UCITS ETF USD Acc (84X0.DE) has a volatility of 8.41%. This indicates that H41E.DE experiences smaller price fluctuations and is considered to be less risky than 84X0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


H41E.DE84X0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.97%

8.41%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

14.66%

16.93%

-2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

17.80%

19.46%

-1.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.06%

17.11%

-1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.06%

17.11%

-1.05%

H41E.DE vs. 84X0.DE - Expense Ratio Comparison

H41E.DE has a 0.35% expense ratio, which is higher than 84X0.DE's 0.18% expense ratio.


Dividends

H41E.DE vs. 84X0.DE - Dividend Comparison

Neither H41E.DE nor 84X0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, H41E.DE and 84X0.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, 84X0.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

84X0.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for H41E.DE.

H41E.DE tracks MSCI Emerging Markets Value SRI ESG Target Select, while 84X0.DE tracks MSCI Emerging Markets ex China Index (Net). They also come from different issuers: HSBC and iShares. Their fees differ too: 0.35% for H41E.DE and 0.18% for 84X0.DE.

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