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HPAO.L vs. SUSW.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HPAO.L vs. SUSW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HSBC MSCI World Climate Paris Aligned UCITS ETF (HPAO.L) and iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L). The values are adjusted to include any dividend payments, if applicable.

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HPAO.L vs. SUSW.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HPAO.L
HSBC MSCI World Climate Paris Aligned UCITS ETF
-4.70%10.30%20.31%18.86%-12.38%11.05%
SUSW.L
iShares MSCI World SRI UCITS ETF EUR (Acc)
-1.08%7.34%12.96%18.37%-12.08%15.09%
Different Trading Currencies

HPAO.L is traded in GBP, while SUSW.L is traded in EUR. To make them comparable, the SUSW.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, HPAO.L achieves a -4.70% return, which is significantly lower than SUSW.L's -1.08% return.


HPAO.L

1D
0.26%
1M
-1.80%
YTD
-4.70%
6M
-2.33%
1Y
12.90%
3Y*
12.59%
5Y*
10Y*

SUSW.L

1D
-0.18%
1M
-2.42%
YTD
-1.08%
6M
0.44%
1Y
13.35%
3Y*
10.18%
5Y*
8.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HPAO.L vs. SUSW.L - Expense Ratio Comparison

HPAO.L has a 0.18% expense ratio, which is lower than SUSW.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

HPAO.L vs. SUSW.L — Risk / Return Rank

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

HPAO.L
HPAO.L Risk / Return Rank: 4848
Overall Rank
HPAO.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
HPAO.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
HPAO.L Omega Ratio Rank: 4343
Omega Ratio Rank
HPAO.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
HPAO.L Martin Ratio Rank: 5454
Martin Ratio Rank

SUSW.L
SUSW.L Risk / Return Rank: 4848
Overall Rank
SUSW.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SUSW.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
SUSW.L Omega Ratio Rank: 2626
Omega Ratio Rank
SUSW.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
SUSW.L Martin Ratio Rank: 8080
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.

HPAO.L vs. SUSW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI World Climate Paris Aligned UCITS ETF (HPAO.L) and iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.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.


HPAO.LSUSW.LDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.87

0.00

Sortino ratio

Return per unit of downside risk

1.30

1.28

+0.03

Omega ratio

Gain probability vs. loss probability

1.18

1.18

0.00

Calmar ratio

Return relative to maximum drawdown

1.77

3.09

-1.32

Martin ratio

Return relative to average drawdown

6.43

11.56

-5.13

HPAO.L vs. SUSW.L - Sharpe Ratio Comparison

The current HPAO.L Sharpe Ratio is 0.88, which is comparable to the SUSW.L Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of HPAO.L and SUSW.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HPAO.LSUSW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.87

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.67

-0.08

Correlation

The correlation between HPAO.L and SUSW.L is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HPAO.L vs. SUSW.L - Dividend Comparison

Neither HPAO.L nor SUSW.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HPAO.L vs. SUSW.L - Drawdown Comparison

The maximum HPAO.L drawdown since its inception was -19.46%, smaller than the maximum SUSW.L drawdown of -24.50%. Use the drawdown chart below to compare losses from any high point for HPAO.L and SUSW.L.


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Drawdown Indicators


HPAO.LSUSW.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.46%

-32.09%

+12.63%

Max Drawdown (1Y)

Largest decline over 1 year

-9.96%

-8.34%

-1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-21.13%

Current Drawdown

Current decline from peak

-6.43%

-5.24%

-1.19%

Average Drawdown

Average peak-to-trough decline

-4.87%

-5.02%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

2.15%

+0.59%

Volatility

HPAO.L vs. SUSW.L - Volatility Comparison

The current volatility for HSBC MSCI World Climate Paris Aligned UCITS ETF (HPAO.L) is 4.29%, while iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L) has a volatility of 4.68%. This indicates that HPAO.L experiences smaller price fluctuations and is considered to be less risky than SUSW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HPAO.LSUSW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.29%

4.68%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

8.60%

8.93%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

14.65%

15.12%

-0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.98%

14.16%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.98%

15.89%

-1.91%