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H4Z3.DE vs. DX2Z.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

H4Z3.DE vs. DX2Z.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC MSCI Emerging Markets UCITS ETF USD (Acc) (H4Z3.DE) and Xtrackers S&P Select Frontier Swap UCITS ETF (Acc) (DX2Z.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, H4Z3.DE achieves a 22.06% return, which is significantly higher than DX2Z.DE's 9.77% return.


H4Z3.DE

1D
0.00%
1M
-8.24%
6M
14.07%
YTD
22.06%
1Y
36.90%
3Y*
18.99%
5Y*
10Y*

DX2Z.DE

1D
-0.87%
1M
2.53%
6M
7.04%
YTD
9.77%
1Y
21.76%
3Y*
18.56%
5Y*
13.44%
10Y*
10.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

H4Z3.DE vs. DX2Z.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
H4Z3.DE
HSBC MSCI Emerging Markets UCITS ETF USD (Acc)
22.06%18.60%13.73%4.66%-5.78%
DX2Z.DE
Xtrackers S&P Select Frontier Swap UCITS ETF (Acc)
9.77%18.38%30.33%20.29%1.97%

Correlation

The correlation between H4Z3.DE and DX2Z.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

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

0.35

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2022

0.36

The correlation between H4Z3.DE and DX2Z.DE shifts across timeframes, from 0.23 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

H4Z3.DE vs. DX2Z.DE — Risk / Return Rank

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

H4Z3.DE
H4Z3.DE Risk / Return Rank: 7575
Overall Rank
H4Z3.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
H4Z3.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
H4Z3.DE Omega Ratio Rank: 7474
Omega Ratio Rank
H4Z3.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
H4Z3.DE Martin Ratio Rank: 7474
Martin Ratio Rank

DX2Z.DE
DX2Z.DE Risk / Return Rank: 4343
Overall Rank
DX2Z.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
DX2Z.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
DX2Z.DE Omega Ratio Rank: 4242
Omega Ratio Rank
DX2Z.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
DX2Z.DE Martin Ratio Rank: 4242
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.

H4Z3.DE vs. DX2Z.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI Emerging Markets UCITS ETF USD (Acc) (H4Z3.DE) and Xtrackers S&P Select Frontier Swap UCITS ETF (Acc) (DX2Z.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.


H4Z3.DEDX2Z.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.34

1.21

+0.13

Calmar ratioReturn relative to maximum drawdown

3.50

1.71

+1.79

Martin ratioReturn relative to average drawdown

10.32

5.06

+5.26

H4Z3.DE vs. DX2Z.DE - Sharpe Ratio Comparison

The current H4Z3.DE Sharpe Ratio is 1.83, which is higher than the DX2Z.DE Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of H4Z3.DE and DX2Z.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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Drawdowns

H4Z3.DE vs. DX2Z.DE - Drawdown Comparison

The maximum H4Z3.DE drawdown since its inception was -18.86%, smaller than the maximum DX2Z.DE drawdown of -76.62%. Use the drawdown chart below to compare losses from any high point for H4Z3.DE and DX2Z.DE.


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Drawdown Indicators


H4Z3.DEDX2Z.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.86%

-76.62%

+57.76%

Max Drawdown (1Y)

Largest decline over 1 year

-10.47%

-13.15%

+2.68%

Max Drawdown (3Y)

Largest decline over 3 years

-18.86%

-20.17%

+1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-23.10%

Max Drawdown (10Y)

Largest decline over 10 years

-45.54%

Current Drawdown

Current decline from peak

-9.42%

-1.50%

-7.92%

Average Drawdown

Average peak-to-trough decline

-4.96%

-44.82%

+39.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

4.44%

-0.90%

Volatility

H4Z3.DE vs. DX2Z.DE - Volatility Comparison

HSBC MSCI Emerging Markets UCITS ETF USD (Acc) (H4Z3.DE) has a higher volatility of 8.42% compared to Xtrackers S&P Select Frontier Swap UCITS ETF (Acc) (DX2Z.DE) at 3.43%. This indicates that H4Z3.DE's price experiences larger fluctuations and is considered to be riskier than DX2Z.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


H4Z3.DEDX2Z.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.42%

3.43%

+4.99%

Volatility (6M)

Calculated over the trailing 6-month period

17.68%

13.92%

+3.76%

Volatility (1Y)

Calculated over the trailing 1-year period

20.08%

18.91%

+1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.38%

18.48%

-2.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.38%

18.78%

-2.40%

H4Z3.DE vs. DX2Z.DE - Expense Ratio Comparison

H4Z3.DE has a 0.15% expense ratio, which is lower than DX2Z.DE's 0.95% expense ratio.


Dividends

H4Z3.DE vs. DX2Z.DE - Dividend Comparison

Neither H4Z3.DE nor DX2Z.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


H4Z3.DE and DX2Z.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, H4Z3.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H4Z3.DE is cheaper with a 0.15% expense ratio, compared with 0.95% for DX2Z.DE.

H4Z3.DE tracks MSCI Emerging Markets, while DX2Z.DE tracks S&P Select Frontier Index. They also come from different issuers: HSBC and Xtrackers. Their fees differ too: 0.15% for H4Z3.DE and 0.95% for DX2Z.DE.

Portfolio Optimizer

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