HSPD.L vs. ICLN
Compare and contrast key facts about HSBC S&P 500 UCITS ETF (HSPD.L) and iShares Global Clean Energy ETF (ICLN).
HSPD.L and ICLN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. ICLN is a passively managed fund by iShares that tracks the performance of the S&P Global Clean Energy Index. It was launched on Jun 24, 2008. Both HSPD.L and ICLN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HSPD.L or ICLN.
Key characteristics
| HSPD.L | ICLN | |
|---|---|---|
| YTD Return | 26.43% | -19.97% |
| 1Y Return | 38.38% | -3.90% |
| 3Y Return (Ann) | 10.00% | -19.55% |
| 5Y Return (Ann) | 15.78% | 4.31% |
| 10Y Return (Ann) | 13.05% | 3.97% |
| Sharpe Ratio | 3.31 | -0.19 |
| Sortino Ratio | 4.58 | -0.09 |
| Omega Ratio | 1.63 | 0.99 |
| Calmar Ratio | 4.94 | -0.07 |
| Martin Ratio | 21.46 | -0.46 |
| Ulcer Index | 1.80% | 10.55% |
| Daily Std Dev | 11.65% | 25.83% |
| Max Drawdown | -34.00% | -87.16% |
| Current Drawdown | 0.00% | -67.25% |
Correlation
The correlation between HSPD.L and ICLN is 0.38, 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. ICLN - Performance Comparison
In the year-to-date period, HSPD.L achieves a 26.43% return, which is significantly higher than ICLN's -19.97% return. Over the past 10 years, HSPD.L has outperformed ICLN with an annualized return of 13.05%, while ICLN has yielded a comparatively lower 3.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
HSPD.L vs. ICLN - Expense Ratio Comparison
HSPD.L has a 0.09% expense ratio, which is lower than ICLN's 0.46% expense ratio.
Risk-Adjusted Performance
HSPD.L vs. ICLN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC S&P 500 UCITS ETF (HSPD.L) and iShares Global Clean Energy ETF (ICLN). 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. ICLN - Dividend Comparison
HSPD.L's dividend yield for the trailing twelve months is around 0.99%, less than ICLN's 1.77% 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% |
ICLN iShares Global Clean Energy ETF | 1.77% | 1.59% | 0.89% | 1.18% | 0.34% | 1.36% | 2.77% | 2.49% | 3.88% | 2.36% | 2.83% | 2.11% |
Drawdowns
HSPD.L vs. ICLN - Drawdown Comparison
The maximum HSPD.L drawdown since its inception was -34.00%, smaller than the maximum ICLN drawdown of -87.16%. Use the drawdown chart below to compare losses from any high point for HSPD.L and ICLN. For additional features, visit the drawdowns tool.
Volatility
HSPD.L vs. ICLN - Volatility Comparison
The current volatility for HSBC S&P 500 UCITS ETF (HSPD.L) is 3.71%, while iShares Global Clean Energy ETF (ICLN) has a volatility of 9.28%. This indicates that HSPD.L experiences smaller price fluctuations and is considered to be less risky than ICLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.