H4ZZ.DE vs. VALD.DE
Compare and contrast key facts about HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.DE) and BNP Paribas Easy ESG Value Europe UCITS ETF (VALD.DE).
H4ZZ.DE and VALD.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. H4ZZ.DE is a passively managed fund by HSBC that tracks the performance of the EURO STOXX 50. It was launched on Jun 28, 2022. VALD.DE is a passively managed fund by BNP Paribas that tracks the performance of the BNP Paribas Value Europe ESG. It was launched on Jan 31, 2017. Both H4ZZ.DE and VALD.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
H4ZZ.DE vs. VALD.DE - Performance Comparison
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H4ZZ.DE vs. VALD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
H4ZZ.DE HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) | -0.89% | 22.35% | 10.99% | 22.53% | 9.82% |
VALD.DE BNP Paribas Easy ESG Value Europe UCITS ETF | 4.08% | 23.55% | 9.23% | 14.92% | -0.69% |
Returns By Period
In the year-to-date period, H4ZZ.DE achieves a -0.89% return, which is significantly lower than VALD.DE's 4.08% return.
H4ZZ.DE
- 1D
- 2.93%
- 1M
- -4.14%
- YTD
- -0.89%
- 6M
- 3.18%
- 1Y
- 10.87%
- 3Y*
- 13.14%
- 5Y*
- —
- 10Y*
- —
VALD.DE
- 1D
- 1.73%
- 1M
- -2.17%
- YTD
- 4.08%
- 6M
- 8.30%
- 1Y
- 18.14%
- 3Y*
- 15.91%
- 5Y*
- 8.01%
- 10Y*
- —
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H4ZZ.DE vs. VALD.DE - Expense Ratio Comparison
H4ZZ.DE has a 0.05% expense ratio, which is lower than VALD.DE's 0.30% expense ratio.
Return for Risk
H4ZZ.DE vs. VALD.DE — Risk / Return Rank
H4ZZ.DE
VALD.DE
H4ZZ.DE vs. VALD.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 BNP Paribas Easy ESG Value Europe UCITS ETF (VALD.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.DE | VALD.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 1.06 | -0.44 |
Sortino ratioReturn per unit of downside risk | 0.94 | 1.27 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.28 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.37 | -0.35 |
Martin ratioReturn relative to average drawdown | 3.56 | 6.82 | -3.25 |
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
| H4ZZ.DE | VALD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 1.06 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.89 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.49 | +0.61 |
Correlation
The correlation between H4ZZ.DE and VALD.DE is 0.36, 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
H4ZZ.DE vs. VALD.DE - Dividend Comparison
H4ZZ.DE has not paid dividends to shareholders, while VALD.DE's dividend yield for the trailing twelve months is around 3.23%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
VALD.DE BNP Paribas Easy ESG Value Europe UCITS ETF | 3.23% | 3.36% | 3.35% | 3.36% | 3.99% | 2.18% | 5.01% | 4.92% | 4.75% |
Drawdowns
H4ZZ.DE vs. VALD.DE - Drawdown Comparison
The maximum H4ZZ.DE drawdown since its inception was -16.46%, smaller than the maximum VALD.DE drawdown of -40.63%. Use the drawdown chart below to compare losses from any high point for H4ZZ.DE and VALD.DE.
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Drawdown Indicators
| H4ZZ.DE | VALD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.46% | -40.63% | +24.17% |
Max Drawdown (1Y)Largest decline over 1 year | -12.71% | -13.24% | +0.53% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.26% | — |
Current DrawdownCurrent decline from peak | -7.07% | -3.33% | -3.74% |
Average DrawdownAverage peak-to-trough decline | -2.66% | -7.21% | +4.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.77% | +0.37% |
Volatility
H4ZZ.DE vs. VALD.DE - Volatility Comparison
HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.DE) has a higher volatility of 6.55% compared to BNP Paribas Easy ESG Value Europe UCITS ETF (VALD.DE) at 4.98%. This indicates that H4ZZ.DE's price experiences larger fluctuations and is considered to be riskier than VALD.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.DE | VALD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 4.98% | +1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 8.12% | +2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.31% | 17.65% | -0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 25.81% | -10.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.55% | 33.09% | -17.54% |