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HIUS.L vs. CU1.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HIUS.L vs. CU1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.L) and iShares MSCI USA UCITS ETF USD (Acc) (CU1.L). The values are adjusted to include any dividend payments, if applicable.

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HIUS.L vs. CU1.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
HIUS.L
HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating
-1.04%10.31%9.54%23.06%-3.81%
CU1.L
iShares MSCI USA UCITS ETF USD (Acc)
-3.31%9.22%27.38%20.66%-4.33%
Different Trading Currencies

HIUS.L is traded in GBP, while CU1.L is traded in GBp. To make them comparable, the CU1.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, HIUS.L achieves a -1.04% return, which is significantly higher than CU1.L's -3.31% return.


HIUS.L

1D
2.34%
1M
-2.64%
YTD
-1.04%
6M
4.76%
1Y
23.59%
3Y*
11.25%
5Y*
10Y*

CU1.L

1D
1.58%
1M
-3.24%
YTD
-3.31%
6M
-0.20%
1Y
14.71%
3Y*
15.83%
5Y*
12.11%
10Y*
14.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HIUS.L vs. CU1.L - Expense Ratio Comparison

HIUS.L has a 0.30% expense ratio, which is lower than CU1.L's 0.33% expense ratio.


Return for Risk

HIUS.L vs. CU1.L — Risk / Return Rank

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

HIUS.L
HIUS.L Risk / Return Rank: 7575
Overall Rank
HIUS.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
HIUS.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
HIUS.L Omega Ratio Rank: 6666
Omega Ratio Rank
HIUS.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
HIUS.L Martin Ratio Rank: 7878
Martin Ratio Rank

CU1.L
CU1.L Risk / Return Rank: 5454
Overall Rank
CU1.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
CU1.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
CU1.L Omega Ratio Rank: 5050
Omega Ratio Rank
CU1.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
CU1.L Martin Ratio Rank: 5858
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.

HIUS.L vs. CU1.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.L) and iShares MSCI USA UCITS ETF USD (Acc) (CU1.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.


HIUS.LCU1.LDifference

Sharpe ratio

Return per unit of total volatility

1.33

0.94

+0.39

Sortino ratio

Return per unit of downside risk

1.94

1.37

+0.57

Omega ratio

Gain probability vs. loss probability

1.26

1.20

+0.06

Calmar ratio

Return relative to maximum drawdown

3.45

1.89

+1.56

Martin ratio

Return relative to average drawdown

9.58

6.33

+3.25

HIUS.L vs. CU1.L - Sharpe Ratio Comparison

The current HIUS.L Sharpe Ratio is 1.33, which is higher than the CU1.L Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of HIUS.L and CU1.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


HIUS.LCU1.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

0.94

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

1.04

-0.34

Correlation

The correlation between HIUS.L and CU1.L is 0.90, 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

HIUS.L vs. CU1.L - Dividend Comparison

Neither HIUS.L nor CU1.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HIUS.L vs. CU1.L - Drawdown Comparison

The maximum HIUS.L drawdown since its inception was -25.20%, roughly equal to the maximum CU1.L drawdown of -25.87%. Use the drawdown chart below to compare losses from any high point for HIUS.L and CU1.L.


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Drawdown Indicators


HIUS.LCU1.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.20%

-25.87%

+0.67%

Max Drawdown (1Y)

Largest decline over 1 year

-10.20%

-10.85%

+0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-21.55%

Max Drawdown (10Y)

Largest decline over 10 years

-25.87%

Current Drawdown

Current decline from peak

-4.55%

-5.30%

+0.75%

Average Drawdown

Average peak-to-trough decline

-4.02%

-3.46%

-0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

2.29%

+0.18%

Volatility

HIUS.L vs. CU1.L - Volatility Comparison

HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.L) has a higher volatility of 4.57% compared to iShares MSCI USA UCITS ETF USD (Acc) (CU1.L) at 3.75%. This indicates that HIUS.L's price experiences larger fluctuations and is considered to be riskier than CU1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIUS.LCU1.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

3.75%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

10.49%

8.38%

+2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

17.75%

15.67%

+2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.52%

14.63%

+0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.52%

15.79%

-0.27%