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HSTC.L vs. ^HSI
Performance
Return for Risk
Drawdowns
Volatility

Performance

HSTC.L vs. ^HSI - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HSBC Hang Seng Tech UCITS ETF (HSTC.L) and Hang Seng Index (^HSI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HSTC.L is traded in GBP, while ^HSI is traded in HKD. To make them comparable, the ^HSI values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, HSTC.L achieves a -10.22% return, which is significantly lower than ^HSI's -1.68% return.


HSTC.L

1D
-0.47%
1M
1.80%
YTD
-10.22%
6M
-12.07%
1Y
-4.10%
3Y*
6.84%
5Y*
-8.37%
10Y*

^HSI

1D
-1.41%
1M
-1.53%
YTD
-1.68%
6M
-3.89%
1Y
7.99%
3Y*
7.02%
5Y*
-1.81%
10Y*
2.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HSTC.L vs. ^HSI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HSTC.L
HSBC Hang Seng Tech UCITS ETF
-10.22%16.17%21.37%-13.38%-19.39%-31.98%1.62%
^HSI
Hang Seng Index
-1.68%18.46%20.34%-18.12%-5.57%-13.75%0.30%

Correlation

The correlation between HSTC.L and ^HSI is 0.55, 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

0.55

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

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2020

0.60

The correlation between HSTC.L and ^HSI has been stable across timeframes, ranging from 0.55 to 0.60 - a consistent structural relationship.

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Return for Risk

HSTC.L vs. ^HSI — Risk / Return Rank

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

HSTC.L
HSTC.L Risk / Return Rank: 88
Overall Rank
HSTC.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
HSTC.L Sortino Ratio Rank: 88
Sortino Ratio Rank
HSTC.L Omega Ratio Rank: 88
Omega Ratio Rank
HSTC.L Calmar Ratio Rank: 88
Calmar Ratio Rank
HSTC.L Martin Ratio Rank: 88
Martin Ratio Rank

^HSI
^HSI Risk / Return Rank: 2727
Overall Rank
^HSI Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
^HSI Sortino Ratio Rank: 2626
Sortino Ratio Rank
^HSI Omega Ratio Rank: 2525
Omega Ratio Rank
^HSI Calmar Ratio Rank: 2828
Calmar Ratio Rank
^HSI Martin Ratio Rank: 2929
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.

HSTC.L vs. ^HSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Hang Seng Tech UCITS ETF (HSTC.L) and Hang Seng Index (^HSI). 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.


HSTC.L^HSIDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

0.99

1.08

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.14

0.67

-0.81

Martin ratioReturn relative to average drawdown

-0.25

1.66

-1.91

HSTC.L vs. ^HSI - Sharpe Ratio Comparison

The current HSTC.L Sharpe Ratio is -0.16, which is lower than the ^HSI Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of HSTC.L and ^HSI, 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


HSTC.L^HSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.16

0.44

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

-0.07

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

0.12

-0.35

Drawdowns

HSTC.L vs. ^HSI - Drawdown Comparison

The maximum HSTC.L drawdown since its inception was -69.93%, which is greater than ^HSI's maximum drawdown of -53.73%. Use the drawdown chart below to compare losses from any high point for HSTC.L and ^HSI.


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Drawdown Indicators


HSTC.L^HSIDifference

Max Drawdown

Largest peak-to-trough decline

-69.93%

-53.73%

-16.20%

Max Drawdown (1Y)

Largest decline over 1 year

-29.97%

-12.25%

-17.72%

Max Drawdown (3Y)

Largest decline over 3 years

-33.73%

-24.96%

-8.77%

Max Drawdown (5Y)

Largest decline over 5 years

-60.66%

-44.62%

-16.04%

Max Drawdown (10Y)

Largest decline over 10 years

-49.94%

Current Drawdown

Current decline from peak

-52.55%

-20.10%

-32.45%

Average Drawdown

Average peak-to-trough decline

-50.05%

-17.21%

-32.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.69%

4.87%

+11.82%

Volatility

HSTC.L vs. ^HSI - Volatility Comparison

HSBC Hang Seng Tech UCITS ETF (HSTC.L) has a higher volatility of 10.05% compared to Hang Seng Index (^HSI) at 5.41%. This indicates that HSTC.L's price experiences larger fluctuations and is considered to be riskier than ^HSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSTC.L^HSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.05%

5.41%

+4.64%

Volatility (6M)

Calculated over the trailing 6-month period

18.62%

14.14%

+4.48%

Volatility (1Y)

Calculated over the trailing 1-year period

25.80%

18.78%

+7.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.00%

25.42%

+12.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.64%

22.37%

+15.27%

Frequently Asked Questions


HSTC.L and ^HSI have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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