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

Performance

H4ZJ.DE vs. XDEB.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 Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.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, H4ZJ.DE achieves a 10.86% return, which is significantly higher than XDEB.DE's 1.74% return. Over the past 10 years, H4ZJ.DE has outperformed XDEB.DE with an annualized return of 14.71%, while XDEB.DE has yielded a comparatively lower 6.88% 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%

XDEB.DE

1D
-0.04%
1M
1.84%
YTD
1.74%
6M
1.64%
1Y
0.46%
3Y*
6.45%
5Y*
6.21%
10Y*
6.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

H4ZJ.DE vs. XDEB.DE - 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%
XDEB.DE
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C
1.74%-1.27%17.83%3.66%-4.06%24.01%-6.66%26.17%1.99%3.04%

Correlation

The correlation between H4ZJ.DE and XDEB.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

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

0.52

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

0.64

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

0.69

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2014

0.65

Over the past year, the correlation between H4ZJ.DE and XDEB.DE has dropped to 0.33 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.

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Return for Risk

H4ZJ.DE vs. XDEB.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: 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

XDEB.DE
XDEB.DE Risk / Return Rank: 99
Overall Rank
XDEB.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
XDEB.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
XDEB.DE Omega Ratio Rank: 88
Omega Ratio Rank
XDEB.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
XDEB.DE Martin Ratio Rank: 99
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. XDEB.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 Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.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.DEXDEB.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.14

Sortino ratioReturn per unit of downside risk

+2.92

Omega ratioGain probability vs. loss probability

1.40

1.00

+0.39

Calmar ratioReturn relative to maximum drawdown

3.61

-0.02

+3.63

Martin ratioReturn relative to average drawdown

14.41

-0.03

+14.44

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

The current H4ZJ.DE Sharpe Ratio is 2.13, which is higher than the XDEB.DE Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of H4ZJ.DE and XDEB.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


H4ZJ.DEXDEB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

-0.01

+2.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.61

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

0.62

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.70

+0.23

Drawdowns

H4ZJ.DE vs. XDEB.DE - Drawdown Comparison

The maximum H4ZJ.DE drawdown since its inception was -33.60%, which is greater than XDEB.DE's maximum drawdown of -28.57%. Use the drawdown chart below to compare losses from any high point for H4ZJ.DE and XDEB.DE.


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Drawdown Indicators


H4ZJ.DEXDEB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.60%

-28.57%

-5.03%

Max Drawdown (1Y)

Largest decline over 1 year

-6.59%

-5.31%

-1.28%

Max Drawdown (3Y)

Largest decline over 3 years

-21.65%

-13.02%

-8.63%

Max Drawdown (5Y)

Largest decline over 5 years

-21.65%

-13.02%

-8.63%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

-28.57%

-5.03%

Current Drawdown

Current decline from peak

-0.34%

-6.53%

+6.19%

Average Drawdown

Average peak-to-trough decline

-4.02%

-5.03%

+1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

2.37%

-0.71%

Volatility

H4ZJ.DE vs. XDEB.DE - Volatility Comparison

HSBC MSCI World UCITS ETF USD (H4ZJ.DE) has a higher volatility of 2.77% compared to Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) at 2.63%. This indicates that H4ZJ.DE's price experiences larger fluctuations and is considered to be riskier than XDEB.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.DEXDEB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.77%

2.63%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

7.73%

5.56%

+2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

11.24%

7.86%

+3.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.14%

10.16%

+3.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.05%

12.03%

+3.02%

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

H4ZJ.DE has a 0.15% expense ratio, which is lower than XDEB.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

H4ZJ.DE vs. XDEB.DE - Dividend Comparison

H4ZJ.DE's dividend yield for the trailing twelve months is around 1.16%, while XDEB.DE has not paid dividends to shareholders.


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%
XDEB.DE
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C
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


H4ZJ.DE and XDEB.DE have a correlation of 0.33, 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 0.25% for XDEB.DE.

H4ZJ.DE tracks MSCI World, while XDEB.DE tracks MSCI ACWI NR USD. They also come from different issuers: HSBC and DWS. Their fees differ too: 0.15% for H4ZJ.DE and 0.25% for XDEB.DE.

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