PortfoliosLab logoPortfoliosLab logo
HPAS.L vs. MVEA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HPAS.L vs. MVEA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HSBC MSCI USA Climate Paris Aligned UCITS ETF USD Acc (HPAS.L) and iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HPAS.L vs. MVEA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HPAS.L
HSBC MSCI USA Climate Paris Aligned UCITS ETF USD Acc
-6.96%5.65%26.90%22.43%-14.66%11.67%
MVEA.L
iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF
-1.73%-2.72%14.94%6.35%-1.55%10.42%

Returns By Period

In the year-to-date period, HPAS.L achieves a -6.96% return, which is significantly lower than MVEA.L's -1.73% return.


HPAS.L

1D
1.83%
1M
-2.28%
YTD
-6.96%
6M
-4.22%
1Y
10.20%
3Y*
13.08%
5Y*
10Y*

MVEA.L

1D
0.23%
1M
-4.39%
YTD
-1.73%
6M
-1.38%
1Y
-4.20%
3Y*
5.61%
5Y*
6.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HPAS.L vs. MVEA.L - Expense Ratio Comparison

HPAS.L has a 0.12% expense ratio, which is lower than MVEA.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

HPAS.L vs. MVEA.L — Risk / Return Rank

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

HPAS.L
HPAS.L Risk / Return Rank: 2929
Overall Rank
HPAS.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
HPAS.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
HPAS.L Omega Ratio Rank: 3030
Omega Ratio Rank
HPAS.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
HPAS.L Martin Ratio Rank: 2727
Martin Ratio Rank

MVEA.L
MVEA.L Risk / Return Rank: 44
Overall Rank
MVEA.L Sharpe Ratio Rank: 66
Sharpe Ratio Rank
MVEA.L Sortino Ratio Rank: 55
Sortino Ratio Rank
MVEA.L Omega Ratio Rank: 55
Omega Ratio Rank
MVEA.L Calmar Ratio Rank: 33
Calmar Ratio Rank
MVEA.L Martin Ratio Rank: 00
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.

HPAS.L vs. MVEA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI USA Climate Paris Aligned UCITS ETF USD Acc (HPAS.L) and iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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.


HPAS.LMVEA.LDifference

Sharpe ratio

Return per unit of total volatility

0.62

-0.36

+0.98

Sortino ratio

Return per unit of downside risk

0.95

-0.41

+1.36

Omega ratio

Gain probability vs. loss probability

1.13

0.95

+0.18

Calmar ratio

Return relative to maximum drawdown

0.81

-0.63

+1.44

Martin ratio

Return relative to average drawdown

2.42

-1.80

+4.22

HPAS.L vs. MVEA.L - Sharpe Ratio Comparison

The current HPAS.L Sharpe Ratio is 0.62, which is higher than the MVEA.L Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of HPAS.L and MVEA.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.


Loading graphics...

Sharpe Ratios by Period


HPAS.LMVEA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

-0.36

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.58

-0.05

Correlation

The correlation between HPAS.L and MVEA.L is 0.74, 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

HPAS.L vs. MVEA.L - Dividend Comparison

Neither HPAS.L nor MVEA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HPAS.L vs. MVEA.L - Drawdown Comparison

The maximum HPAS.L drawdown since its inception was -23.23%, which is greater than MVEA.L's maximum drawdown of -14.36%. Use the drawdown chart below to compare losses from any high point for HPAS.L and MVEA.L.


Loading graphics...

Drawdown Indicators


HPAS.LMVEA.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.23%

-14.36%

-8.87%

Max Drawdown (1Y)

Largest decline over 1 year

-12.57%

-8.57%

-4.00%

Max Drawdown (5Y)

Largest decline over 5 years

-14.36%

Current Drawdown

Current decline from peak

-9.58%

-10.12%

+0.54%

Average Drawdown

Average peak-to-trough decline

-6.12%

-4.30%

-1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

2.25%

+1.96%

Volatility

HPAS.L vs. MVEA.L - Volatility Comparison

HSBC MSCI USA Climate Paris Aligned UCITS ETF USD Acc (HPAS.L) has a higher volatility of 4.06% compared to iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L) at 2.77%. This indicates that HPAS.L's price experiences larger fluctuations and is considered to be riskier than MVEA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


HPAS.LMVEA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

2.77%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

9.35%

6.11%

+3.24%

Volatility (1Y)

Calculated over the trailing 1-year period

16.59%

11.65%

+4.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.83%

11.66%

+4.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.83%

12.02%

+3.81%