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H4ZN.DE vs. 2B7C.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

H4ZN.DE vs. 2B7C.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC S&P 500 UCITS ETF USD (Acc) (H4ZN.DE) and iShares S&P 500 Industrials Sector UCITS ETF (2B7C.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, H4ZN.DE achieves a 11.87% return, which is significantly lower than 2B7C.DE's 21.67% return.


H4ZN.DE

1D
0.00%
1M
1.20%
YTD
11.87%
6M
12.19%
1Y
25.94%
3Y*
19.28%
5Y*
29.49%
10Y*
13.79%

2B7C.DE

1D
1.11%
1M
8.30%
YTD
21.67%
6M
21.99%
1Y
32.11%
3Y*
20.81%
5Y*
14.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

H4ZN.DE vs. 2B7C.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
H4ZN.DE
HSBC S&P 500 UCITS ETF USD (Acc)
11.87%4.72%32.33%22.56%91.60%0.00%0.00%0.00%0.00%0.00%
2B7C.DE
iShares S&P 500 Industrials Sector UCITS ETF
21.67%6.93%23.74%13.77%-0.13%32.10%-0.53%32.25%-10.21%-2.64%

Correlation

The correlation between H4ZN.DE and 2B7C.DE is 0.65, 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

0.65

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

0.72

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

0.61

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2017

0.40

Over the past year, H4ZN.DE and 2B7C.DE have become more correlated (0.65) than their long-term average of 0.40, meaning their price movements have been converging.

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Return for Risk

H4ZN.DE vs. 2B7C.DE — Risk / Return Rank

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

H4ZN.DE
H4ZN.DE Risk / Return Rank: 7777
Overall Rank
H4ZN.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
H4ZN.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
H4ZN.DE Omega Ratio Rank: 7878
Omega Ratio Rank
H4ZN.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
H4ZN.DE Martin Ratio Rank: 7676
Martin Ratio Rank

2B7C.DE
2B7C.DE Risk / Return Rank: 7676
Overall Rank
2B7C.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
2B7C.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
2B7C.DE Omega Ratio Rank: 7373
Omega Ratio Rank
2B7C.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
2B7C.DE Martin Ratio Rank: 7272
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.

H4ZN.DE vs. 2B7C.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC S&P 500 UCITS ETF USD (Acc) (H4ZN.DE) and iShares S&P 500 Industrials Sector UCITS ETF (2B7C.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.


H4ZN.DE2B7C.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.40

1.38

+0.03

Calmar ratioReturn relative to maximum drawdown

3.63

3.59

+0.04

Martin ratioReturn relative to average drawdown

12.81

11.75

+1.05

H4ZN.DE vs. 2B7C.DE - Sharpe Ratio Comparison

The current H4ZN.DE Sharpe Ratio is 2.18, which is comparable to the 2B7C.DE Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of H4ZN.DE and 2B7C.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

H4ZN.DE vs. 2B7C.DE - Drawdown Comparison

The maximum H4ZN.DE drawdown since its inception was -43.18%, roughly equal to the maximum 2B7C.DE drawdown of -41.31%. Use the drawdown chart below to compare losses from any high point for H4ZN.DE and 2B7C.DE.


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Drawdown Indicators


H4ZN.DE2B7C.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.18%

-41.31%

-1.87%

Max Drawdown (1Y)

Largest decline over 1 year

-7.17%

-8.89%

+1.72%

Max Drawdown (3Y)

Largest decline over 3 years

-23.40%

-22.67%

-0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-23.40%

-22.67%

-0.73%

Max Drawdown (10Y)

Largest decline over 10 years

-23.40%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-17.50%

-5.82%

-11.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

2.73%

-0.70%

Volatility

H4ZN.DE vs. 2B7C.DE - Volatility Comparison

The current volatility for HSBC S&P 500 UCITS ETF USD (Acc) (H4ZN.DE) is 3.21%, while iShares S&P 500 Industrials Sector UCITS ETF (2B7C.DE) has a volatility of 4.44%. This indicates that H4ZN.DE experiences smaller price fluctuations and is considered to be less risky than 2B7C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


H4ZN.DE2B7C.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

4.44%

-1.23%

Volatility (6M)

Calculated over the trailing 6-month period

7.98%

11.42%

-3.44%

Volatility (1Y)

Calculated over the trailing 1-year period

11.96%

14.81%

-2.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.86%

16.83%

+31.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.89%

20.23%

+13.66%

H4ZN.DE vs. 2B7C.DE - Expense Ratio Comparison

H4ZN.DE has a 0.09% expense ratio, which is lower than 2B7C.DE's 0.15% 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

H4ZN.DE vs. 2B7C.DE - Dividend Comparison

Neither H4ZN.DE nor 2B7C.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


H4ZN.DE and 2B7C.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, H4ZN.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H4ZN.DE is cheaper with a 0.09% expense ratio, compared with 0.15% for 2B7C.DE.

H4ZN.DE is categorized as S&P 500, while 2B7C.DE is Industrials Equities. H4ZN.DE tracks S&P 500 Index, while 2B7C.DE tracks S&P 500 Capped 35/20 Industrials. They also come from different issuers: HSBC and iShares. Their fees differ too: 0.09% for H4ZN.DE and 0.15% for 2B7C.DE.

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