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HNSC.L vs. SEC0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HNSC.L vs. SEC0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HSBC Nasdaq Global Semiconductor UCITS ETF USD (HNSC.L) and iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HNSC.L is traded in USD, while SEC0.DE is traded in EUR. To make them comparable, the SEC0.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with HNSC.L having a 98.34% return and SEC0.DE slightly higher at 101.44%.


HNSC.L

1D
1.63%
1M
30.01%
YTD
98.34%
6M
101.55%
1Y
205.51%
3Y*
63.81%
5Y*
10Y*

SEC0.DE

1D
1.79%
1M
32.09%
YTD
101.44%
6M
105.83%
1Y
210.42%
3Y*
61.76%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HNSC.L vs. SEC0.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
HNSC.L
HSBC Nasdaq Global Semiconductor UCITS ETF USD
98.34%55.83%17.71%50.92%-18.53%
SEC0.DE
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)
101.44%54.06%13.94%66.10%-26.74%

Correlation

The correlation between HNSC.L and SEC0.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2022

0.73

Over the past year, HNSC.L and SEC0.DE have become more correlated (0.96) than their long-term average of 0.73, meaning their price movements have been converging.

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Return for Risk

HNSC.L vs. SEC0.DE — Risk / Return Rank

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

HNSC.L
HNSC.L Risk / Return Rank: 9797
Overall Rank
HNSC.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
HNSC.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
HNSC.L Omega Ratio Rank: 9696
Omega Ratio Rank
HNSC.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
HNSC.L Martin Ratio Rank: 9797
Martin Ratio Rank

SEC0.DE
SEC0.DE Risk / Return Rank: 9797
Overall Rank
SEC0.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SEC0.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
SEC0.DE Omega Ratio Rank: 9696
Omega Ratio Rank
SEC0.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
SEC0.DE Martin Ratio Rank: 9898
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.

HNSC.L vs. SEC0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Nasdaq Global Semiconductor UCITS ETF USD (HNSC.L) and iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.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.


HNSC.LSEC0.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.78

1.80

-0.02

Calmar ratioReturn relative to maximum drawdown

13.62

14.13

-0.51

Martin ratioReturn relative to average drawdown

49.03

52.77

-3.74

HNSC.L vs. SEC0.DE - Sharpe Ratio Comparison

The current HNSC.L Sharpe Ratio is 6.16, which is comparable to the SEC0.DE Sharpe Ratio of 6.37. The chart below compares the historical Sharpe Ratios of HNSC.L and SEC0.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HNSC.LSEC0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.16

6.37

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

1.66

1.13

+0.52

Drawdowns

HNSC.L vs. SEC0.DE - Drawdown Comparison

The maximum HNSC.L drawdown since its inception was -39.32%, smaller than the maximum SEC0.DE drawdown of -45.36%. Use the drawdown chart below to compare losses from any high point for HNSC.L and SEC0.DE.


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Drawdown Indicators


HNSC.LSEC0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.32%

-45.36%

+6.04%

Max Drawdown (1Y)

Largest decline over 1 year

-14.99%

-14.80%

-0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-37.21%

-38.70%

+1.49%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-9.52%

-13.42%

+3.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

3.97%

+0.20%

Volatility

HNSC.L vs. SEC0.DE - Volatility Comparison

HSBC Nasdaq Global Semiconductor UCITS ETF USD (HNSC.L) has a higher volatility of 14.12% compared to iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) at 13.28%. This indicates that HNSC.L's price experiences larger fluctuations and is considered to be riskier than SEC0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HNSC.LSEC0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.12%

13.28%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

25.99%

25.73%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

33.21%

32.87%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.72%

31.26%

+6.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.72%

31.26%

+6.46%

HNSC.L vs. SEC0.DE - Expense Ratio Comparison

Both HNSC.L and SEC0.DE have an expense ratio of 0.35%.


Dividends

HNSC.L vs. SEC0.DE - Dividend Comparison

Neither HNSC.L nor SEC0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, HNSC.L and SEC0.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

HNSC.L and SEC0.DE have the same expense ratio: 0.35% per year.

HNSC.L tracks Nasdaq Global Semiconductor, while SEC0.DE tracks MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped. They also come from different issuers: HSBC and iShares.

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