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H4ZZ.DE vs. LCUK.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

H4ZZ.DE vs. LCUK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.DE) and Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.DE). The values are adjusted to include any dividend payments, if applicable.

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H4ZZ.DE vs. LCUK.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
H4ZZ.DE
HSBC Euro Stoxx 50 UCITS ETF EUR (Acc)
-0.89%22.35%10.99%22.53%9.82%
LCUK.DE
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist
4.83%19.79%13.71%9.61%-0.58%

Returns By Period

In the year-to-date period, H4ZZ.DE achieves a -0.89% return, which is significantly lower than LCUK.DE's 4.83% return.


H4ZZ.DE

1D
2.93%
1M
-4.14%
YTD
-0.89%
6M
3.18%
1Y
10.87%
3Y*
13.14%
5Y*
10Y*

LCUK.DE

1D
2.07%
1M
-3.54%
YTD
4.83%
6M
10.28%
1Y
18.56%
3Y*
14.72%
5Y*
11.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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H4ZZ.DE vs. LCUK.DE - Expense Ratio Comparison

H4ZZ.DE has a 0.05% expense ratio, which is higher than LCUK.DE's 0.04% expense ratio. However, 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

H4ZZ.DE vs. LCUK.DE — Risk / Return Rank

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

H4ZZ.DE
H4ZZ.DE Risk / Return Rank: 3131
Overall Rank
H4ZZ.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
H4ZZ.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
H4ZZ.DE Omega Ratio Rank: 2929
Omega Ratio Rank
H4ZZ.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
H4ZZ.DE Martin Ratio Rank: 3333
Martin Ratio Rank

LCUK.DE
LCUK.DE Risk / Return Rank: 6262
Overall Rank
LCUK.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
LCUK.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
LCUK.DE Omega Ratio Rank: 6666
Omega Ratio Rank
LCUK.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
LCUK.DE Martin Ratio Rank: 6767
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.

H4ZZ.DE vs. LCUK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.DE) and Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.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.


H4ZZ.DELCUK.DEDifference

Sharpe ratio

Return per unit of total volatility

0.63

1.20

-0.57

Sortino ratio

Return per unit of downside risk

0.94

1.57

-0.63

Omega ratio

Gain probability vs. loss probability

1.13

1.26

-0.13

Calmar ratio

Return relative to maximum drawdown

1.02

1.62

-0.59

Martin ratio

Return relative to average drawdown

3.56

7.74

-4.17

H4ZZ.DE vs. LCUK.DE - Sharpe Ratio Comparison

The current H4ZZ.DE Sharpe Ratio is 0.63, which is lower than the LCUK.DE Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of H4ZZ.DE and LCUK.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


H4ZZ.DELCUK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

1.20

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

0.48

+0.62

Correlation

The correlation between H4ZZ.DE and LCUK.DE is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

H4ZZ.DE vs. LCUK.DE - Dividend Comparison

H4ZZ.DE has not paid dividends to shareholders, while LCUK.DE's dividend yield for the trailing twelve months is around 2.89%.


TTM2025202420232022202120202019
H4ZZ.DE
HSBC Euro Stoxx 50 UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LCUK.DE
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist
2.89%3.03%3.73%3.09%4.08%3.76%2.95%3.36%

Drawdowns

H4ZZ.DE vs. LCUK.DE - Drawdown Comparison

The maximum H4ZZ.DE drawdown since its inception was -16.46%, smaller than the maximum LCUK.DE drawdown of -41.10%. Use the drawdown chart below to compare losses from any high point for H4ZZ.DE and LCUK.DE.


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Drawdown Indicators


H4ZZ.DELCUK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.46%

-41.10%

+24.64%

Max Drawdown (1Y)

Largest decline over 1 year

-12.71%

-13.58%

+0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-16.69%

Current Drawdown

Current decline from peak

-7.07%

-4.36%

-2.71%

Average Drawdown

Average peak-to-trough decline

-2.66%

-5.72%

+3.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

2.46%

+0.68%

Volatility

H4ZZ.DE vs. LCUK.DE - Volatility Comparison

HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.DE) has a higher volatility of 6.55% compared to Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.DE) at 5.46%. This indicates that H4ZZ.DE's price experiences larger fluctuations and is considered to be riskier than LCUK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


H4ZZ.DELCUK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.55%

5.46%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

11.01%

8.90%

+2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

17.31%

15.43%

+1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.55%

14.02%

+1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.55%

17.12%

-1.57%