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HSPS.L vs. IUCM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HSPS.L vs. IUCM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HSBC S&P 500 UCITS ETF USD (Acc) (HSPS.L) and iShares S&P 500 Communication Sector UCITS ETF USD Acc (IUCM.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HSPS.L is traded in GBP, while IUCM.L is traded in USD. To make them comparable, the IUCM.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, HSPS.L achieves a 10.55% return, which is significantly higher than IUCM.L's 0.46% return.


HSPS.L

1D
-0.19%
1M
5.98%
YTD
10.55%
6M
10.55%
1Y
29.12%
3Y*
19.33%
5Y*
10Y*

IUCM.L

1D
-1.50%
1M
-4.59%
YTD
0.46%
6M
-0.54%
1Y
20.67%
3Y*
23.84%
5Y*
12.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HSPS.L vs. IUCM.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
HSPS.L
HSBC S&P 500 UCITS ETF USD (Acc)
10.55%9.33%27.36%19.90%4.27%
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc
0.46%17.47%41.41%47.96%-13.10%

Correlation

The correlation between HSPS.L and IUCM.L is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.67

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2022

0.70

The correlation between HSPS.L and IUCM.L shifts across timeframes, from 0.54 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HSPS.L vs. IUCM.L — Risk / Return Rank

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

HSPS.L
HSPS.L Risk / Return Rank: 8181
Overall Rank
HSPS.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
HSPS.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
HSPS.L Omega Ratio Rank: 8585
Omega Ratio Rank
HSPS.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
HSPS.L Martin Ratio Rank: 7575
Martin Ratio Rank

IUCM.L
IUCM.L Risk / Return Rank: 4141
Overall Rank
IUCM.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IUCM.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
IUCM.L Omega Ratio Rank: 3535
Omega Ratio Rank
IUCM.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
IUCM.L Martin Ratio Rank: 4545
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.

HSPS.L vs. IUCM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC S&P 500 UCITS ETF USD (Acc) (HSPS.L) and iShares S&P 500 Communication Sector UCITS ETF USD Acc (IUCM.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.


HSPS.LIUCM.LDifference
Sharpe ratioReturn per unit of total volatility

+1.33

Sortino ratioReturn per unit of downside risk

+1.56

Omega ratioGain probability vs. loss probability

1.52

1.24

+0.28

Calmar ratioReturn relative to maximum drawdown

3.94

2.51

+1.43

Martin ratioReturn relative to average drawdown

14.14

8.34

+5.80

HSPS.L vs. IUCM.L - Sharpe Ratio Comparison

The current HSPS.L Sharpe Ratio is 2.76, which is higher than the IUCM.L Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of HSPS.L and IUCM.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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Sharpe Ratios by Period


HSPS.LIUCM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.76

1.43

+1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

1.31

0.70

+0.61

Drawdowns

HSPS.L vs. IUCM.L - Drawdown Comparison

The maximum HSPS.L drawdown since its inception was -20.94%, smaller than the maximum IUCM.L drawdown of -38.32%. Use the drawdown chart below to compare losses from any high point for HSPS.L and IUCM.L.


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Drawdown Indicators


HSPS.LIUCM.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.94%

-38.32%

+17.38%

Max Drawdown (1Y)

Largest decline over 1 year

-7.37%

-8.21%

+0.84%

Max Drawdown (3Y)

Largest decline over 3 years

-20.94%

-20.74%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-38.32%

Current Drawdown

Current decline from peak

-0.19%

-5.85%

+5.66%

Average Drawdown

Average peak-to-trough decline

-3.50%

-8.24%

+4.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.47%

-0.42%

Volatility

HSPS.L vs. IUCM.L - Volatility Comparison

The current volatility for HSBC S&P 500 UCITS ETF USD (Acc) (HSPS.L) is 2.62%, while iShares S&P 500 Communication Sector UCITS ETF USD Acc (IUCM.L) has a volatility of 4.38%. This indicates that HSPS.L experiences smaller price fluctuations and is considered to be less risky than IUCM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSPS.LIUCM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

4.38%

-1.76%

Volatility (6M)

Calculated over the trailing 6-month period

7.14%

10.40%

-3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

10.57%

14.36%

-3.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.73%

19.48%

-5.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.73%

20.24%

-6.51%

HSPS.L vs. IUCM.L - Expense Ratio Comparison

HSPS.L has a 0.09% expense ratio, which is lower than IUCM.L's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

HSPS.L vs. IUCM.L - Dividend Comparison

Neither HSPS.L nor IUCM.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HSPS.L and IUCM.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HSPS.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HSPS.L is cheaper with a 0.09% expense ratio, compared with 0.15% for IUCM.L.

HSPS.L is categorized as S&P 500, while IUCM.L is Communications Equities. HSPS.L tracks S&P 500 Index, while IUCM.L tracks MSCI World/Comm Services NR USD. They also come from different issuers: HSBC and iShares. Their fees differ too: 0.09% for HSPS.L and 0.15% for IUCM.L.

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