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HSTE.L vs. SHLD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HSTE.L vs. SHLD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HSBC Hang Seng Tech UCITS ETF (HSTE.L) and iShares Digital Security UCITS ETF USD (Dist) (SHLD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HSTE.L achieves a -16.67% return, which is significantly lower than SHLD.L's 16.56% return.


HSTE.L

1D
-4.02%
1M
-0.62%
6M
-19.78%
YTD
-16.67%
1Y
-15.47%
3Y*
4.70%
5Y*
-9.19%
10Y*

SHLD.L

1D
-0.54%
1M
3.39%
6M
16.67%
YTD
16.56%
1Y
21.82%
3Y*
19.12%
5Y*
9.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HSTE.L vs. SHLD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HSTE.L
HSBC Hang Seng Tech UCITS ETF
-16.67%24.64%19.65%-8.46%-27.99%-32.88%-86.54%
SHLD.L
iShares Digital Security UCITS ETF USD (Dist)
16.56%11.51%16.55%33.91%-29.11%16.50%6.13%

Correlation

The correlation between HSTE.L and SHLD.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.36

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

0.42

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2020

0.42

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Return for Risk

HSTE.L vs. SHLD.L — Risk / Return Rank

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

HSTE.L
HSTE.L Risk / Return Rank: 55
Overall Rank
HSTE.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
HSTE.L Sortino Ratio Rank: 55
Sortino Ratio Rank
HSTE.L Omega Ratio Rank: 55
Omega Ratio Rank
HSTE.L Calmar Ratio Rank: 66
Calmar Ratio Rank
HSTE.L Martin Ratio Rank: 66
Martin Ratio Rank

SHLD.L
SHLD.L Risk / Return Rank: 3939
Overall Rank
SHLD.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SHLD.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
SHLD.L Omega Ratio Rank: 3535
Omega Ratio Rank
SHLD.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
SHLD.L Martin Ratio Rank: 3636
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.

HSTE.L vs. SHLD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Hang Seng Tech UCITS ETF (HSTE.L) and iShares Digital Security UCITS ETF USD (Dist) (SHLD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HSTE.LSHLD.LDifference
Sharpe ratioReturn per unit of total volatility

-1.55

Sortino ratioReturn per unit of downside risk

-2.16

Omega ratioGain probability vs. loss probability

0.93

1.18

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.44

1.91

-2.34

Martin ratioReturn relative to average drawdown

-0.78

4.12

-4.90

HSTE.L vs. SHLD.L - Sharpe Ratio Comparison

The current HSTE.L Sharpe Ratio is -0.55, which is lower than the SHLD.L Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of HSTE.L and SHLD.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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Drawdowns

HSTE.L vs. SHLD.L - Drawdown Comparison

The maximum HSTE.L drawdown since its inception was -95.65%, which is greater than SHLD.L's maximum drawdown of -36.07%. Use the drawdown chart below to compare losses from any high point for HSTE.L and SHLD.L.


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Drawdown Indicators


HSTE.LSHLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-95.65%

-36.07%

-59.58%

Max Drawdown (1Y)

Largest decline over 1 year

-35.09%

-11.40%

-23.69%

Max Drawdown (3Y)

Largest decline over 3 years

-35.09%

-22.72%

-12.37%

Max Drawdown (5Y)

Largest decline over 5 years

-63.46%

-36.07%

-27.39%

Current Drawdown

Current decline from peak

-92.60%

-5.36%

-87.24%

Average Drawdown

Average peak-to-trough decline

-91.81%

-9.27%

-82.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.84%

5.28%

+14.56%

Volatility

HSTE.L vs. SHLD.L - Volatility Comparison

HSBC Hang Seng Tech UCITS ETF (HSTE.L) has a higher volatility of 8.97% compared to iShares Digital Security UCITS ETF USD (Dist) (SHLD.L) at 6.81%. This indicates that HSTE.L's price experiences larger fluctuations and is considered to be riskier than SHLD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSTE.LSHLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.97%

6.81%

+2.16%

Volatility (6M)

Calculated over the trailing 6-month period

21.34%

18.09%

+3.25%

Volatility (1Y)

Calculated over the trailing 1-year period

28.23%

21.64%

+6.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.47%

21.39%

+18.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.47%

21.22%

+32.25%

HSTE.L vs. SHLD.L - Expense Ratio Comparison

HSTE.L has a 0.50% expense ratio, which is higher than SHLD.L's 0.40% expense ratio.


Dividends

HSTE.L vs. SHLD.L - Dividend Comparison

HSTE.L has not paid dividends to shareholders, while SHLD.L's dividend yield for the trailing twelve months is around 0.35%.


PositionTTM2025202420232022202120202019
HSTE.L
HSBC Hang Seng Tech UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHLD.L
iShares Digital Security UCITS ETF USD (Dist)
0.35%0.39%0.48%0.43%0.63%0.66%0.84%1.00%

Frequently Asked Questions


HSTE.L and SHLD.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SHLD.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SHLD.L is cheaper with a 0.40% expense ratio, compared with 0.50% for HSTE.L.

HSTE.L tracks MSCI World/Information Tech NR USD, while SHLD.L tracks STOXX Global Digital Security Open Net Index in USD. They also come from different issuers: HSBC and iShares. Their fees differ too: 0.50% for HSTE.L and 0.40% for SHLD.L.

Portfolio Optimizer

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