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H50E.L vs. EUHD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

H50E.L vs. EUHD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HSBC EURO STOXX 50 UCITS ETF (H50E.L) and PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L). The values are adjusted to include any dividend payments, if applicable.

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H50E.L vs. EUHD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
H50E.L
HSBC EURO STOXX 50 UCITS ETF
-0.76%28.02%6.20%20.06%-3.33%15.58%3.30%21.72%-10.53%14.39%
EUHD.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS
7.12%42.88%5.23%11.37%-3.26%13.30%-13.39%11.53%-7.27%13.76%

Returns By Period

In the year-to-date period, H50E.L achieves a -0.76% return, which is significantly lower than EUHD.L's 7.12% return. Over the past 10 years, H50E.L has outperformed EUHD.L with an annualized return of 11.05%, while EUHD.L has yielded a comparatively lower 9.18% annualized return.


H50E.L

1D
2.82%
1M
-4.34%
YTD
-0.76%
6M
3.33%
1Y
15.48%
3Y*
12.85%
5Y*
11.42%
10Y*
11.05%

EUHD.L

1D
1.65%
1M
-0.88%
YTD
7.12%
6M
12.95%
1Y
30.57%
3Y*
19.76%
5Y*
13.40%
10Y*
9.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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H50E.L vs. EUHD.L - Expense Ratio Comparison

H50E.L has a 0.25% expense ratio, which is lower than EUHD.L's 0.30% expense ratio.


Return for Risk

H50E.L vs. EUHD.L — Risk / Return Rank

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

H50E.L
H50E.L Risk / Return Rank: 4848
Overall Rank
H50E.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
H50E.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
H50E.L Omega Ratio Rank: 4646
Omega Ratio Rank
H50E.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
H50E.L Martin Ratio Rank: 5050
Martin Ratio Rank

EUHD.L
EUHD.L Risk / Return Rank: 9494
Overall Rank
EUHD.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EUHD.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
EUHD.L Omega Ratio Rank: 9494
Omega Ratio Rank
EUHD.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
EUHD.L Martin Ratio Rank: 9393
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.

H50E.L vs. EUHD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC EURO STOXX 50 UCITS ETF (H50E.L) and PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L). 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.


H50E.LEUHD.LDifference

Sharpe ratio

Return per unit of total volatility

0.95

2.40

-1.45

Sortino ratio

Return per unit of downside risk

1.34

2.96

-1.62

Omega ratio

Gain probability vs. loss probability

1.19

1.46

-0.27

Calmar ratio

Return relative to maximum drawdown

1.37

4.23

-2.85

Martin ratio

Return relative to average drawdown

5.05

14.29

-9.24

H50E.L vs. EUHD.L - Sharpe Ratio Comparison

The current H50E.L Sharpe Ratio is 0.95, which is lower than the EUHD.L Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of H50E.L and EUHD.L, 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


H50E.LEUHD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

2.40

-1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.98

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.59

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.62

-0.25

Correlation

The correlation between H50E.L and EUHD.L is 0.81, 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

H50E.L vs. EUHD.L - Dividend Comparison

H50E.L's dividend yield for the trailing twelve months is around 2.63%, less than EUHD.L's 4.03% yield.


TTM20252024202320222021202020192018201720162015
H50E.L
HSBC EURO STOXX 50 UCITS ETF
2.63%2.46%2.98%2.92%2.77%2.01%2.05%3.04%3.50%2.76%2.79%2.63%
EUHD.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS
4.03%4.61%5.86%5.50%5.44%4.28%3.06%4.66%4.34%3.41%3.51%0.00%

Drawdowns

H50E.L vs. EUHD.L - Drawdown Comparison

The maximum H50E.L drawdown since its inception was -34.68%, roughly equal to the maximum EUHD.L drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for H50E.L and EUHD.L.


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Drawdown Indicators


H50E.LEUHD.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.68%

-35.97%

+1.29%

Max Drawdown (1Y)

Largest decline over 1 year

-11.49%

-8.03%

-3.46%

Max Drawdown (5Y)

Largest decline over 5 years

-21.72%

-19.82%

-1.90%

Max Drawdown (10Y)

Largest decline over 10 years

-31.50%

-35.97%

+4.47%

Current Drawdown

Current decline from peak

-7.28%

-1.69%

-5.59%

Average Drawdown

Average peak-to-trough decline

-7.26%

-5.37%

-1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

2.21%

+0.92%

Volatility

H50E.L vs. EUHD.L - Volatility Comparison

HSBC EURO STOXX 50 UCITS ETF (H50E.L) has a higher volatility of 6.45% compared to PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L) at 4.50%. This indicates that H50E.L's price experiences larger fluctuations and is considered to be riskier than EUHD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


H50E.LEUHD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

4.50%

+1.95%

Volatility (6M)

Calculated over the trailing 6-month period

11.04%

8.32%

+2.72%

Volatility (1Y)

Calculated over the trailing 1-year period

16.31%

12.70%

+3.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.06%

13.69%

+3.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.93%

15.56%

+2.37%