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

Performance

H4ZJ.DE vs. UETW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC MSCI World UCITS ETF USD (H4ZJ.DE) and UBS ETF (IE) MSCI World UCITS ETF (USD) Acc (UETW.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 H4ZJ.DE having a 12.98% return and UETW.DE slightly higher at 13.14%.


H4ZJ.DE

1D
0.16%
1M
1.59%
6M
10.74%
YTD
12.98%
1Y
23.82%
3Y*
18.08%
5Y*
12.21%
10Y*
12.53%

UETW.DE

1D
0.23%
1M
1.71%
6M
11.32%
YTD
13.14%
1Y
24.05%
3Y*
18.31%
5Y*
12.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

H4ZJ.DE vs. UETW.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
H4ZJ.DE
HSBC MSCI World UCITS ETF USD
12.98%7.95%25.68%20.11%-13.93%32.79%5.51%14.50%
UETW.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Acc
13.14%8.05%26.48%19.71%-13.72%32.19%5.49%0.11%

Correlation

The correlation between H4ZJ.DE and UETW.DE is 0.98 - 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

0.98

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

0.98

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

0.99

Correlation (All Time)
Calculated using the full available price history since Jun 7, 2019

0.99

The correlation between H4ZJ.DE and UETW.DE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

H4ZJ.DE vs. UETW.DE — 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: 8484
Overall Rank
H4ZJ.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
H4ZJ.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
H4ZJ.DE Omega Ratio Rank: 8282
Omega Ratio Rank
H4ZJ.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
H4ZJ.DE Martin Ratio Rank: 8989
Martin Ratio Rank

UETW.DE
UETW.DE Risk / Return Rank: 8484
Overall Rank
UETW.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
UETW.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
UETW.DE Omega Ratio Rank: 8484
Omega Ratio Rank
UETW.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
UETW.DE Martin Ratio Rank: 8686
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. UETW.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 UBS ETF (IE) MSCI World UCITS ETF (USD) Acc (UETW.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


H4ZJ.DEUETW.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.39

1.40

-0.01

Calmar ratioReturn relative to maximum drawdown

3.81

3.59

+0.22

Martin ratioReturn relative to average drawdown

15.44

14.06

+1.38

H4ZJ.DE vs. UETW.DE - Sharpe Ratio Comparison

The current H4ZJ.DE Sharpe Ratio is 2.09, which is comparable to the UETW.DE Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of H4ZJ.DE and UETW.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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Drawdowns

H4ZJ.DE vs. UETW.DE - Drawdown Comparison

The maximum H4ZJ.DE drawdown since its inception was -33.63%, roughly equal to the maximum UETW.DE drawdown of -33.74%. Use the drawdown chart below to compare losses from any high point for H4ZJ.DE and UETW.DE.


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Drawdown Indicators


H4ZJ.DEUETW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-33.74%

+0.11%

Max Drawdown (1Y)

Largest decline over 1 year

-6.23%

-6.67%

+0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-21.64%

-21.32%

-0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-21.64%

-21.32%

-0.32%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

Current Drawdown

Current decline from peak

-0.07%

0.00%

-0.07%

Average Drawdown

Average peak-to-trough decline

-4.44%

-4.97%

+0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

1.71%

-0.17%

Volatility

H4ZJ.DE vs. UETW.DE - Volatility Comparison

HSBC MSCI World UCITS ETF USD (H4ZJ.DE) and UBS ETF (IE) MSCI World UCITS ETF (USD) Acc (UETW.DE) have volatilities of 2.46% and 2.37%, 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


H4ZJ.DEUETW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.46%

2.37%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

7.97%

7.92%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

11.34%

11.21%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.16%

14.06%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.97%

16.55%

-1.58%

H4ZJ.DE vs. UETW.DE - Expense Ratio Comparison

H4ZJ.DE has a 0.15% expense ratio, which is higher than UETW.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

H4ZJ.DE vs. UETW.DE - Dividend Comparison

H4ZJ.DE's dividend yield for the trailing twelve months is around 1.14%, while UETW.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
H4ZJ.DE
HSBC MSCI World UCITS ETF USD
1.14%1.25%1.20%1.38%1.58%1.07%1.36%1.64%1.86%1.67%1.65%1.63%
UETW.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Acc
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 0.98, H4ZJ.DE and UETW.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, UETW.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UETW.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for H4ZJ.DE.

Both ETFs track MSCI World. They also come from different issuers: HSBC and UBS. Their fees differ too: 0.15% for H4ZJ.DE and 0.10% for UETW.DE.

Portfolio Optimizer

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