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H4ZY.DE vs. H4Z7.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

H4ZY.DE vs. H4Z7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC MSCI World UCITS ETF USD (Acc) (H4ZY.DE) and HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (Acc) (H4Z7.DE). The values are adjusted to include any dividend payments, if applicable.

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H4ZY.DE vs. H4Z7.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
H4ZY.DE
HSBC MSCI World UCITS ETF USD (Acc)
-1.27%7.98%25.90%20.32%-5.51%
H4Z7.DE
HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (Acc)
4.68%-1.78%5.80%7.39%-13.07%

Returns By Period

In the year-to-date period, H4ZY.DE achieves a -1.27% return, which is significantly lower than H4Z7.DE's 4.68% return.


H4ZY.DE

1D
0.07%
1M
-1.97%
YTD
-1.27%
6M
1.72%
1Y
12.33%
3Y*
15.05%
5Y*
10Y*

H4Z7.DE

1D
1.17%
1M
-3.91%
YTD
4.68%
6M
4.37%
1Y
4.09%
3Y*
5.47%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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H4ZY.DE vs. H4Z7.DE - Expense Ratio Comparison

H4ZY.DE has a 0.15% expense ratio, which is lower than H4Z7.DE's 0.24% 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%.


Return for Risk

H4ZY.DE vs. H4Z7.DE — Risk / Return Rank

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

H4ZY.DE
H4ZY.DE Risk / Return Rank: 5454
Overall Rank
H4ZY.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
H4ZY.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
H4ZY.DE Omega Ratio Rank: 3939
Omega Ratio Rank
H4ZY.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
H4ZY.DE Martin Ratio Rank: 8080
Martin Ratio Rank

H4Z7.DE
H4Z7.DE Risk / Return Rank: 2222
Overall Rank
H4Z7.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
H4Z7.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
H4Z7.DE Omega Ratio Rank: 1717
Omega Ratio Rank
H4Z7.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
H4Z7.DE Martin Ratio Rank: 2727
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.

H4ZY.DE vs. H4Z7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI World UCITS ETF USD (Acc) (H4ZY.DE) and HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (Acc) (H4Z7.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.


H4ZY.DEH4Z7.DEDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.28

+0.48

Sortino ratio

Return per unit of downside risk

1.09

0.46

+0.64

Omega ratio

Gain probability vs. loss probability

1.17

1.06

+0.10

Calmar ratio

Return relative to maximum drawdown

2.77

0.94

+1.82

Martin ratio

Return relative to average drawdown

10.52

2.93

+7.59

H4ZY.DE vs. H4Z7.DE - Sharpe Ratio Comparison

The current H4ZY.DE Sharpe Ratio is 0.75, which is higher than the H4Z7.DE Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of H4ZY.DE and H4Z7.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


H4ZY.DEH4Z7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.28

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.03

+0.88

Correlation

The correlation between H4ZY.DE and H4Z7.DE is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

H4ZY.DE vs. H4Z7.DE - Dividend Comparison

Neither H4ZY.DE nor H4Z7.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

H4ZY.DE vs. H4Z7.DE - Drawdown Comparison

The maximum H4ZY.DE drawdown since its inception was -21.94%, smaller than the maximum H4Z7.DE drawdown of -26.78%. Use the drawdown chart below to compare losses from any high point for H4ZY.DE and H4Z7.DE.


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Drawdown Indicators


H4ZY.DEH4Z7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.94%

-26.78%

+4.84%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-10.38%

+1.28%

Current Drawdown

Current decline from peak

-4.01%

-5.26%

+1.25%

Average Drawdown

Average peak-to-trough decline

-3.73%

-11.97%

+8.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

2.54%

-0.82%

Volatility

H4ZY.DE vs. H4Z7.DE - Volatility Comparison

The current volatility for HSBC MSCI World UCITS ETF USD (Acc) (H4ZY.DE) is 4.16%, while HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (Acc) (H4Z7.DE) has a volatility of 4.72%. This indicates that H4ZY.DE experiences smaller price fluctuations and is considered to be less risky than H4Z7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


H4ZY.DEH4Z7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

4.72%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

8.38%

8.23%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

16.32%

14.74%

+1.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.60%

14.54%

-0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.60%

14.54%

-0.94%