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

Performance

H4ZA.DE vs. SPYE.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 SPDR MSCI Europe UCITS ETF (SPYE.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, H4ZA.DE achieves a 7.24% return, which is significantly lower than SPYE.DE's 7.68% return. Over the past 10 years, H4ZA.DE has outperformed SPYE.DE with an annualized return of 10.80%, while SPYE.DE has yielded a comparatively lower 9.09% annualized return.


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%

SPYE.DE

1D
0.62%
1M
1.21%
YTD
7.68%
6M
10.03%
1Y
16.22%
3Y*
13.73%
5Y*
9.86%
10Y*
9.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

H4ZA.DE vs. SPYE.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%
SPYE.DE
SPDR MSCI Europe UCITS ETF
7.68%20.32%8.24%15.50%-9.42%25.11%-3.25%27.31%-10.83%10.49%

Correlation

The correlation between H4ZA.DE and SPYE.DE is 0.94, 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

0.94

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

0.93

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

0.94

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

0.95

Correlation (All Time)
Calculated using the full available price history since May 14, 2013

0.95

The correlation between H4ZA.DE and SPYE.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

H4ZA.DE vs. SPYE.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

SPYE.DE
SPYE.DE Risk / Return Rank: 3737
Overall Rank
SPYE.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SPYE.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
SPYE.DE Omega Ratio Rank: 3838
Omega Ratio Rank
SPYE.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
SPYE.DE Martin Ratio Rank: 4141
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. SPYE.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 SPDR MSCI Europe UCITS ETF (SPYE.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.DESPYE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.18

1.24

-0.06

Calmar ratioReturn relative to maximum drawdown

1.43

1.74

-0.31

Martin ratioReturn relative to average drawdown

4.85

6.36

-1.51

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

The current H4ZA.DE Sharpe Ratio is 0.98, which is comparable to the SPYE.DE Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of H4ZA.DE and SPYE.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.DESPYE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.28

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.68

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.58

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.52

-0.11

Drawdowns

H4ZA.DE vs. SPYE.DE - Drawdown Comparison

The maximum H4ZA.DE drawdown since its inception was -38.41%, which is greater than SPYE.DE's maximum drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for H4ZA.DE and SPYE.DE.


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Drawdown Indicators


H4ZA.DESPYE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.41%

-35.54%

-2.87%

Max Drawdown (1Y)

Largest decline over 1 year

-10.97%

-9.45%

-1.52%

Max Drawdown (3Y)

Largest decline over 3 years

-16.40%

-16.65%

+0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-23.26%

-19.53%

-3.73%

Max Drawdown (10Y)

Largest decline over 10 years

-38.41%

-35.54%

-2.87%

Current Drawdown

Current decline from peak

-0.50%

-1.47%

+0.97%

Average Drawdown

Average peak-to-trough decline

-7.84%

-5.36%

-2.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

2.59%

+0.65%

Volatility

H4ZA.DE vs. SPYE.DE - Volatility Comparison

HSBC EURO STOXX 50 UCITS ETF EUR (H4ZA.DE) has a higher volatility of 4.95% compared to SPDR MSCI Europe UCITS ETF (SPYE.DE) at 4.24%. This indicates that H4ZA.DE's price experiences larger fluctuations and is considered to be riskier than SPYE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


H4ZA.DESPYE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.95%

4.24%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

12.99%

10.58%

+2.41%

Volatility (1Y)

Calculated over the trailing 1-year period

15.99%

12.87%

+3.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.50%

14.30%

+3.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.17%

15.71%

+2.46%

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

H4ZA.DE has a 0.05% expense ratio, which is lower than SPYE.DE's 0.25% 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%.


Dividends

H4ZA.DE vs. SPYE.DE - Dividend Comparison

H4ZA.DE's dividend yield for the trailing twelve months is around 2.44%, while SPYE.DE has not paid dividends to shareholders.


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%
SPYE.DE
SPDR MSCI Europe UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, H4ZA.DE and SPYE.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, H4ZA.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H4ZA.DE is cheaper with a 0.05% expense ratio, compared with 0.25% for SPYE.DE.

H4ZA.DE tracks EURO STOXX® 50, while SPYE.DE tracks MSCI Europe. They also come from different issuers: HSBC and State Street. Their fees differ too: 0.05% for H4ZA.DE and 0.25% for SPYE.DE.

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