H4ZP.DE vs. H412.DE
Compare and contrast key facts about HSBC MSCI China UCITS ETF USD (H4ZP.DE) and HSBC USA Sustainable Equity UCITS ETF USD (H412.DE).
H4ZP.DE and H412.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. H4ZP.DE is a passively managed fund by HSBC that tracks the performance of the MSCI China. It was launched on Jan 26, 2011. H412.DE is a passively managed fund by HSBC that tracks the performance of the FTSE USA ESG Low Carbon Select. It was launched on Jun 4, 2020. Both H4ZP.DE and H412.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
H4ZP.DE vs. H412.DE - Performance Comparison
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H4ZP.DE vs. H412.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
H4ZP.DE HSBC MSCI China UCITS ETF USD | -6.05% | 16.54% | 28.55% | -14.47% | -15.34% | -16.86% | 3.36% |
H412.DE HSBC USA Sustainable Equity UCITS ETF USD | -2.65% | 6.12% | 26.73% | 17.60% | -13.13% | 39.39% | 7.92% |
Returns By Period
In the year-to-date period, H4ZP.DE achieves a -6.05% return, which is significantly lower than H412.DE's -2.65% return.
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%
H412.DE
- 1D
- 1.46%
- 1M
- -2.31%
- YTD
- -2.65%
- 6M
- 1.88%
- 1Y
- 11.87%
- 3Y*
- 14.16%
- 5Y*
- 10.57%
- 10Y*
- —
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H4ZP.DE vs. H412.DE - Expense Ratio Comparison
H4ZP.DE has a 0.28% expense ratio, which is higher than H412.DE's 0.12% expense ratio.
Return for Risk
H4ZP.DE vs. H412.DE — Risk / Return Rank
H4ZP.DE
H412.DE
H4ZP.DE vs. H412.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI China UCITS ETF USD (H4ZP.DE) and HSBC USA Sustainable Equity UCITS ETF USD (H412.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.
| H4ZP.DE | H412.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.09 | 0.69 | -0.78 |
Sortino ratioReturn per unit of downside risk | 0.02 | 1.02 | -1.00 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.16 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | -0.04 | 1.35 | -1.40 |
Martin ratioReturn relative to average drawdown | -0.11 | 5.61 | -5.72 |
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
| H4ZP.DE | H412.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.09 | 0.69 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | 0.71 | -0.88 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.86 | -0.67 |
Correlation
The correlation between H4ZP.DE and H412.DE is 0.31, 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
H4ZP.DE vs. H412.DE - Dividend Comparison
H4ZP.DE's dividend yield for the trailing twelve months is around 2.13%, while H412.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
H412.DE HSBC USA Sustainable Equity UCITS ETF USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
H4ZP.DE vs. H412.DE - Drawdown Comparison
The maximum H4ZP.DE drawdown since its inception was -55.74%, which is greater than H412.DE's maximum drawdown of -24.35%. Use the drawdown chart below to compare losses from any high point for H4ZP.DE and H412.DE.
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Drawdown Indicators
| H4ZP.DE | H412.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.74% | -24.35% | -31.39% |
Max Drawdown (1Y)Largest decline over 1 year | -16.22% | -13.83% | -2.39% |
Max Drawdown (5Y)Largest decline over 5 years | -49.75% | -24.35% | -25.40% |
Max Drawdown (10Y)Largest decline over 10 years | -55.74% | — | — |
Current DrawdownCurrent decline from peak | -30.82% | -3.90% | -26.92% |
Average DrawdownAverage peak-to-trough decline | -22.98% | -4.23% | -18.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.57% | 2.16% | +4.41% |
Volatility
H4ZP.DE vs. H412.DE - Volatility Comparison
HSBC MSCI China UCITS ETF USD (H4ZP.DE) has a higher volatility of 6.07% compared to HSBC USA Sustainable Equity UCITS ETF USD (H412.DE) at 3.59%. This indicates that H4ZP.DE's price experiences larger fluctuations and is considered to be riskier than H412.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| H4ZP.DE | H412.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 3.59% | +2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 13.13% | 7.87% | +5.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.48% | 17.07% | +4.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.62% | 14.69% | +12.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.24% | 14.90% | +10.34% |