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HSJD.L vs. HSTE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HSJD.L vs. HSTE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HSBC Japan Screened Equity UCITS ETF (HSJD.L) and HSBC Hang Seng Tech UCITS ETF (HSTE.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, HSJD.L achieves a 13.03% return, which is significantly higher than HSTE.L's -13.70% return.


HSJD.L

1D
-0.70%
1M
0.36%
6M
6.81%
YTD
13.03%
1Y
34.57%
3Y*
19.20%
5Y*
10.56%
10Y*

HSTE.L

1D
2.14%
1M
0.30%
6M
-18.64%
YTD
-13.70%
1Y
-11.29%
3Y*
5.00%
5Y*
-8.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HSJD.L vs. HSTE.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HSJD.L
HSBC Japan Screened Equity UCITS ETF
13.03%26.99%12.16%19.62%-15.38%3.24%4.14%
HSTE.L
HSBC Hang Seng Tech UCITS ETF
-13.70%24.64%19.65%-8.46%-27.99%-32.88%-86.54%

Correlation

The correlation between HSJD.L and HSTE.L is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.31

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

0.34

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2020

0.34

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Return for Risk

HSJD.L vs. HSTE.L — Risk / Return Rank

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

HSJD.L
HSJD.L Risk / Return Rank: 5959
Overall Rank
HSJD.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
HSJD.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
HSJD.L Omega Ratio Rank: 6161
Omega Ratio Rank
HSJD.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
HSJD.L Martin Ratio Rank: 5252
Martin Ratio Rank

HSTE.L
HSTE.L Risk / Return Rank: 66
Overall Rank
HSTE.L Sharpe Ratio Rank: 66
Sharpe Ratio Rank
HSTE.L Sortino Ratio Rank: 55
Sortino Ratio Rank
HSTE.L Omega Ratio Rank: 66
Omega Ratio Rank
HSTE.L Calmar Ratio Rank: 66
Calmar Ratio Rank
HSTE.L Martin Ratio Rank: 77
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.

HSJD.L vs. HSTE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Japan Screened Equity UCITS ETF (HSJD.L) and HSBC Hang Seng Tech UCITS ETF (HSTE.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.


HSJD.LHSTE.LDifference
Sharpe ratioReturn per unit of total volatility

+2.04

Sortino ratioReturn per unit of downside risk

+2.74

Omega ratioGain probability vs. loss probability

1.30

0.95

+0.35

Calmar ratioReturn relative to maximum drawdown

2.41

-0.32

+2.73

Martin ratioReturn relative to average drawdown

7.22

-0.57

+7.79

HSJD.L vs. HSTE.L - Sharpe Ratio Comparison

The current HSJD.L Sharpe Ratio is 1.63, which is higher than the HSTE.L Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of HSJD.L and HSTE.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

HSJD.L vs. HSTE.L - Drawdown Comparison

The maximum HSJD.L drawdown since its inception was -30.50%, smaller than the maximum HSTE.L drawdown of -95.65%. Use the drawdown chart below to compare losses from any high point for HSJD.L and HSTE.L.


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Drawdown Indicators


HSJD.LHSTE.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.50%

-95.65%

+65.15%

Max Drawdown (1Y)

Largest decline over 1 year

-14.22%

-35.09%

+20.87%

Max Drawdown (3Y)

Largest decline over 3 years

-14.22%

-35.09%

+20.87%

Max Drawdown (5Y)

Largest decline over 5 years

-30.50%

-63.71%

+33.21%

Current Drawdown

Current decline from peak

-1.89%

-92.33%

+90.44%

Average Drawdown

Average peak-to-trough decline

-7.51%

-91.81%

+84.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.76%

19.67%

-14.91%

Volatility

HSJD.L vs. HSTE.L - Volatility Comparison

The current volatility for HSBC Japan Screened Equity UCITS ETF (HSJD.L) is 5.22%, while HSBC Hang Seng Tech UCITS ETF (HSTE.L) has a volatility of 8.04%. This indicates that HSJD.L experiences smaller price fluctuations and is considered to be less risky than HSTE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSJD.LHSTE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

8.04%

-2.82%

Volatility (6M)

Calculated over the trailing 6-month period

17.25%

21.08%

-3.83%

Volatility (1Y)

Calculated over the trailing 1-year period

20.97%

28.05%

-7.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.40%

39.45%

-21.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.91%

53.48%

-35.57%

HSJD.L vs. HSTE.L - Expense Ratio Comparison

HSJD.L has a 0.18% expense ratio, which is lower than HSTE.L's 0.50% expense ratio.


Dividends

HSJD.L vs. HSTE.L - Dividend Comparison

Neither HSJD.L nor HSTE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HSJD.L and HSTE.L have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

HSJD.L is cheaper with a 0.18% expense ratio, compared with 0.50% for HSTE.L.

HSJD.L is categorized as Japan Equities, while HSTE.L is Technology Equities. HSJD.L tracks HSBC Japan Screened Equity UCITS ETF, while HSTE.L tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.18% for HSJD.L and 0.50% for HSTE.L.

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