H50E.L vs. SPX5.L
Compare and contrast key facts about HSBC EURO STOXX 50 UCITS ETF (H50E.L) and SPDR S&P 500 UCITS ETF (SPX5.L).
H50E.L and SPX5.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. H50E.L is a passively managed fund by HSBC that tracks the performance of the MSCI EMU NR EUR. It was launched on Oct 5, 2009. SPX5.L is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Mar 19, 2012. Both H50E.L and SPX5.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: H50E.L or SPX5.L.
Performance
H50E.L vs. SPX5.L - Performance Comparison
Returns By Period
In the year-to-date period, H50E.L achieves a 4.50% return, which is significantly lower than SPX5.L's 24.95% return. Over the past 10 years, H50E.L has underperformed SPX5.L with an annualized return of 8.26%, while SPX5.L has yielded a comparatively higher 15.14% annualized return.
H50E.L
4.50%
-3.52%
-6.85%
8.37%
7.79%
8.26%
SPX5.L
24.95%
4.07%
12.04%
29.99%
15.42%
15.14%
Key characteristics
| H50E.L | SPX5.L | |
|---|---|---|
| Sharpe Ratio | 0.62 | 2.63 |
| Sortino Ratio | 0.95 | 3.75 |
| Omega Ratio | 1.11 | 1.51 |
| Calmar Ratio | 0.86 | 4.64 |
| Martin Ratio | 2.05 | 18.60 |
| Ulcer Index | 4.01% | 1.59% |
| Daily Std Dev | 13.18% | 11.23% |
| Max Drawdown | -34.68% | -41.23% |
| Current Drawdown | -7.76% | -1.15% |
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H50E.L vs. SPX5.L - Expense Ratio Comparison
H50E.L has a 0.25% expense ratio, which is higher than SPX5.L's 0.09% 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%.
Correlation
The correlation between H50E.L and SPX5.L is 0.73, 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.
Risk-Adjusted Performance
H50E.L vs. SPX5.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC EURO STOXX 50 UCITS ETF (H50E.L) and SPDR S&P 500 UCITS ETF (SPX5.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.
Dividends
H50E.L vs. SPX5.L - Dividend Comparison
H50E.L's dividend yield for the trailing twelve months is around 3.03%, less than SPX5.L's 79.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
H50E.L HSBC EURO STOXX 50 UCITS ETF | 3.03% | 2.92% | 2.77% | 2.01% | 2.05% | 3.04% | 3.50% | 2.76% | 2.79% | 2.63% | 2.76% | 2.68% |
SPX5.L SPDR S&P 500 UCITS ETF | 79.01% | 120.99% | 138.50% | 97.80% | 140.46% | 147.87% | 170.82% | 157.18% | 149.13% | 168.09% | 142.74% | 156.08% |
Drawdowns
H50E.L vs. SPX5.L - Drawdown Comparison
The maximum H50E.L drawdown since its inception was -34.68%, smaller than the maximum SPX5.L drawdown of -41.23%. Use the drawdown chart below to compare losses from any high point for H50E.L and SPX5.L. For additional features, visit the drawdowns tool.
Volatility
H50E.L vs. SPX5.L - Volatility Comparison
HSBC EURO STOXX 50 UCITS ETF (H50E.L) has a higher volatility of 5.95% compared to SPDR S&P 500 UCITS ETF (SPX5.L) at 3.54%. This indicates that H50E.L's price experiences larger fluctuations and is considered to be riskier than SPX5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.