HSPD.L vs. HSBC
Compare and contrast key facts about HSBC S&P 500 UCITS ETF (HSPD.L) and HSBC Holdings plc (HSBC).
HSPD.L is a passively managed fund by HSBC that tracks the performance of the Russell 1000 TR USD. It was launched on May 14, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HSPD.L or HSBC.
Key characteristics
| HSPD.L | HSBC | |
|---|---|---|
| YTD Return | 26.43% | 19.39% |
| 1Y Return | 38.38% | 30.92% |
| 3Y Return (Ann) | 10.00% | 23.13% |
| 5Y Return (Ann) | 15.78% | 8.00% |
| 10Y Return (Ann) | 13.05% | 4.22% |
| Sharpe Ratio | 3.31 | 1.40 |
| Sortino Ratio | 4.58 | 1.72 |
| Omega Ratio | 1.63 | 1.26 |
| Calmar Ratio | 4.94 | 1.63 |
| Martin Ratio | 21.46 | 8.33 |
| Ulcer Index | 1.80% | 3.66% |
| Daily Std Dev | 11.65% | 21.82% |
| Max Drawdown | -34.00% | -74.47% |
| Current Drawdown | 0.00% | -4.05% |
Correlation
The correlation between HSPD.L and HSBC is 0.37, 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.
Performance
HSPD.L vs. HSBC - Performance Comparison
In the year-to-date period, HSPD.L achieves a 26.43% return, which is significantly higher than HSBC's 19.39% return. Over the past 10 years, HSPD.L has outperformed HSBC with an annualized return of 13.05%, while HSBC has yielded a comparatively lower 4.22% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
HSPD.L vs. HSBC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC S&P 500 UCITS ETF (HSPD.L) and HSBC Holdings plc (HSBC). 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.
Dividends
HSPD.L vs. HSBC - Dividend Comparison
HSPD.L's dividend yield for the trailing twelve months is around 0.99%, less than HSBC's 6.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSPD.L HSBC S&P 500 UCITS ETF | 0.99% | 1.18% | 1.34% | 0.98% | 1.32% | 1.41% | 1.68% | 1.44% | 1.65% | 1.67% | 1.46% | 1.53% |
HSBC HSBC Holdings plc | 6.78% | 6.54% | 4.33% | 3.65% | 0.00% | 6.52% | 6.20% | 4.94% | 6.35% | 6.33% | 5.19% | 4.35% |
Drawdowns
HSPD.L vs. HSBC - Drawdown Comparison
The maximum HSPD.L drawdown since its inception was -34.00%, smaller than the maximum HSBC drawdown of -74.47%. Use the drawdown chart below to compare losses from any high point for HSPD.L and HSBC. For additional features, visit the drawdowns tool.
Volatility
HSPD.L vs. HSBC - Volatility Comparison
The current volatility for HSBC S&P 500 UCITS ETF (HSPD.L) is 3.71%, while HSBC Holdings plc (HSBC) has a volatility of 6.35%. This indicates that HSPD.L experiences smaller price fluctuations and is considered to be less risky than HSBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.