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H4ZA.DE vs. S6X0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

H4ZA.DE vs. S6X0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC EURO STOXX 50 UCITS ETF EUR (H4ZA.DE) and Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.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 H4ZA.DE having a 7.24% return and S6X0.DE slightly higher at 7.30%. Both investments have delivered pretty close results over the past 10 years, with H4ZA.DE having a 10.80% annualized return and S6X0.DE not far behind at 10.39%.


H4ZA.DE

1D
0.77%
1M
1.94%
YTD
7.24%
6M
8.59%
1Y
15.63%
3Y*
16.60%
5Y*
12.12%
10Y*
10.80%

S6X0.DE

1D
0.75%
1M
1.98%
YTD
7.30%
6M
8.70%
1Y
15.59%
3Y*
15.53%
5Y*
11.36%
10Y*
10.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

H4ZA.DE vs. S6X0.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
H4ZA.DE
HSBC EURO STOXX 50 UCITS ETF EUR
7.24%22.26%13.81%22.59%-8.87%23.72%-2.73%30.07%-11.96%10.07%
S6X0.DE
Invesco EURO STOXX 50 UCITS ETF Dist
7.30%22.02%10.94%22.42%-8.98%23.10%-3.21%30.30%-13.84%12.57%

Correlation

The correlation between H4ZA.DE and S6X0.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

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

0.99

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

0.99

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

0.86

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2010

0.67

Over the past year, H4ZA.DE and S6X0.DE have become more correlated (1.00) than their long-term average of 0.67, meaning their price movements have been converging.

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Return for Risk

H4ZA.DE vs. S6X0.DE — Risk / Return Rank

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

H4ZA.DE
H4ZA.DE Risk / Return Rank: 2929
Overall Rank
H4ZA.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
H4ZA.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
H4ZA.DE Omega Ratio Rank: 2828
Omega Ratio Rank
H4ZA.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
H4ZA.DE Martin Ratio Rank: 3333
Martin Ratio Rank

S6X0.DE
S6X0.DE Risk / Return Rank: 3030
Overall Rank
S6X0.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
S6X0.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
S6X0.DE Omega Ratio Rank: 2828
Omega Ratio Rank
S6X0.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
S6X0.DE Martin Ratio Rank: 3333
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.

H4ZA.DE vs. S6X0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC EURO STOXX 50 UCITS ETF EUR (H4ZA.DE) and Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.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.


H4ZA.DES6X0.DEDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.18

1.18

0.00

Calmar ratioReturn relative to maximum drawdown

1.43

1.44

-0.01

Martin ratioReturn relative to average drawdown

4.85

4.89

-0.04

H4ZA.DE vs. S6X0.DE - Sharpe Ratio Comparison

The current H4ZA.DE Sharpe Ratio is 0.98, which is comparable to the S6X0.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of H4ZA.DE and S6X0.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


H4ZA.DES6X0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.98

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.65

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.63

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.51

-0.10

Drawdowns

H4ZA.DE vs. S6X0.DE - Drawdown Comparison

The maximum H4ZA.DE drawdown since its inception was -38.41%, roughly equal to the maximum S6X0.DE drawdown of -38.54%. Use the drawdown chart below to compare losses from any high point for H4ZA.DE and S6X0.DE.


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Drawdown Indicators


H4ZA.DES6X0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.41%

-38.54%

+0.13%

Max Drawdown (1Y)

Largest decline over 1 year

-10.97%

-10.88%

-0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-16.40%

-16.56%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-23.26%

-23.41%

+0.15%

Max Drawdown (10Y)

Largest decline over 10 years

-38.41%

-38.54%

+0.13%

Current Drawdown

Current decline from peak

-0.50%

-0.51%

+0.01%

Average Drawdown

Average peak-to-trough decline

-7.84%

-6.82%

-1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

3.21%

+0.03%

Volatility

H4ZA.DE vs. S6X0.DE - Volatility Comparison

HSBC EURO STOXX 50 UCITS ETF EUR (H4ZA.DE) and Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE) have volatilities of 4.95% and 4.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


H4ZA.DES6X0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.95%

4.96%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

12.99%

12.92%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

15.99%

15.93%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.50%

17.56%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.17%

20.60%

-2.43%

H4ZA.DE vs. S6X0.DE - Expense Ratio Comparison

Both H4ZA.DE and S6X0.DE have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

H4ZA.DE vs. S6X0.DE - Dividend Comparison

H4ZA.DE's dividend yield for the trailing twelve months is around 2.44%, less than S6X0.DE's 2.78% yield.


PositionTTM20252024202320222021202020192018201720162015
H4ZA.DE
HSBC EURO STOXX 50 UCITS ETF EUR
2.44%2.49%5.35%2.93%2.94%1.94%2.06%2.84%3.55%2.73%2.85%2.70%
S6X0.DE
Invesco EURO STOXX 50 UCITS ETF Dist
2.78%2.99%3.38%3.17%3.10%2.47%2.53%3.48%3.69%2.92%3.18%3.05%

Frequently Asked Questions


With a correlation of 1.00, H4ZA.DE and S6X0.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.

Both ETFs have the same 0.05% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

H4ZA.DE and S6X0.DE have the same expense ratio: 0.05% per year.

H4ZA.DE tracks EURO STOXX® 50, while S6X0.DE tracks EURO STOXX 50. They also come from different issuers: HSBC and Invesco.

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