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HPEM.L vs. HEMC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HPEM.L vs. HEMC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hsbc Etfs PLC - Hsbc Msci Emerging Markets Climate Paris Aligned Ucits Etf (HPEM.L) and HSBC MSCI Emerging Markets UCITS ETF USD (Acc) (HEMC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HPEM.L is traded in USD, while HEMC.L is traded in GBP. To make them comparable, the HEMC.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HPEM.L achieves a 17.86% return, which is significantly lower than HEMC.L's 20.79% return.


HPEM.L

1D
0.66%
1M
-5.69%
6M
12.47%
YTD
17.86%
1Y
35.57%
3Y*
17.62%
5Y*
10Y*

HEMC.L

1D
0.00%
1M
-5.70%
6M
14.70%
YTD
20.79%
1Y
38.65%
3Y*
20.15%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HPEM.L vs. HEMC.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
HPEM.L
Hsbc Etfs PLC - Hsbc Msci Emerging Markets Climate Paris Aligned Ucits Etf
17.86%32.60%6.21%6.27%-7.13%
HEMC.L
HSBC MSCI Emerging Markets UCITS ETF USD (Acc)
20.79%34.15%7.08%8.45%-22.22%

Correlation

The correlation between HPEM.L and HEMC.L is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.94

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2022

0.88

The correlation between HPEM.L and HEMC.L has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.

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Return for Risk

HPEM.L vs. HEMC.L — Risk / Return Rank

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

HPEM.L
HPEM.L Risk / Return Rank: 6464
Overall Rank
HPEM.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
HPEM.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
HPEM.L Omega Ratio Rank: 6262
Omega Ratio Rank
HPEM.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
HPEM.L Martin Ratio Rank: 6666
Martin Ratio Rank

HEMC.L
HEMC.L Risk / Return Rank: 3939
Overall Rank
HEMC.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
HEMC.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
HEMC.L Omega Ratio Rank: 7676
Omega Ratio Rank
HEMC.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
HEMC.L Martin Ratio Rank: 2424
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.

HPEM.L vs. HEMC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hsbc Etfs PLC - Hsbc Msci Emerging Markets Climate Paris Aligned Ucits Etf (HPEM.L) and HSBC MSCI Emerging Markets UCITS ETF USD (Acc) (HEMC.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.


HPEM.LHEMC.LDifference
Sharpe ratioReturn per unit of total volatility

+0.81

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.30

1.33

-0.03

Calmar ratioReturn relative to maximum drawdown

2.95

1.40

+1.54

Martin ratioReturn relative to average drawdown

9.40

2.59

+6.81

HPEM.L vs. HEMC.L - Sharpe Ratio Comparison

The current HPEM.L Sharpe Ratio is 1.65, which is higher than the HEMC.L Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of HPEM.L and HEMC.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

HPEM.L vs. HEMC.L - Drawdown Comparison

The maximum HPEM.L drawdown since its inception was -22.86%, smaller than the maximum HEMC.L drawdown of -32.92%. Use the drawdown chart below to compare losses from any high point for HPEM.L and HEMC.L.


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Drawdown Indicators


HPEM.LHEMC.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.86%

-32.92%

+10.06%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-27.53%

+15.10%

Max Drawdown (3Y)

Largest decline over 3 years

-16.82%

-27.53%

+10.71%

Current Drawdown

Current decline from peak

-7.81%

-7.87%

+0.06%

Average Drawdown

Average peak-to-trough decline

-7.21%

-13.57%

+6.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

14.92%

-11.02%

Volatility

HPEM.L vs. HEMC.L - Volatility Comparison

Hsbc Etfs PLC - Hsbc Msci Emerging Markets Climate Paris Aligned Ucits Etf (HPEM.L) and HSBC MSCI Emerging Markets UCITS ETF USD (Acc) (HEMC.L) have volatilities of 9.19% and 9.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HPEM.LHEMC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.19%

9.21%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

19.87%

19.17%

+0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

22.17%

45.76%

-23.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.08%

31.64%

-12.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.08%

31.64%

-12.56%

Dividends

HPEM.L vs. HEMC.L - Dividend Comparison

Neither HPEM.L nor HEMC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, HPEM.L and HEMC.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.

HPEM.L tracks Hsbc Etfs PLC - Hsbc Msci Emerging Markets Climate Paris Aligned Ucits Etf, while HEMC.L tracks MSCI EM NR USD.

Portfolio Optimizer

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