HSJP.L vs. IUHC.L
Compare and contrast key facts about HSBC Japan Sustainable Equity UCITS ETF USD (HSJP.L) and iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IUHC.L).
HSJP.L and IUHC.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. IUHC.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Health Care Index. It was launched on Jun 15, 2020. Both HSJP.L and IUHC.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. IUHC.L - Performance Comparison
Loading graphics...
HSJP.L vs. IUHC.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% | 14.34% |
IUHC.L iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) | -3.00% | 6.50% | 3.95% | -3.36% | 8.95% | 28.79% | 1.33% |
Different Trading Currencies
HSJP.L is traded in GBP, while IUHC.L is traded in USD. To make them comparable, the IUHC.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, HSJP.L achieves a 5.91% return, which is significantly higher than IUHC.L's -3.00% 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*
- —
IUHC.L
- 1D
- 1.56%
- 1M
- -5.17%
- YTD
- -3.00%
- 6M
- 6.71%
- 1Y
- 0.93%
- 3Y*
- 3.64%
- 5Y*
- 7.13%
- 10Y*
- 10.36%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
HSJP.L vs. IUHC.L - Expense Ratio Comparison
HSJP.L has a 0.18% expense ratio, which is higher than IUHC.L's 0.15% 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. IUHC.L — Risk / Return Rank
HSJP.L
IUHC.L
HSJP.L vs. IUHC.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 iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IUHC.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 | IUHC.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 0.05 | +1.22 |
Sortino ratioReturn per unit of downside risk | 1.79 | 0.19 | +1.60 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.02 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.20 | 0.18 | +2.02 |
Martin ratioReturn relative to average drawdown | 7.74 | 0.35 | +7.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| HSJP.L | IUHC.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 0.05 | +1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.48 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.61 | +0.08 |
Correlation
The correlation between HSJP.L and IUHC.L is 0.31, 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
HSJP.L vs. IUHC.L - Dividend Comparison
Neither HSJP.L nor IUHC.L has paid dividends to shareholders.
Drawdowns
HSJP.L vs. IUHC.L - Drawdown Comparison
The maximum HSJP.L drawdown since its inception was -16.22%, smaller than the maximum IUHC.L drawdown of -19.73%. Use the drawdown chart below to compare losses from any high point for HSJP.L and IUHC.L.
Loading graphics...
Drawdown Indicators
| HSJP.L | IUHC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.22% | -27.44% | +11.22% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -10.72% | -1.43% |
Max Drawdown (5Y)Largest decline over 5 years | -16.22% | -17.63% | +1.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.44% | — |
Current DrawdownCurrent decline from peak | -6.76% | -7.00% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -4.86% | +0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 4.93% | -1.48% |
Volatility
HSJP.L vs. IUHC.L - Volatility Comparison
HSBC Japan Sustainable Equity UCITS ETF USD (HSJP.L) has a higher volatility of 8.46% compared to iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IUHC.L) at 5.06%. This indicates that HSJP.L's price experiences larger fluctuations and is considered to be riskier than IUHC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| HSJP.L | IUHC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.46% | 5.06% | +3.40% |
Volatility (6M)Calculated over the trailing 6-month period | 15.08% | 10.38% | +4.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.54% | 17.46% | +2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.91% | 14.96% | +0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.84% | 16.55% | -0.71% |