PortfoliosLab logoPortfoliosLab logo
HPAW.DE vs. H4ZL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HPAW.DE vs. H4ZL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC MSCI World Climate Paris Aligned UCITS ETF (HPAW.DE) and HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (H4ZL.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, HPAW.DE achieves a 8.46% return, which is significantly lower than H4ZL.DE's 13.70% return.


HPAW.DE

1D
0.00%
1M
1.08%
6M
8.10%
YTD
8.46%
1Y
18.26%
3Y*
15.54%
5Y*
10Y*

H4ZL.DE

1D
0.05%
1M
2.05%
6M
10.58%
YTD
13.70%
1Y
17.30%
3Y*
8.40%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
HPAW.DE
HSBC MSCI World Climate Paris Aligned UCITS ETF
8.46%5.30%25.33%21.56%
H4ZL.DE
HSBC FTSE EPRA NAREIT Developed UCITS ETF USD
13.70%-1.48%5.75%6.44%

Correlation

The correlation between HPAW.DE and H4ZL.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.52

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

0.55

The correlation between HPAW.DE and H4ZL.DE shifts across timeframes, from 0.40 (1 year) to 0.55 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

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

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

HPAW.DE
HPAW.DE Risk / Return Rank: 5252
Overall Rank
HPAW.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
HPAW.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
HPAW.DE Omega Ratio Rank: 5353
Omega Ratio Rank
HPAW.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
HPAW.DE Martin Ratio Rank: 5353
Martin Ratio Rank

H4ZL.DE
H4ZL.DE Risk / Return Rank: 5454
Overall Rank
H4ZL.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
H4ZL.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
H4ZL.DE Omega Ratio Rank: 5252
Omega Ratio Rank
H4ZL.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
H4ZL.DE Martin Ratio Rank: 5555
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.

HPAW.DE vs. H4ZL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI World Climate Paris Aligned UCITS ETF (HPAW.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.


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

-0.04

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.27

1.27

0.00

Calmar ratioReturn relative to maximum drawdown

2.04

2.21

-0.17

Martin ratioReturn relative to average drawdown

7.44

7.68

-0.24

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

The current HPAW.DE Sharpe Ratio is 1.51, which is comparable to the H4ZL.DE Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of HPAW.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.


Loading charts...

Drawdowns

HPAW.DE vs. H4ZL.DE - Drawdown Comparison

The maximum HPAW.DE drawdown since its inception was -21.61%, 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 HPAW.DE and H4ZL.DE.


Loading charts...

Drawdown Indicators


HPAW.DEH4ZL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.61%

-20.11%

-1.50%

Max Drawdown (1Y)

Largest decline over 1 year

-9.00%

-7.84%

-1.16%

Max Drawdown (3Y)

Largest decline over 3 years

-21.61%

-20.11%

-1.50%

Current Drawdown

Current decline from peak

-0.46%

-0.93%

+0.47%

Average Drawdown

Average peak-to-trough decline

-5.64%

-6.49%

+0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

2.25%

+0.21%

Volatility

HPAW.DE vs. H4ZL.DE - Volatility Comparison

The current volatility for HSBC MSCI World Climate Paris Aligned UCITS ETF (HPAW.DE) is 2.76%, while HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (H4ZL.DE) has a volatility of 3.21%. This indicates that HPAW.DE experiences smaller price fluctuations and is considered to be less risky than H4ZL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HPAW.DEH4ZL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.76%

3.21%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

8.81%

8.71%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

12.19%

11.18%

+1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.68%

13.96%

+0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.68%

13.96%

+0.72%

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

HPAW.DE has a 0.18% 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

HPAW.DE vs. H4ZL.DE - Dividend Comparison

HPAW.DE has not paid dividends to shareholders, while H4ZL.DE's dividend yield for the trailing twelve months is around 2.88%.


PositionTTM202520242023
H4ZL.DE
HSBC FTSE EPRA NAREIT Developed UCITS ETF USD
2.88%3.31%3.28%3.42%
HPAW.DE
HSBC MSCI World Climate Paris Aligned UCITS ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


HPAW.DE and H4ZL.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HPAW.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HPAW.DE is cheaper with a 0.18% expense ratio, compared with 0.24% for H4ZL.DE.

HPAW.DE is categorized as Global Equities, while H4ZL.DE is REIT. HPAW.DE tracks MSCI World Climate Paris Aligned, while H4ZL.DE tracks FTSE EPRA/NAREIT Developed. Their fees differ too: 0.18% for HPAW.DE and 0.24% for H4ZL.DE.

Portfolio Optimizer

Find the right allocation for HPAW.DE and H4ZL.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer