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H4ZE.DE vs. H4ZL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

H4ZE.DE vs. H4ZL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC MSCI Europe UCITS ETF EUR (H4ZE.DE) and HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (H4ZL.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, H4ZE.DE achieves a 7.42% return, which is significantly higher than H4ZL.DE's 6.32% return. Over the past 10 years, H4ZE.DE has outperformed H4ZL.DE with an annualized return of 9.41%, while H4ZL.DE has yielded a comparatively lower 2.35% annualized return.


H4ZE.DE

1D
0.63%
1M
1.17%
YTD
7.42%
6M
9.80%
1Y
15.80%
3Y*
14.48%
5Y*
10.49%
10Y*
9.41%

H4ZL.DE

1D
-0.02%
1M
-2.45%
YTD
6.32%
6M
5.97%
1Y
6.50%
3Y*
3.13%
5Y*
0.30%
10Y*
2.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

H4ZE.DE vs. H4ZL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
H4ZE.DE
HSBC MSCI Europe UCITS ETF EUR
7.42%20.37%10.54%15.61%-8.94%25.21%-3.31%28.06%-11.05%10.41%
H4ZL.DE
HSBC FTSE EPRA NAREIT Developed UCITS ETF USD
6.32%-4.65%2.27%6.12%-20.22%36.90%-16.99%23.91%-0.81%-2.27%

Correlation

The correlation between H4ZE.DE and H4ZL.DE is 0.51, 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

0.51

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

0.49

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

0.56

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

0.57

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2013

0.58

The correlation between H4ZE.DE and H4ZL.DE has been stable across timeframes, ranging from 0.49 to 0.58 - a consistent structural relationship.

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Return for Risk

H4ZE.DE vs. H4ZL.DE — Risk / Return Rank

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

H4ZE.DE
H4ZE.DE Risk / Return Rank: 3636
Overall Rank
H4ZE.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
H4ZE.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
H4ZE.DE Omega Ratio Rank: 3535
Omega Ratio Rank
H4ZE.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
H4ZE.DE Martin Ratio Rank: 4040
Martin Ratio Rank

H4ZL.DE
H4ZL.DE Risk / Return Rank: 1919
Overall Rank
H4ZL.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
H4ZL.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
H4ZL.DE Omega Ratio Rank: 1818
Omega Ratio Rank
H4ZL.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
H4ZL.DE Martin Ratio Rank: 2121
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.

H4ZE.DE vs. H4ZL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI Europe UCITS ETF EUR (H4ZE.DE) and HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (H4ZL.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.


H4ZE.DEH4ZL.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+0.94

Omega ratioGain probability vs. loss probability

1.23

1.11

+0.12

Calmar ratioReturn relative to maximum drawdown

1.69

0.84

+0.84

Martin ratioReturn relative to average drawdown

6.20

2.48

+3.72

H4ZE.DE vs. H4ZL.DE - Sharpe Ratio Comparison

The current H4ZE.DE Sharpe Ratio is 1.22, which is higher than the H4ZL.DE Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of H4ZE.DE and H4ZL.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


H4ZE.DEH4ZL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.59

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.02

+0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.14

+0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.29

+0.21

Drawdowns

H4ZE.DE vs. H4ZL.DE - Drawdown Comparison

The maximum H4ZE.DE drawdown since its inception was -35.52%, smaller than the maximum H4ZL.DE drawdown of -41.97%. Use the drawdown chart below to compare losses from any high point for H4ZE.DE and H4ZL.DE.


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Drawdown Indicators


H4ZE.DEH4ZL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.52%

-41.97%

+6.45%

Max Drawdown (1Y)

Largest decline over 1 year

-9.43%

-7.82%

-1.61%

Max Drawdown (3Y)

Largest decline over 3 years

-16.49%

-20.68%

+4.19%

Max Drawdown (5Y)

Largest decline over 5 years

-19.17%

-30.45%

+11.28%

Max Drawdown (10Y)

Largest decline over 10 years

-35.52%

-41.97%

+6.45%

Current Drawdown

Current decline from peak

-2.04%

-13.81%

+11.77%

Average Drawdown

Average peak-to-trough decline

-5.73%

-10.80%

+5.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.67%

-0.10%

Volatility

H4ZE.DE vs. H4ZL.DE - Volatility Comparison

HSBC MSCI Europe UCITS ETF EUR (H4ZE.DE) has a higher volatility of 4.57% compared to HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (H4ZL.DE) at 2.88%. This indicates that H4ZE.DE's price experiences larger fluctuations and is considered to be riskier than H4ZL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


H4ZE.DEH4ZL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

2.88%

+1.69%

Volatility (6M)

Calculated over the trailing 6-month period

10.73%

8.34%

+2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

13.01%

11.21%

+1.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.28%

14.69%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.49%

16.27%

-0.78%

H4ZE.DE vs. H4ZL.DE - Expense Ratio Comparison

H4ZE.DE has a 0.10% expense ratio, which is lower than H4ZL.DE's 0.24% 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

H4ZE.DE vs. H4ZL.DE - Dividend Comparison

H4ZE.DE's dividend yield for the trailing twelve months is around 2.43%, while H4ZL.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
H4ZE.DE
HSBC MSCI Europe UCITS ETF EUR
2.43%2.58%5.12%2.81%3.03%2.09%2.15%2.91%3.35%2.75%2.88%2.69%
H4ZL.DE
HSBC FTSE EPRA NAREIT Developed UCITS ETF USD
0.00%0.00%0.00%2.63%3.62%2.19%3.13%2.95%3.29%3.08%2.96%2.67%

Frequently Asked Questions


H4ZE.DE and H4ZL.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, H4ZE.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H4ZE.DE is cheaper with a 0.10% expense ratio, compared with 0.24% for H4ZL.DE.

H4ZE.DE is categorized as Europe Equities, while H4ZL.DE is REIT. H4ZE.DE tracks MSCI Europe, while H4ZL.DE tracks FTSE EPRA/NAREIT Developed. Their fees differ too: 0.10% for H4ZE.DE and 0.24% for H4ZL.DE.

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