HSJP.L vs. 500P.L
Compare and contrast key facts about HSBC Japan Sustainable Equity UCITS ETF USD (HSJP.L) and Franklin S&P 500 Paris Aligned Climate UCITS ETF (500P.L).
HSJP.L and 500P.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HSJP.L is a passively managed fund by HSBC that tracks the performance of the TOPIX TR JPY. It was launched on Jun 4, 2020. 500P.L is a passively managed fund by Franklin that tracks the performance of the S&P 500 Net Zero 2050 Paris-Aligned ESG Index. It was launched on Jul 29, 2020. Both HSJP.L and 500P.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
HSJP.L vs. 500P.L - Performance Comparison
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HSJP.L vs. 500P.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HSJP.L HSBC Japan Sustainable Equity UCITS ETF USD | 5.91% | 18.24% | 13.93% | 13.26% | -5.31% | 4.55% | 20.12% |
500P.L Franklin S&P 500 Paris Aligned Climate UCITS ETF | -6.34% | 7.74% | 28.94% | 23.30% | -12.86% | 34.04% | 11.40% |
Returns By Period
In the year-to-date period, HSJP.L achieves a 5.91% return, which is significantly higher than 500P.L's -6.34% return.
HSJP.L
- 1D
- 4.34%
- 1M
- -3.06%
- YTD
- 5.91%
- 6M
- 12.95%
- 1Y
- 25.04%
- 3Y*
- 15.82%
- 5Y*
- 9.49%
- 10Y*
- —
500P.L
- 1D
- 1.60%
- 1M
- -3.81%
- YTD
- -6.34%
- 6M
- -3.44%
- 1Y
- 8.99%
- 3Y*
- 14.95%
- 5Y*
- 11.95%
- 10Y*
- —
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HSJP.L vs. 500P.L - Expense Ratio Comparison
HSJP.L has a 0.18% expense ratio, which is higher than 500P.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
HSJP.L vs. 500P.L — Risk / Return Rank
HSJP.L
500P.L
HSJP.L vs. 500P.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC Japan Sustainable Equity UCITS ETF USD (HSJP.L) and Franklin S&P 500 Paris Aligned Climate UCITS ETF (500P.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.
| HSJP.L | 500P.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 0.59 | +0.69 |
Sortino ratioReturn per unit of downside risk | 1.79 | 0.90 | +0.89 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.13 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.20 | 0.83 | +1.37 |
Martin ratioReturn relative to average drawdown | 7.74 | 2.70 | +5.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HSJP.L | 500P.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 0.59 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.80 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.92 | -0.23 |
Correlation
The correlation between HSJP.L and 500P.L is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
HSJP.L vs. 500P.L - Dividend Comparison
Neither HSJP.L nor 500P.L has paid dividends to shareholders.
Drawdowns
HSJP.L vs. 500P.L - Drawdown Comparison
The maximum HSJP.L drawdown since its inception was -16.22%, smaller than the maximum 500P.L drawdown of -20.32%. Use the drawdown chart below to compare losses from any high point for HSJP.L and 500P.L.
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Drawdown Indicators
| HSJP.L | 500P.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.22% | -20.32% | +4.10% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -10.81% | -1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -16.22% | -20.32% | +4.10% |
Current DrawdownCurrent decline from peak | -6.76% | -8.52% | +1.76% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -4.23% | -0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 3.32% | +0.13% |
Volatility
HSJP.L vs. 500P.L - Volatility Comparison
HSBC Japan Sustainable Equity UCITS ETF USD (HSJP.L) has a higher volatility of 8.46% compared to Franklin S&P 500 Paris Aligned Climate UCITS ETF (500P.L) at 3.78%. This indicates that HSJP.L's price experiences larger fluctuations and is considered to be riskier than 500P.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HSJP.L | 500P.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.46% | 3.78% | +4.68% |
Volatility (6M)Calculated over the trailing 6-month period | 15.08% | 8.28% | +6.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.54% | 15.35% | +4.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.91% | 14.91% | +1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.84% | 15.18% | +0.66% |