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HPJS.L vs. FJPS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HPJS.L vs. FJPS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HSBC MSCI Japan Climate Paris Aligned UCITS ETF (HPJS.L) and Fidelity Sustainable Research Enhanced Japan Equity UCITS ETF Acc (FJPS.L). The values are adjusted to include any dividend payments, if applicable.

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HPJS.L vs. FJPS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HPJS.L
HSBC MSCI Japan Climate Paris Aligned UCITS ETF
-1.39%14.99%-1.51%9.90%-15.00%-3.14%
FJPS.L
Fidelity Sustainable Research Enhanced Japan Equity UCITS ETF Acc
2.77%14.84%8.88%12.32%-5.11%-3.56%

Returns By Period

In the year-to-date period, HPJS.L achieves a -1.39% return, which is significantly lower than FJPS.L's 2.77% return.


HPJS.L

1D
0.63%
1M
-10.63%
YTD
-1.39%
6M
2.98%
1Y
17.45%
3Y*
5.59%
5Y*
10Y*

FJPS.L

1D
0.31%
1M
-9.04%
YTD
2.77%
6M
7.25%
1Y
21.49%
3Y*
11.45%
5Y*
7.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HPJS.L vs. FJPS.L - Expense Ratio Comparison

HPJS.L has a 0.18% expense ratio, which is lower than FJPS.L's 0.30% expense ratio.


Return for Risk

HPJS.L vs. FJPS.L — Risk / Return Rank

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

HPJS.L
HPJS.L Risk / Return Rank: 5151
Overall Rank
HPJS.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
HPJS.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
HPJS.L Omega Ratio Rank: 4545
Omega Ratio Rank
HPJS.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
HPJS.L Martin Ratio Rank: 5151
Martin Ratio Rank

FJPS.L
FJPS.L Risk / Return Rank: 6565
Overall Rank
FJPS.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FJPS.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
FJPS.L Omega Ratio Rank: 5858
Omega Ratio Rank
FJPS.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
FJPS.L Martin Ratio Rank: 6767
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.

HPJS.L vs. FJPS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI Japan Climate Paris Aligned UCITS ETF (HPJS.L) and Fidelity Sustainable Research Enhanced Japan Equity UCITS ETF Acc (FJPS.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.


HPJS.LFJPS.LDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.12

-0.16

Sortino ratio

Return per unit of downside risk

1.46

1.60

-0.14

Omega ratio

Gain probability vs. loss probability

1.18

1.22

-0.04

Calmar ratio

Return relative to maximum drawdown

1.40

2.04

-0.64

Martin ratio

Return relative to average drawdown

5.07

6.91

-1.83

HPJS.L vs. FJPS.L - Sharpe Ratio Comparison

The current HPJS.L Sharpe Ratio is 0.95, which is comparable to the FJPS.L Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of HPJS.L and FJPS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HPJS.LFJPS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.12

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.45

-0.44

Correlation

The correlation between HPJS.L and FJPS.L is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HPJS.L vs. FJPS.L - Dividend Comparison

Neither HPJS.L nor FJPS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HPJS.L vs. FJPS.L - Drawdown Comparison

The maximum HPJS.L drawdown since its inception was -24.65%, which is greater than FJPS.L's maximum drawdown of -17.38%. Use the drawdown chart below to compare losses from any high point for HPJS.L and FJPS.L.


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Drawdown Indicators


HPJS.LFJPS.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.65%

-17.38%

-7.27%

Max Drawdown (1Y)

Largest decline over 1 year

-12.22%

-10.50%

-1.72%

Max Drawdown (5Y)

Largest decline over 5 years

-17.38%

Current Drawdown

Current decline from peak

-10.63%

-9.04%

-1.59%

Average Drawdown

Average peak-to-trough decline

-11.75%

-5.24%

-6.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

3.10%

+0.26%

Volatility

HPJS.L vs. FJPS.L - Volatility Comparison

The current volatility for HSBC MSCI Japan Climate Paris Aligned UCITS ETF (HPJS.L) is 8.32%, while Fidelity Sustainable Research Enhanced Japan Equity UCITS ETF Acc (FJPS.L) has a volatility of 9.17%. This indicates that HPJS.L experiences smaller price fluctuations and is considered to be less risky than FJPS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HPJS.LFJPS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.32%

9.17%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

13.91%

14.13%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

18.29%

19.20%

-0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.67%

15.84%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.67%

15.67%

0.00%