HNR1.DE vs. H4ZF.DE
Compare and contrast key facts about Hannover Rück SE (HNR1.DE) and HSBC S&P 500 UCITS ETF USD (H4ZF.DE).
H4ZF.DE is a passively managed fund by HSBC that tracks the performance of the S&P 500 Index. It was launched on May 14, 2010.
Performance
HNR1.DE vs. H4ZF.DE - Performance Comparison
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HNR1.DE vs. H4ZF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HNR1.DE Hannover Rück SE | 1.35% | 13.83% | 15.17% | 20.36% | 15.47% | 32.14% | -21.42% | 52.31% | 17.14% | 6.71% |
H4ZF.DE HSBC S&P 500 UCITS ETF USD | -2.86% | 4.74% | 32.24% | 22.66% | -14.40% | 40.68% | 7.94% | 36.99% | 0.78% | 8.65% |
Returns By Period
In the year-to-date period, HNR1.DE achieves a 1.35% return, which is significantly higher than H4ZF.DE's -2.86% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: HNR1.DE at 14.50% and H4ZF.DE at 14.50%.
HNR1.DE
- 1D
- 1.20%
- 1M
- 9.14%
- YTD
- 1.35%
- 6M
- 4.74%
- 1Y
- -0.21%
- 3Y*
- 18.97%
- 5Y*
- 15.25%
- 10Y*
- 14.50%
H4ZF.DE
- 1D
- 0.21%
- 1M
- -2.52%
- YTD
- -2.86%
- 6M
- -0.19%
- 1Y
- 10.36%
- 3Y*
- 16.02%
- 5Y*
- 12.11%
- 10Y*
- 14.50%
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Return for Risk
HNR1.DE vs. H4ZF.DE — Risk / Return Rank
HNR1.DE
H4ZF.DE
HNR1.DE vs. H4ZF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hannover Rück SE (HNR1.DE) and HSBC S&P 500 UCITS ETF USD (H4ZF.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.
| HNR1.DE | H4ZF.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.01 | 0.60 | -0.61 |
Sortino ratioReturn per unit of downside risk | 0.14 | 0.91 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.14 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | -0.03 | 2.33 | -2.36 |
Martin ratioReturn relative to average drawdown | -0.05 | 7.93 | -7.97 |
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
| HNR1.DE | H4ZF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.01 | 0.60 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.79 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.89 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.97 | -0.50 |
Correlation
The correlation between HNR1.DE and H4ZF.DE is 0.38, 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
HNR1.DE vs. H4ZF.DE - Dividend Comparison
HNR1.DE's dividend yield for the trailing twelve months is around 3.34%, more than H4ZF.DE's 0.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HNR1.DE Hannover Rück SE | 3.34% | 3.38% | 2.98% | 2.77% | 3.10% | 2.69% | 4.22% | 3.05% | 4.25% | 4.77% | 4.62% | 4.02% |
H4ZF.DE HSBC S&P 500 UCITS ETF USD | 0.94% | 0.95% | 0.96% | 1.19% | 1.32% | 0.91% | 2.24% | 2.98% | 3.49% | 3.23% | 3.29% | 4.21% |
Drawdowns
HNR1.DE vs. H4ZF.DE - Drawdown Comparison
The maximum HNR1.DE drawdown since its inception was -65.65%, which is greater than H4ZF.DE's maximum drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for HNR1.DE and H4ZF.DE.
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Drawdown Indicators
| HNR1.DE | H4ZF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.65% | -33.82% | -31.83% |
Max Drawdown (1Y)Largest decline over 1 year | -17.52% | -8.45% | -9.07% |
Max Drawdown (5Y)Largest decline over 5 years | -24.47% | -23.32% | -1.15% |
Max Drawdown (10Y)Largest decline over 10 years | -44.13% | -33.82% | -10.31% |
Current DrawdownCurrent decline from peak | -5.07% | -5.04% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -15.46% | -3.96% | -11.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.56% | 2.11% | +7.45% |
Volatility
HNR1.DE vs. H4ZF.DE - Volatility Comparison
Hannover Rück SE (HNR1.DE) has a higher volatility of 8.10% compared to HSBC S&P 500 UCITS ETF USD (H4ZF.DE) at 3.64%. This indicates that HNR1.DE's price experiences larger fluctuations and is considered to be riskier than H4ZF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HNR1.DE | H4ZF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.10% | 3.64% | +4.46% |
Volatility (6M)Calculated over the trailing 6-month period | 14.97% | 8.63% | +6.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.64% | 17.16% | +5.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.54% | 15.23% | +7.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.47% | 16.16% | +7.31% |