H4ZJ.DE vs. EXXT.DE
H4ZJ.DE (HSBC MSCI World UCITS ETF USD) and EXXT.DE (iShares Nasdaq 100 UCITS ETF (DE)) are both exchange-traded funds - H4ZJ.DE is a Global Equities fund tracking the MSCI World, while EXXT.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 10 years, H4ZJ.DE returned 14.71%/yr vs 21.13%/yr for EXXT.DE. Their correlation of 0.86 suggests significant overlap in exposure. H4ZJ.DE charges 0.15%/yr vs 0.31%/yr for EXXT.DE.
Performance
H4ZJ.DE vs. EXXT.DE - Performance Comparison
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Returns By Period
In the year-to-date period, H4ZJ.DE achieves a 10.86% return, which is significantly lower than EXXT.DE's 20.57% return. Over the past 10 years, H4ZJ.DE has underperformed EXXT.DE with an annualized return of 14.71%, while EXXT.DE has yielded a comparatively higher 21.13% annualized return.
H4ZJ.DE
- 1D
- -0.34%
- 1M
- 3.69%
- YTD
- 10.86%
- 6M
- 10.96%
- 1Y
- 23.81%
- 3Y*
- 18.46%
- 5Y*
- 13.87%
- 10Y*
- 14.71%
EXXT.DE
- 1D
- -0.82%
- 1M
- 8.03%
- YTD
- 20.57%
- 6M
- 18.71%
- 1Y
- 37.01%
- 3Y*
- 24.48%
- 5Y*
- 18.61%
- 10Y*
- 21.13%
H4ZJ.DE vs. EXXT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
H4ZJ.DE HSBC MSCI World UCITS ETF USD | 10.86% | 8.00% | 26.94% | 22.28% | -13.11% | 35.34% | 7.78% | 34.57% | -2.46% | 9.87% |
EXXT.DE iShares Nasdaq 100 UCITS ETF (DE) | 20.57% | 6.87% | 33.51% | 51.27% | -30.11% | 39.07% | 34.53% | 42.79% | 2.90% | 15.46% |
Correlation
The correlation between H4ZJ.DE and EXXT.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2013 | 0.86 |
The correlation between H4ZJ.DE and EXXT.DE has been stable across timeframes, ranging from 0.86 to 0.89 - a consistent structural relationship.
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Return for Risk
H4ZJ.DE vs. EXXT.DE — Risk / Return Rank
H4ZJ.DE
EXXT.DE
H4ZJ.DE vs. EXXT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI World UCITS ETF USD (H4ZJ.DE) and iShares Nasdaq 100 UCITS ETF (DE) (EXXT.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.
| H4ZJ.DE | EXXT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.42 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.61 | 3.73 | -0.11 |
| Martin ratioReturn relative to average drawdown | 14.41 | 11.05 | +3.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| H4ZJ.DE | EXXT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 2.38 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.92 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.97 | 1.07 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.79 | +0.14 |
Drawdowns
H4ZJ.DE vs. EXXT.DE - Drawdown Comparison
The maximum H4ZJ.DE drawdown since its inception was -33.60%, smaller than the maximum EXXT.DE drawdown of -46.75%. Use the drawdown chart below to compare losses from any high point for H4ZJ.DE and EXXT.DE.
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Drawdown Indicators
| H4ZJ.DE | EXXT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.60% | -46.75% | +13.15% |
Max Drawdown (1Y)Largest decline over 1 year | -6.59% | -10.08% | +3.49% |
Max Drawdown (3Y)Largest decline over 3 years | -21.65% | -26.62% | +4.97% |
Max Drawdown (5Y)Largest decline over 5 years | -21.65% | -31.39% | +9.74% |
Max Drawdown (10Y)Largest decline over 10 years | -33.60% | -31.39% | -2.21% |
Current DrawdownCurrent decline from peak | -0.34% | -0.82% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -4.02% | -7.74% | +3.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.66% | 3.40% | -1.74% |
Volatility
H4ZJ.DE vs. EXXT.DE - Volatility Comparison
The current volatility for HSBC MSCI World UCITS ETF USD (H4ZJ.DE) is 2.77%, while iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE) has a volatility of 4.28%. This indicates that H4ZJ.DE experiences smaller price fluctuations and is considered to be less risky than EXXT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| H4ZJ.DE | EXXT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 4.28% | -1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 7.73% | 10.97% | -3.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.24% | 15.78% | -4.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.14% | 19.90% | -5.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.05% | 19.70% | -4.65% |
H4ZJ.DE vs. EXXT.DE - Expense Ratio Comparison
H4ZJ.DE has a 0.15% expense ratio, which is lower than EXXT.DE's 0.31% expense ratio.
Dividends
H4ZJ.DE vs. EXXT.DE - Dividend Comparison
H4ZJ.DE's dividend yield for the trailing twelve months is around 1.16%, more than EXXT.DE's 0.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXXT.DE iShares Nasdaq 100 UCITS ETF (DE) | 0.15% | 0.19% | 0.26% | 0.53% | 0.41% | 0.15% | 0.32% | 0.40% | 0.28% | 1.84% | 0.84% | 0.88% |
H4ZJ.DE HSBC MSCI World UCITS ETF USD | 1.16% | 1.28% | 2.06% | 3.02% | 2.65% | 2.73% | 3.30% | 4.02% | 4.71% | 3.58% | 4.02% | 3.46% |
Frequently Asked Questions
H4ZJ.DE and EXXT.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, H4ZJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
H4ZJ.DE is cheaper with a 0.15% expense ratio, compared with 0.31% for EXXT.DE.
H4ZJ.DE is categorized as Global Equities, while EXXT.DE is Nasdaq-100. H4ZJ.DE tracks MSCI World, while EXXT.DE tracks Nasdaq 100®. They also come from different issuers: HSBC and iShares. Their fees differ too: 0.15% for H4ZJ.DE and 0.31% for EXXT.DE.
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