HIUS.L vs. HSTC.L
Compare and contrast key facts about HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.L) and HSBC Hang Seng Tech UCITS ETF (HSTC.L).
HIUS.L and HSTC.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HIUS.L is a passively managed fund by HSBC that tracks the performance of the MSCI USA Islamic ESG Universal Screened Select Index. It was launched on Nov 17, 2022. HSTC.L is a passively managed fund by HSBC that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Dec 9, 2020. Both HIUS.L and HSTC.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.
Performance
HIUS.L vs. HSTC.L - Performance Comparison
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HIUS.L vs. HSTC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HIUS.L HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating | -1.04% | 10.31% | 9.54% | 23.06% | -3.81% |
HSTC.L HSBC Hang Seng Tech UCITS ETF | -13.50% | 16.17% | 21.37% | -13.38% | 9.49% |
Returns By Period
In the year-to-date period, HIUS.L achieves a -1.04% return, which is significantly higher than HSTC.L's -13.50% return.
HIUS.L
- 1D
- 2.34%
- 1M
- -2.64%
- YTD
- -1.04%
- 6M
- 4.76%
- 1Y
- 23.59%
- 3Y*
- 11.25%
- 5Y*
- —
- 10Y*
- —
HSTC.L
- 1D
- 0.77%
- 1M
- -3.89%
- YTD
- -13.50%
- 6M
- -25.79%
- 1Y
- -14.95%
- 3Y*
- 1.33%
- 5Y*
- -10.37%
- 10Y*
- —
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HIUS.L vs. HSTC.L - Expense Ratio Comparison
HIUS.L has a 0.30% expense ratio, which is lower than HSTC.L's 0.50% expense ratio.
Return for Risk
HIUS.L vs. HSTC.L — Risk / Return Rank
HIUS.L
HSTC.L
HIUS.L vs. HSTC.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 HSBC Hang Seng Tech UCITS ETF (HSTC.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.L | HSTC.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | -0.53 | +1.87 |
Sortino ratioReturn per unit of downside risk | 1.94 | -0.60 | +2.54 |
Omega ratioGain probability vs. loss probability | 1.26 | 0.93 | +0.33 |
Calmar ratioReturn relative to maximum drawdown | 3.45 | -0.48 | +3.92 |
Martin ratioReturn relative to average drawdown | 9.58 | -1.07 | +10.65 |
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
| HIUS.L | HSTC.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | -0.53 | +1.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.27 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | -0.25 | +0.95 |
Correlation
The correlation between HIUS.L and HSTC.L is 0.26, 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
HIUS.L vs. HSTC.L - Dividend Comparison
Neither HIUS.L nor HSTC.L has paid dividends to shareholders.
Drawdowns
HIUS.L vs. HSTC.L - Drawdown Comparison
The maximum HIUS.L drawdown since its inception was -25.20%, smaller than the maximum HSTC.L drawdown of -69.93%. Use the drawdown chart below to compare losses from any high point for HIUS.L and HSTC.L.
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Drawdown Indicators
| HIUS.L | HSTC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.20% | -69.93% | +44.73% |
Max Drawdown (1Y)Largest decline over 1 year | -10.20% | -29.27% | +19.07% |
Max Drawdown (5Y)Largest decline over 5 years | — | -62.13% | — |
Current DrawdownCurrent decline from peak | -4.55% | -54.29% | +49.74% |
Average DrawdownAverage peak-to-trough decline | -4.02% | -49.96% | +45.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 13.03% | -10.56% |
Volatility
HIUS.L vs. HSTC.L - Volatility Comparison
The current volatility for HSBC MSCI USA Islamic Screened UCITS ETF USD Accumulating (HIUS.L) is 4.57%, while HSBC Hang Seng Tech UCITS ETF (HSTC.L) has a volatility of 7.84%. This indicates that HIUS.L experiences smaller price fluctuations and is considered to be less risky than HSTC.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.L | HSTC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 7.84% | -3.27% |
Volatility (6M)Calculated over the trailing 6-month period | 10.49% | 17.93% | -7.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.75% | 27.88% | -10.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.52% | 37.86% | -22.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.52% | 37.87% | -22.35% |