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HNSS.L vs. CYBP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HNSS.L vs. CYBP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HSBC Nasdaq Global Semiconductor UCITS ETF (HNSS.L) and Rize Cybersecurity and Data Privacy UCITS ETF (CYBP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, HNSS.L achieves a 97.02% return, which is significantly higher than CYBP.L's 22.80% return.


HNSS.L

1D
1.61%
1M
31.57%
YTD
97.02%
6M
99.27%
1Y
206.01%
3Y*
59.57%
5Y*
10Y*

CYBP.L

1D
-1.17%
1M
32.43%
YTD
22.80%
6M
19.42%
1Y
11.58%
3Y*
17.08%
5Y*
9.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HNSS.L vs. CYBP.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
HNSS.L
HSBC Nasdaq Global Semiconductor UCITS ETF
97.02%45.50%19.96%60.90%-19.12%
CYBP.L
Rize Cybersecurity and Data Privacy UCITS ETF
22.80%-5.63%11.55%39.00%-12.68%

Correlation

The correlation between HNSS.L and CYBP.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.44

Correlation (All Time)
Calculated using the full available price history since Jan 27, 2022

0.48

Over the past year, the correlation between HNSS.L and CYBP.L has dropped to 0.21 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.

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Return for Risk

HNSS.L vs. CYBP.L — Risk / Return Rank

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

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

CYBP.L
CYBP.L Risk / Return Rank: 1515
Overall Rank
CYBP.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CYBP.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
CYBP.L Omega Ratio Rank: 1717
Omega Ratio Rank
CYBP.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
CYBP.L Martin Ratio Rank: 1313
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.

HNSS.L vs. CYBP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Nasdaq Global Semiconductor UCITS ETF (HNSS.L) and Rize Cybersecurity and Data Privacy UCITS ETF (CYBP.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.


HNSS.LCYBP.LDifference
Sharpe ratioReturn per unit of total volatility

+6.05

Sortino ratioReturn per unit of downside risk

+5.52

Omega ratioGain probability vs. loss probability

1.83

1.11

+0.72

Calmar ratioReturn relative to maximum drawdown

15.56

0.39

+15.16

Martin ratioReturn relative to average drawdown

53.42

0.90

+52.52

HNSS.L vs. CYBP.L - Sharpe Ratio Comparison

The current HNSS.L Sharpe Ratio is 6.48, which is higher than the CYBP.L Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of HNSS.L and CYBP.L, 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


HNSS.LCYBP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.48

0.43

+6.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

1.37

0.52

+0.85

Drawdowns

HNSS.L vs. CYBP.L - Drawdown Comparison

The maximum HNSS.L drawdown since its inception was -36.83%, which is greater than CYBP.L's maximum drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for HNSS.L and CYBP.L.


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Drawdown Indicators


HNSS.LCYBP.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.83%

-34.20%

-2.63%

Max Drawdown (1Y)

Largest decline over 1 year

-13.16%

-29.52%

+16.36%

Max Drawdown (3Y)

Largest decline over 3 years

-36.83%

-34.20%

-2.63%

Max Drawdown (5Y)

Largest decline over 5 years

-34.20%

Current Drawdown

Current decline from peak

0.00%

-2.50%

+2.50%

Average Drawdown

Average peak-to-trough decline

-9.56%

-12.81%

+3.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

12.87%

-9.03%

Volatility

HNSS.L vs. CYBP.L - Volatility Comparison

HSBC Nasdaq Global Semiconductor UCITS ETF (HNSS.L) has a higher volatility of 13.37% compared to Rize Cybersecurity and Data Privacy UCITS ETF (CYBP.L) at 11.75%. This indicates that HNSS.L's price experiences larger fluctuations and is considered to be riskier than CYBP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HNSS.LCYBP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.37%

11.75%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

24.40%

24.02%

+0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

31.66%

26.82%

+4.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.10%

24.74%

+5.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.10%

25.51%

+4.59%

HNSS.L vs. CYBP.L - Expense Ratio Comparison

HNSS.L has a 0.35% expense ratio, which is lower than CYBP.L's 0.45% expense ratio.


Dividends

HNSS.L vs. CYBP.L - Dividend Comparison

Neither HNSS.L nor CYBP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HNSS.L and CYBP.L have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HNSS.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HNSS.L is cheaper with a 0.35% expense ratio, compared with 0.45% for CYBP.L.

HNSS.L is categorized as Semiconductors, while CYBP.L is Technology Equities. HNSS.L tracks Nasdaq Global Semiconductor Index, while CYBP.L tracks MSCI World/Information Tech NR USD. They also come from different issuers: HSBC and Davy. Their fees differ too: 0.35% for HNSS.L and 0.45% for CYBP.L.

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