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HSEF.L vs. GLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HSEF.L vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HSBC Emerging Market Sustainable Equity UCITS ETF USD (HSEF.L) and SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

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HSEF.L vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HSEF.L
HSBC Emerging Market Sustainable Equity UCITS ETF USD
3.85%20.85%17.02%-1.33%-8.36%1.82%11.41%
GLD
SPDR Gold Shares
12.30%52.02%28.87%7.06%11.03%-3.24%-5.48%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, HSEF.L achieves a 3.85% return, which is significantly lower than GLD's 10.64% return.


HSEF.L

1D
2.38%
1M
-3.61%
YTD
3.85%
6M
5.14%
1Y
24.64%
3Y*
13.03%
5Y*
5.36%
10Y*

GLD

1D
0.00%
1M
-10.97%
YTD
10.64%
6M
23.20%
1Y
46.23%
3Y*
29.88%
5Y*
22.68%
10Y*
14.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HSEF.L vs. GLD - Expense Ratio Comparison

HSEF.L has a 0.18% expense ratio, which is lower than GLD's 0.40% expense ratio.


Return for Risk

HSEF.L vs. GLD — Risk / Return Rank

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

HSEF.L
HSEF.L Risk / Return Rank: 7676
Overall Rank
HSEF.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
HSEF.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
HSEF.L Omega Ratio Rank: 7373
Omega Ratio Rank
HSEF.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
HSEF.L Martin Ratio Rank: 7272
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 8585
Overall Rank
GLD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 8484
Sortino Ratio Rank
GLD Omega Ratio Rank: 8585
Omega Ratio Rank
GLD Calmar Ratio Rank: 8686
Calmar Ratio Rank
GLD Martin Ratio Rank: 8484
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.

HSEF.L vs. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Emerging Market Sustainable Equity UCITS ETF USD (HSEF.L) and SPDR Gold Shares (GLD). 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.


HSEF.LGLDDifference

Sharpe ratio

Return per unit of total volatility

1.52

1.79

-0.28

Sortino ratio

Return per unit of downside risk

1.95

2.24

-0.28

Omega ratio

Gain probability vs. loss probability

1.29

1.34

-0.06

Calmar ratio

Return relative to maximum drawdown

2.59

2.58

+0.01

Martin ratio

Return relative to average drawdown

8.30

9.79

-1.50

HSEF.L vs. GLD - Sharpe Ratio Comparison

The current HSEF.L Sharpe Ratio is 1.52, which is comparable to the GLD Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of HSEF.L and GLD, 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


HSEF.LGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

1.79

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

1.38

-1.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.70

-0.22

Correlation

The correlation between HSEF.L and GLD is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HSEF.L vs. GLD - Dividend Comparison

Neither HSEF.L nor GLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HSEF.L vs. GLD - Drawdown Comparison

The maximum HSEF.L drawdown since its inception was -23.33%, smaller than the maximum GLD drawdown of -41.89%. Use the drawdown chart below to compare losses from any high point for HSEF.L and GLD.


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Drawdown Indicators


HSEF.LGLDDifference

Max Drawdown

Largest peak-to-trough decline

-23.33%

-45.56%

+22.23%

Max Drawdown (1Y)

Largest decline over 1 year

-11.51%

-19.21%

+7.70%

Max Drawdown (5Y)

Largest decline over 5 years

-19.36%

-21.03%

+1.67%

Max Drawdown (10Y)

Largest decline over 10 years

-22.00%

Current Drawdown

Current decline from peak

-6.02%

-11.71%

+5.69%

Average Drawdown

Average peak-to-trough decline

-9.54%

-16.17%

+6.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

5.25%

-2.23%

Volatility

HSEF.L vs. GLD - Volatility Comparison

The current volatility for HSBC Emerging Market Sustainable Equity UCITS ETF USD (HSEF.L) is 5.48%, while SPDR Gold Shares (GLD) has a volatility of 10.65%. This indicates that HSEF.L experiences smaller price fluctuations and is considered to be less risky than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSEF.LGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.48%

10.65%

-5.17%

Volatility (6M)

Calculated over the trailing 6-month period

11.52%

23.23%

-11.71%

Volatility (1Y)

Calculated over the trailing 1-year period

16.17%

25.89%

-9.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.55%

16.53%

-0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.64%

16.23%

-0.59%