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HPAE.DE vs. SC0D.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HPAE.DE vs. SC0D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC MSCI Europe Climate Paris Aligned UCITS ETF EUR Acc (HPAE.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HPAE.DE achieves a 6.01% return, which is significantly lower than SC0D.DE's 7.29% return.


HPAE.DE

1D
0.91%
1M
0.82%
YTD
6.01%
6M
8.47%
1Y
12.19%
3Y*
11.34%
5Y*
10Y*

SC0D.DE

1D
0.74%
1M
1.96%
YTD
7.29%
6M
8.66%
1Y
15.55%
3Y*
15.50%
5Y*
11.35%
10Y*
10.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HPAE.DE vs. SC0D.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HPAE.DE
HSBC MSCI Europe Climate Paris Aligned UCITS ETF EUR Acc
6.01%16.07%6.83%17.07%-13.17%5.18%
SC0D.DE
Invesco EURO STOXX 50 UCITS ETF
7.29%22.01%10.91%22.46%-9.02%3.19%

Correlation

The correlation between HPAE.DE and SC0D.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.91

Correlation (All Time)
Calculated using the full available price history since Aug 11, 2021

0.93

The correlation between HPAE.DE and SC0D.DE has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

HPAE.DE vs. SC0D.DE — Risk / Return Rank

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

HPAE.DE
HPAE.DE Risk / Return Rank: 2626
Overall Rank
HPAE.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
HPAE.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
HPAE.DE Omega Ratio Rank: 2626
Omega Ratio Rank
HPAE.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
HPAE.DE Martin Ratio Rank: 2929
Martin Ratio Rank

SC0D.DE
SC0D.DE Risk / Return Rank: 2929
Overall Rank
SC0D.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SC0D.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
SC0D.DE Omega Ratio Rank: 2828
Omega Ratio Rank
SC0D.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
SC0D.DE Martin Ratio Rank: 3333
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.

HPAE.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI Europe Climate Paris Aligned UCITS ETF EUR Acc (HPAE.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.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.


HPAE.DESC0D.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.17

1.18

-0.01

Calmar ratioReturn relative to maximum drawdown

1.16

1.43

-0.27

Martin ratioReturn relative to average drawdown

4.08

4.87

-0.78

HPAE.DE vs. SC0D.DE - Sharpe Ratio Comparison

The current HPAE.DE Sharpe Ratio is 0.90, which is comparable to the SC0D.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of HPAE.DE and SC0D.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


HPAE.DESC0D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.98

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.46

+0.03

Drawdowns

HPAE.DE vs. SC0D.DE - Drawdown Comparison

The maximum HPAE.DE drawdown since its inception was -22.46%, smaller than the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for HPAE.DE and SC0D.DE.


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Drawdown Indicators


HPAE.DESC0D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.46%

-38.50%

+16.04%

Max Drawdown (1Y)

Largest decline over 1 year

-10.58%

-10.93%

+0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-15.94%

-16.54%

+0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-23.38%

Max Drawdown (10Y)

Largest decline over 10 years

-38.50%

Current Drawdown

Current decline from peak

-1.71%

-0.53%

-1.18%

Average Drawdown

Average peak-to-trough decline

-5.04%

-7.22%

+2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

3.21%

-0.21%

Volatility

HPAE.DE vs. SC0D.DE - Volatility Comparison

The current volatility for HSBC MSCI Europe Climate Paris Aligned UCITS ETF EUR Acc (HPAE.DE) is 4.61%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 4.94%. This indicates that HPAE.DE experiences smaller price fluctuations and is considered to be less risky than SC0D.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HPAE.DESC0D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

4.94%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

11.29%

12.94%

-1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

13.60%

15.95%

-2.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.74%

17.53%

-2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.74%

18.27%

-3.53%

HPAE.DE vs. SC0D.DE - Expense Ratio Comparison

HPAE.DE has a 0.15% expense ratio, which is higher than SC0D.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

HPAE.DE vs. SC0D.DE - Dividend Comparison

Neither HPAE.DE nor SC0D.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, HPAE.DE and SC0D.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.

On fees, SC0D.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SC0D.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for HPAE.DE.

HPAE.DE tracks MSCI Europe NR EUR, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: HSBC and Invesco. Their fees differ too: 0.15% for HPAE.DE and 0.05% for SC0D.DE.

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