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HPAU.DE vs. H4ZL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HPAU.DE vs. H4ZL.DE - 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 (HPAU.DE) and HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (H4ZL.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, HPAU.DE achieves a 7.59% return, which is significantly lower than H4ZL.DE's 12.75% return.


HPAU.DE

1D
0.00%
1M
-1.10%
YTD
7.59%
6M
7.82%
1Y
19.86%
3Y*
16.41%
5Y*
10Y*

H4ZL.DE

1D
-0.23%
1M
2.21%
YTD
12.75%
6M
13.94%
1Y
15.88%
3Y*
9.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HPAU.DE vs. H4ZL.DE - Yearly Performance Comparison


2026 (YTD)202520242023
HPAU.DE
HSBC MSCI USA Climate Paris Aligned UCITS ETF USD Acc
7.59%1.05%32.02%25.22%
H4ZL.DE
HSBC FTSE EPRA NAREIT Developed UCITS ETF USD
12.75%-1.48%5.75%6.44%

Correlation

The correlation between HPAU.DE and H4ZL.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.47

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2023

0.50

The correlation between HPAU.DE and H4ZL.DE shifts across timeframes, from 0.34 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HPAU.DE vs. H4ZL.DE — Risk / Return Rank

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

HPAU.DE
HPAU.DE Risk / Return Rank: 4242
Overall Rank
HPAU.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
HPAU.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
HPAU.DE Omega Ratio Rank: 4545
Omega Ratio Rank
HPAU.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
HPAU.DE Martin Ratio Rank: 3636
Martin Ratio Rank

H4ZL.DE
H4ZL.DE Risk / Return Rank: 4444
Overall Rank
H4ZL.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
H4ZL.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
H4ZL.DE Omega Ratio Rank: 4141
Omega Ratio Rank
H4ZL.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
H4ZL.DE Martin Ratio Rank: 4747
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.

HPAU.DE vs. H4ZL.DE - 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 (HPAU.DE) and HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (H4ZL.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HPAU.DEH4ZL.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.26

1.24

+0.02

Calmar ratioReturn relative to maximum drawdown

1.76

2.03

-0.27

Martin ratioReturn relative to average drawdown

5.07

7.07

-2.00

HPAU.DE vs. H4ZL.DE - Sharpe Ratio Comparison

The current HPAU.DE Sharpe Ratio is 1.47, which is comparable to the H4ZL.DE Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of HPAU.DE and H4ZL.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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Drawdowns

HPAU.DE vs. H4ZL.DE - Drawdown Comparison

The maximum HPAU.DE drawdown since its inception was -25.26%, which is greater than H4ZL.DE's maximum drawdown of -20.11%. Use the drawdown chart below to compare losses from any high point for HPAU.DE and H4ZL.DE.


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Drawdown Indicators


HPAU.DEH4ZL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.26%

-20.11%

-5.15%

Max Drawdown (1Y)

Largest decline over 1 year

-11.34%

-7.84%

-3.50%

Max Drawdown (3Y)

Largest decline over 3 years

-25.26%

-20.11%

-5.15%

Current Drawdown

Current decline from peak

-3.79%

-0.23%

-3.56%

Average Drawdown

Average peak-to-trough decline

-7.09%

-6.58%

-0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

2.25%

+1.68%

Volatility

HPAU.DE vs. H4ZL.DE - Volatility Comparison

HSBC MSCI USA Climate Paris Aligned UCITS ETF USD Acc (HPAU.DE) has a higher volatility of 4.16% compared to HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (H4ZL.DE) at 3.58%. This indicates that HPAU.DE's price experiences larger fluctuations and is considered to be riskier than H4ZL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HPAU.DEH4ZL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

3.58%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

9.46%

8.68%

+0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

13.58%

11.34%

+2.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.63%

14.00%

+2.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.63%

14.00%

+2.63%

HPAU.DE vs. H4ZL.DE - Expense Ratio Comparison

HPAU.DE has a 0.12% expense ratio, which is lower than H4ZL.DE's 0.24% 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%.


Dividends

HPAU.DE vs. H4ZL.DE - Dividend Comparison

HPAU.DE has not paid dividends to shareholders, while H4ZL.DE's dividend yield for the trailing twelve months is around 2.90%.


PositionTTM202520242023
H4ZL.DE
HSBC FTSE EPRA NAREIT Developed UCITS ETF USD
2.90%3.31%3.28%3.42%
HPAU.DE
HSBC MSCI USA Climate Paris Aligned UCITS ETF USD Acc
0.00%0.00%0.00%0.00%

Frequently Asked Questions


HPAU.DE and H4ZL.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HPAU.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HPAU.DE is cheaper with a 0.12% expense ratio, compared with 0.24% for H4ZL.DE.

HPAU.DE is categorized as Large Cap Blend Equities, while H4ZL.DE is REIT. HPAU.DE tracks MSCI USA Climate Paris Aligned, while H4ZL.DE tracks FTSE EPRA/NAREIT Developed. Their fees differ too: 0.12% for HPAU.DE and 0.24% for H4ZL.DE.

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