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H4ZX.DE vs. HGGA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

H4ZX.DE vs. HGGA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC Hang Seng TECH UCITS ETF HKD (H4ZX.DE) and HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF (HGGA.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, H4ZX.DE achieves a -10.21% return, which is significantly lower than HGGA.DE's 1.31% return.


H4ZX.DE

1D
-0.76%
1M
1.65%
YTD
-10.21%
6M
-11.15%
1Y
-6.78%
3Y*
6.77%
5Y*
-8.49%
10Y*

HGGA.DE

1D
0.00%
1M
0.48%
YTD
1.31%
6M
0.93%
1Y
0.17%
3Y*
0.90%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

H4ZX.DE vs. HGGA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
H4ZX.DE
HSBC Hang Seng TECH UCITS ETF HKD
-10.21%10.69%28.06%-11.53%-23.84%
HGGA.DE
HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF
1.31%-4.17%5.69%0.16%-1.86%

Correlation

The correlation between H4ZX.DE and HGGA.DE is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

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

-0.09

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2022

-0.09

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Return for Risk

H4ZX.DE vs. HGGA.DE — Risk / Return Rank

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

H4ZX.DE
H4ZX.DE Risk / Return Rank: 77
Overall Rank
H4ZX.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
H4ZX.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
H4ZX.DE Omega Ratio Rank: 77
Omega Ratio Rank
H4ZX.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
H4ZX.DE Martin Ratio Rank: 77
Martin Ratio Rank

HGGA.DE
HGGA.DE Risk / Return Rank: 99
Overall Rank
HGGA.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
HGGA.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
HGGA.DE Omega Ratio Rank: 99
Omega Ratio Rank
HGGA.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
HGGA.DE Martin Ratio Rank: 1010
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.

H4ZX.DE vs. HGGA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Hang Seng TECH UCITS ETF HKD (H4ZX.DE) and HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF (HGGA.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.


H4ZX.DEHGGA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

0.98

1.01

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.22

0.08

-0.31

Martin ratioReturn relative to average drawdown

-0.41

0.17

-0.58

H4ZX.DE vs. HGGA.DE - Sharpe Ratio Comparison

The current H4ZX.DE Sharpe Ratio is -0.26, which is lower than the HGGA.DE Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of H4ZX.DE and HGGA.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


H4ZX.DEHGGA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.26

0.05

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.20

0.04

-0.24

Drawdowns

H4ZX.DE vs. HGGA.DE - Drawdown Comparison

The maximum H4ZX.DE drawdown since its inception was -69.32%, which is greater than HGGA.DE's maximum drawdown of -8.58%. Use the drawdown chart below to compare losses from any high point for H4ZX.DE and HGGA.DE.


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Drawdown Indicators


H4ZX.DEHGGA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-69.32%

-8.58%

-60.74%

Max Drawdown (1Y)

Largest decline over 1 year

-30.08%

-2.04%

-28.04%

Max Drawdown (3Y)

Largest decline over 3 years

-33.31%

-6.78%

-26.53%

Max Drawdown (5Y)

Largest decline over 5 years

-60.34%

Current Drawdown

Current decline from peak

-52.22%

-4.56%

-47.66%

Average Drawdown

Average peak-to-trough decline

-49.50%

-4.18%

-45.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.57%

1.02%

+15.55%

Volatility

H4ZX.DE vs. HGGA.DE - Volatility Comparison

HSBC Hang Seng TECH UCITS ETF HKD (H4ZX.DE) has a higher volatility of 10.02% compared to HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF (HGGA.DE) at 0.53%. This indicates that H4ZX.DE's price experiences larger fluctuations and is considered to be riskier than HGGA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


H4ZX.DEHGGA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.02%

0.53%

+9.49%

Volatility (6M)

Calculated over the trailing 6-month period

18.64%

2.33%

+16.31%

Volatility (1Y)

Calculated over the trailing 1-year period

26.17%

3.42%

+22.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.84%

4.98%

+32.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.65%

4.98%

+32.67%

H4ZX.DE vs. HGGA.DE - Expense Ratio Comparison

H4ZX.DE has a 0.50% expense ratio, which is higher than HGGA.DE's 0.18% expense ratio.


Dividends

H4ZX.DE vs. HGGA.DE - Dividend Comparison

Neither H4ZX.DE nor HGGA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


H4ZX.DE and HGGA.DE have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HGGA.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HGGA.DE is cheaper with a 0.18% expense ratio, compared with 0.50% for H4ZX.DE.

H4ZX.DE is categorized as Technology Equities, while HGGA.DE is Global Bonds. H4ZX.DE tracks Hang Seng TECH, while HGGA.DE tracks Bloomberg MSCI Global Aggregate 1-3 SRI Carbon ESG-Weighted. Their fees differ too: 0.50% for H4ZX.DE and 0.18% for HGGA.DE.

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