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HPAW.L vs. SPXS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HPAW.L vs. SPXS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HSBC ETFs PLC - HSBC MSCI World Climate Paris Aligned UCITS ETF (HPAW.L) and Invesco S&P 500 UCITS ETF (SPXS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HPAW.L achieves a 6.16% return, which is significantly lower than SPXS.L's 10.20% return.


HPAW.L

1D
0.24%
1M
0.03%
6M
6.34%
YTD
6.16%
1Y
16.79%
3Y*
16.39%
5Y*
9.58%
10Y*

SPXS.L

1D
-0.12%
1M
-0.05%
6M
9.96%
YTD
10.20%
1Y
-98.78%
3Y*
-74.11%
5Y*
-54.94%
10Y*
-27.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HPAW.L vs. SPXS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HPAW.L
HSBC ETFs PLC - HSBC MSCI World Climate Paris Aligned UCITS ETF
6.16%17.97%18.58%25.68%-21.73%7.56%
SPXS.L
Invesco S&P 500 UCITS ETF
10.20%-98.82%25.56%27.00%-18.53%10.97%

Correlation

The correlation between HPAW.L and SPXS.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2021

0.96

The correlation between HPAW.L and SPXS.L has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

HPAW.L vs. SPXS.L — Risk / Return Rank

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

HPAW.L
HPAW.L Risk / Return Rank: 4444
Overall Rank
HPAW.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
HPAW.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
HPAW.L Omega Ratio Rank: 4242
Omega Ratio Rank
HPAW.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
HPAW.L Martin Ratio Rank: 4848
Martin Ratio Rank

SPXS.L
SPXS.L Risk / Return Rank: 22
Overall Rank
SPXS.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SPXS.L Sortino Ratio Rank: 44
Sortino Ratio Rank
SPXS.L Omega Ratio Rank: 00
Omega Ratio Rank
SPXS.L Calmar Ratio Rank: 00
Calmar Ratio Rank
SPXS.L Martin Ratio Rank: 33
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.L vs. SPXS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC ETFs PLC - HSBC MSCI World Climate Paris Aligned UCITS ETF (HPAW.L) and Invesco S&P 500 UCITS ETF (SPXS.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.

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.LSPXS.LDifference
Sharpe ratioReturn per unit of total volatility

+2.28

Sortino ratioReturn per unit of downside risk

+2.75

Omega ratioGain probability vs. loss probability

1.23

0.52

+0.71

Calmar ratioReturn relative to maximum drawdown

1.65

-1.00

+2.65

Martin ratioReturn relative to average drawdown

6.44

-1.23

+7.67

HPAW.L vs. SPXS.L - Sharpe Ratio Comparison

The current HPAW.L Sharpe Ratio is 1.28, which is higher than the SPXS.L Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of HPAW.L and SPXS.L, 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

HPAW.L vs. SPXS.L - Drawdown Comparison

The maximum HPAW.L drawdown since its inception was -29.31%, smaller than the maximum SPXS.L drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for HPAW.L and SPXS.L.


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Drawdown Indicators


HPAW.LSPXS.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.31%

-99.07%

+69.76%

Max Drawdown (1Y)

Largest decline over 1 year

-10.10%

-99.07%

+88.97%

Max Drawdown (3Y)

Largest decline over 3 years

-17.47%

-99.07%

+81.60%

Max Drawdown (5Y)

Largest decline over 5 years

-29.31%

-99.07%

+69.76%

Max Drawdown (10Y)

Largest decline over 10 years

-99.07%

Current Drawdown

Current decline from peak

-1.00%

-98.90%

+97.90%

Average Drawdown

Average peak-to-trough decline

-7.12%

-7.67%

+0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

80.57%

-77.97%

Volatility

HPAW.L vs. SPXS.L - Volatility Comparison

HSBC ETFs PLC - HSBC MSCI World Climate Paris Aligned UCITS ETF (HPAW.L) has a higher volatility of 3.10% compared to Invesco S&P 500 UCITS ETF (SPXS.L) at 2.73%. This indicates that HPAW.L's price experiences larger fluctuations and is considered to be riskier than SPXS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HPAW.LSPXS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.10%

2.73%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

10.43%

9.24%

+1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

13.01%

99.43%

-86.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.30%

47.13%

-30.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.28%

35.27%

-18.99%

Dividends

HPAW.L vs. SPXS.L - Dividend Comparison

Neither HPAW.L nor SPXS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, HPAW.L and SPXS.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

HPAW.L tracks HSBC ETFs PLC - HSBC MSCI World Climate Paris Aligned UCITS ETF, while SPXS.L tracks Invesco S&P 500 UCITS ETF. They also come from different issuers: HSBC and Invesco.

Portfolio Optimizer

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