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H4ZJ.DE vs. QUAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

H4ZJ.DE vs. QUAL - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC MSCI World UCITS ETF USD (H4ZJ.DE) and iShares MSCI USA Quality Factor ETF (QUAL). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

H4ZJ.DE is traded in EUR, while QUAL is traded in USD. To make them comparable, the QUAL values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, H4ZJ.DE achieves a 10.86% return, which is significantly higher than QUAL's 10.10% return. Over the past 10 years, H4ZJ.DE has outperformed QUAL with an annualized return of 14.71%, while QUAL has yielded a comparatively lower 13.96% annualized return.


H4ZJ.DE

1D
-0.34%
1M
4.80%
YTD
10.86%
6M
11.35%
1Y
24.00%
3Y*
18.46%
5Y*
13.87%
10Y*
14.71%

QUAL

1D
0.00%
1M
4.67%
YTD
10.10%
6M
9.12%
1Y
19.26%
3Y*
16.68%
5Y*
13.01%
10Y*
13.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

H4ZJ.DE vs. QUAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
QUAL
iShares MSCI USA Quality Factor ETF
10.90%-0.72%30.36%26.96%-15.57%36.43%7.39%36.92%-1.28%7.24%

Correlation

The correlation between H4ZJ.DE and QUAL is 0.60, 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

0.60

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

0.57

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

0.56

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

0.59

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

0.59

The correlation between H4ZJ.DE and QUAL has been stable across timeframes, ranging from 0.56 to 0.60 - a consistent structural relationship.

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Return for Risk

H4ZJ.DE vs. QUAL — Risk / Return Rank

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

H4ZJ.DE
H4ZJ.DE Risk / Return Rank: 7070
Overall Rank
H4ZJ.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
H4ZJ.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
H4ZJ.DE Omega Ratio Rank: 6868
Omega Ratio Rank
H4ZJ.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
H4ZJ.DE Martin Ratio Rank: 7676
Martin Ratio Rank

QUAL
QUAL Risk / Return Rank: 5656
Overall Rank
QUAL Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
QUAL Sortino Ratio Rank: 5757
Sortino Ratio Rank
QUAL Omega Ratio Rank: 5555
Omega Ratio Rank
QUAL Calmar Ratio Rank: 5151
Calmar Ratio Rank
QUAL Martin Ratio Rank: 6363
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.

H4ZJ.DE vs. QUAL - 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 MSCI USA Quality Factor ETF (QUAL). 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.DEQUALDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+0.75

Omega ratioGain probability vs. loss probability

1.40

1.29

+0.11

Calmar ratioReturn relative to maximum drawdown

3.61

2.75

+0.86

Martin ratioReturn relative to average drawdown

14.41

10.53

+3.87

H4ZJ.DE vs. QUAL - Sharpe Ratio Comparison

The current H4ZJ.DE Sharpe Ratio is 2.13, which is higher than the QUAL Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of H4ZJ.DE and QUAL, 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


H4ZJ.DEQUALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

1.62

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.76

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

0.75

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.81

+0.12

Drawdowns

H4ZJ.DE vs. QUAL - Drawdown Comparison

The maximum H4ZJ.DE drawdown since its inception was -33.60%, roughly equal to the maximum QUAL drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for H4ZJ.DE and QUAL.


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Drawdown Indicators


H4ZJ.DEQUALDifference

Max Drawdown

Largest peak-to-trough decline

-33.60%

-33.56%

-0.04%

Max Drawdown (1Y)

Largest decline over 1 year

-6.59%

-7.03%

+0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-21.65%

-23.13%

+1.48%

Max Drawdown (5Y)

Largest decline over 5 years

-21.65%

-23.13%

+1.48%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

-33.56%

-0.04%

Current Drawdown

Current decline from peak

-0.34%

-0.05%

-0.29%

Average Drawdown

Average peak-to-trough decline

-4.02%

-4.48%

+0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

1.83%

-0.17%

Volatility

H4ZJ.DE vs. QUAL - Volatility Comparison

HSBC MSCI World UCITS ETF USD (H4ZJ.DE) has a higher volatility of 2.77% compared to iShares MSCI USA Quality Factor ETF (QUAL) at 2.11%. This indicates that H4ZJ.DE's price experiences larger fluctuations and is considered to be riskier than QUAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


H4ZJ.DEQUALDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.77%

2.11%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

7.73%

8.67%

-0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

11.24%

11.95%

-0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.14%

17.14%

-3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.05%

18.56%

-3.51%

H4ZJ.DE vs. QUAL - Expense Ratio Comparison

Both H4ZJ.DE and QUAL have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

H4ZJ.DE vs. QUAL - Dividend Comparison

H4ZJ.DE's dividend yield for the trailing twelve months is around 1.16%, more than QUAL's 0.87% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
QUAL
iShares MSCI USA Quality Factor ETF
0.87%0.94%1.02%1.23%1.59%1.20%1.39%1.60%2.00%1.76%1.96%1.63%

Frequently Asked Questions


H4ZJ.DE and QUAL have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

H4ZJ.DE and QUAL have the same expense ratio: 0.15% per year.

H4ZJ.DE is categorized as Global Equities, while QUAL is Large Cap Blend Equities. H4ZJ.DE tracks MSCI World, while QUAL tracks MSCI USA Sector Neutral Quality Index. They also come from different issuers: HSBC and iShares.

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