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HSTE.L vs. AFTY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

HSTE.L vs. AFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HSBC Hang Seng Tech UCITS ETF (HSTE.L) and Pacer CSOP FTSE China A50 ETF (AFTY). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
6.89%
10.01%
HSTE.L
AFTY

Returns By Period


HSTE.L

YTD

16.66%

1M

-4.47%

6M

6.88%

1Y

8.94%

5Y (annualized)

N/A

10Y (annualized)

N/A

AFTY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


HSTE.LAFTY

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HSTE.L vs. AFTY - Expense Ratio Comparison

HSTE.L has a 0.50% expense ratio, which is lower than AFTY's 0.70% expense ratio.


AFTY
Pacer CSOP FTSE China A50 ETF
Expense ratio chart for AFTY: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
Expense ratio chart for HSTE.L: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Correlation

-0.50.00.51.00.6

The correlation between HSTE.L and AFTY is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

HSTE.L vs. AFTY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Hang Seng Tech UCITS ETF (HSTE.L) and Pacer CSOP FTSE China A50 ETF (AFTY). 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.


Sharpe ratio
The chart of Sharpe ratio for HSTE.L, currently valued at 0.23, compared to the broader market0.002.004.006.000.230.87
The chart of Sortino ratio for HSTE.L, currently valued at 0.61, compared to the broader market-2.000.002.004.006.008.0010.000.611.87
The chart of Omega ratio for HSTE.L, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.22
The chart of Calmar ratio for HSTE.L, currently valued at 0.11, compared to the broader market0.005.0010.0015.000.110.33
The chart of Martin ratio for HSTE.L, currently valued at 0.60, compared to the broader market0.0020.0040.0060.0080.00100.000.603.84
HSTE.L
AFTY

Rolling 12-month Sharpe Ratio-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.23
0.87
HSTE.L
AFTY

Dividends

HSTE.L vs. AFTY - Dividend Comparison

Neither HSTE.L nor AFTY has paid dividends to shareholders.


TTM202320222021202020192018201720162015
HSTE.L
HSBC Hang Seng Tech UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AFTY
Pacer CSOP FTSE China A50 ETF
101.85%2.23%0.00%1.84%1.48%8.63%1.85%6.62%1.19%16.76%

Drawdowns

HSTE.L vs. AFTY - Drawdown Comparison


-70.00%-65.00%-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%JuneJulyAugustSeptemberOctoberNovember
-59.77%
-36.46%
HSTE.L
AFTY

Volatility

HSTE.L vs. AFTY - Volatility Comparison

HSBC Hang Seng Tech UCITS ETF (HSTE.L) has a higher volatility of 11.09% compared to Pacer CSOP FTSE China A50 ETF (AFTY) at 0.00%. This indicates that HSTE.L's price experiences larger fluctuations and is considered to be riskier than AFTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
11.09%
0
HSTE.L
AFTY