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

Performance

HPAU.DE vs. MVEA.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 iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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 11.46% return, which is significantly higher than MVEA.DE's 2.43% return.


HPAU.DE

1D
-0.04%
1M
7.25%
YTD
11.46%
6M
10.58%
1Y
23.55%
3Y*
17.54%
5Y*
10Y*

MVEA.DE

1D
-0.13%
1M
3.15%
YTD
2.43%
6M
2.17%
1Y
1.20%
3Y*
6.69%
5Y*
6.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
HPAU.DE
HSBC MSCI USA Climate Paris Aligned UCITS ETF USD Acc
11.46%1.05%32.02%25.22%-19.66%12.01%
MVEA.DE
iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF
2.43%-7.09%19.73%8.74%-6.83%10.34%

Correlation

The correlation between HPAU.DE and MVEA.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.64

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

0.74

Over the past year, the correlation between HPAU.DE and MVEA.DE has dropped to 0.45 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.

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Return for Risk

HPAU.DE vs. MVEA.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: 4949
Overall Rank
HPAU.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
HPAU.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
HPAU.DE Omega Ratio Rank: 5353
Omega Ratio Rank
HPAU.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
HPAU.DE Martin Ratio Rank: 4040
Martin Ratio Rank

MVEA.DE
MVEA.DE Risk / Return Rank: 1010
Overall Rank
MVEA.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MVEA.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
MVEA.DE Omega Ratio Rank: 1010
Omega Ratio Rank
MVEA.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
MVEA.DE Martin Ratio Rank: 1111
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. MVEA.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 iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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.


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

+1.72

Sortino ratioReturn per unit of downside risk

+2.28

Omega ratioGain probability vs. loss probability

1.33

1.02

+0.30

Calmar ratioReturn relative to maximum drawdown

2.09

0.17

+1.93

Martin ratioReturn relative to average drawdown

6.17

0.35

+5.82

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

The current HPAU.DE Sharpe Ratio is 1.81, which is higher than the MVEA.DE Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of HPAU.DE and MVEA.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


HPAU.DEMVEA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

0.09

+1.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.66

+0.01

Drawdowns

HPAU.DE vs. MVEA.DE - Drawdown Comparison

The maximum HPAU.DE drawdown since its inception was -25.26%, which is greater than MVEA.DE's maximum drawdown of -17.47%. Use the drawdown chart below to compare losses from any high point for HPAU.DE and MVEA.DE.


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Drawdown Indicators


HPAU.DEMVEA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.26%

-17.47%

-7.79%

Max Drawdown (1Y)

Largest decline over 1 year

-11.34%

-4.92%

-6.42%

Max Drawdown (3Y)

Largest decline over 3 years

-25.26%

-17.47%

-7.79%

Max Drawdown (5Y)

Largest decline over 5 years

-17.47%

Current Drawdown

Current decline from peak

-0.34%

-10.27%

+9.93%

Average Drawdown

Average peak-to-trough decline

-7.13%

-5.38%

-1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.86%

2.39%

+1.47%

Volatility

HPAU.DE vs. MVEA.DE - Volatility Comparison

HSBC MSCI USA Climate Paris Aligned UCITS ETF USD Acc (HPAU.DE) has a higher volatility of 3.54% compared to iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) at 2.72%. This indicates that HPAU.DE's price experiences larger fluctuations and is considered to be riskier than MVEA.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.DEMVEA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

2.72%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

8.92%

5.90%

+3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

13.08%

8.97%

+4.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.63%

12.27%

+4.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.63%

12.79%

+3.84%

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

HPAU.DE has a 0.12% expense ratio, which is lower than MVEA.DE'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%.


Dividends

HPAU.DE vs. MVEA.DE - Dividend Comparison

Neither HPAU.DE nor MVEA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HPAU.DE and MVEA.DE have a correlation of 0.45, 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 0.20% for MVEA.DE.

HPAU.DE tracks MSCI USA Climate Paris Aligned, while MVEA.DE tracks Russell 1000 TR USD. They also come from different issuers: HSBC and iShares. Their fees differ too: 0.12% for HPAU.DE and 0.20% for MVEA.DE.

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