H4ZL.DE vs. H4ZP.DE
Compare and contrast key facts about HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (H4ZL.DE) and HSBC MSCI China UCITS ETF USD (H4ZP.DE).
H4ZL.DE and H4ZP.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. H4ZL.DE is a passively managed fund by HSBC that tracks the performance of the FTSE EPRA/NAREIT Developed. It was launched on Jun 20, 2011. H4ZP.DE is a passively managed fund by HSBC that tracks the performance of the MSCI China. It was launched on Jan 26, 2011. Both H4ZL.DE and H4ZP.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
H4ZL.DE vs. H4ZP.DE - Performance Comparison
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H4ZL.DE vs. H4ZP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
H4ZL.DE HSBC FTSE EPRA NAREIT Developed UCITS ETF USD | 2.63% | -4.65% | 2.27% | 6.12% | -20.22% | 36.90% | -16.99% | 23.91% | -0.81% | -2.27% |
H4ZP.DE HSBC MSCI China UCITS ETF USD | -6.05% | 16.54% | 28.55% | -14.47% | -15.34% | -16.86% | 15.20% | 26.76% | -16.09% | 35.18% |
Returns By Period
In the year-to-date period, H4ZL.DE achieves a 2.63% return, which is significantly higher than H4ZP.DE's -6.05% return. Over the past 10 years, H4ZL.DE has underperformed H4ZP.DE with an annualized return of 2.17%, while H4ZP.DE has yielded a comparatively higher 4.92% annualized return.
H4ZL.DE
- 1D
- 0.90%
- 1M
- -6.17%
- YTD
- 2.63%
- 6M
- 1.01%
- 1Y
- -0.64%
- 3Y*
- 2.60%
- 5Y*
- 0.73%
- 10Y*
- 2.17%
H4ZP.DE
- 1D
- 0.94%
- 1M
- -2.76%
- YTD
- -6.05%
- 6M
- -12.81%
- 1Y
- -1.98%
- 3Y*
- 5.18%
- 5Y*
- -4.67%
- 10Y*
- 4.92%
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H4ZL.DE vs. H4ZP.DE - Expense Ratio Comparison
H4ZL.DE has a 0.24% expense ratio, which is lower than H4ZP.DE's 0.28% expense ratio.
Return for Risk
H4ZL.DE vs. H4ZP.DE — Risk / Return Rank
H4ZL.DE
H4ZP.DE
H4ZL.DE vs. H4ZP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (H4ZL.DE) and HSBC MSCI China UCITS ETF USD (H4ZP.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.
| H4ZL.DE | H4ZP.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.04 | -0.09 | +0.05 |
Sortino ratioReturn per unit of downside risk | 0.04 | 0.02 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.00 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | -0.03 | -0.04 | +0.01 |
Martin ratioReturn relative to average drawdown | -0.11 | -0.11 | 0.00 |
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
| H4ZL.DE | H4ZP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | -0.09 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | -0.17 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | 0.19 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.19 | +0.08 |
Correlation
The correlation between H4ZL.DE and H4ZP.DE is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
H4ZL.DE vs. H4ZP.DE - Dividend Comparison
H4ZL.DE has not paid dividends to shareholders, while H4ZP.DE's dividend yield for the trailing twelve months is around 2.13%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
H4ZP.DE HSBC MSCI China UCITS ETF USD | 2.13% | 2.39% | 3.10% | 2.10% | 1.97% | 1.28% | 0.96% | 1.57% | 1.40% | 0.78% | 1.97% | 2.89% |
Drawdowns
H4ZL.DE vs. H4ZP.DE - Drawdown Comparison
The maximum H4ZL.DE drawdown since its inception was -41.97%, smaller than the maximum H4ZP.DE drawdown of -55.74%. Use the drawdown chart below to compare losses from any high point for H4ZL.DE and H4ZP.DE.
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Drawdown Indicators
| H4ZL.DE | H4ZP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.97% | -55.74% | +13.77% |
Max Drawdown (1Y)Largest decline over 1 year | -13.13% | -16.22% | +3.09% |
Max Drawdown (5Y)Largest decline over 5 years | -30.45% | -49.75% | +19.30% |
Max Drawdown (10Y)Largest decline over 10 years | -41.97% | -55.74% | +13.77% |
Current DrawdownCurrent decline from peak | -16.80% | -30.82% | +14.02% |
Average DrawdownAverage peak-to-trough decline | -10.77% | -22.98% | +12.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 6.57% | -3.57% |
Volatility
H4ZL.DE vs. H4ZP.DE - Volatility Comparison
The current volatility for HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (H4ZL.DE) is 4.34%, while HSBC MSCI China UCITS ETF USD (H4ZP.DE) has a volatility of 6.07%. This indicates that H4ZL.DE experiences smaller price fluctuations and is considered to be less risky than H4ZP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| H4ZL.DE | H4ZP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 6.07% | -1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 7.99% | 13.13% | -5.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.66% | 21.48% | -6.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.67% | 27.62% | -12.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 25.24% | -8.96% |