PortfoliosLab logoPortfoliosLab logo
HSUD.L vs. LGUS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HSUD.L vs. LGUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HSBC USA Screened Equity UCITS ETF (HSUD.L) and L&G US Equity UCITS ETF (LGUS.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, HSUD.L achieves a 12.55% return, which is significantly higher than LGUS.L's 10.34% return.


HSUD.L

1D
-0.08%
1M
-1.37%
6M
12.89%
YTD
12.55%
1Y
26.40%
3Y*
19.30%
5Y*
11.96%
10Y*

LGUS.L

1D
0.00%
1M
0.20%
6M
9.90%
YTD
10.34%
1Y
21.64%
3Y*
20.40%
5Y*
12.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HSUD.L vs. LGUS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HSUD.L
HSBC USA Screened Equity UCITS ETF
12.55%18.98%19.90%21.64%-17.56%28.13%20.16%
LGUS.L
L&G US Equity UCITS ETF
10.34%17.98%25.09%28.66%-20.46%27.91%22.72%

Correlation

The correlation between HSUD.L and LGUS.L is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.91

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

0.94

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2020

0.94

The correlation between HSUD.L and LGUS.L has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


L&G US Equity UCITS ETF

Return for Risk

HSUD.L vs. LGUS.L — Risk / Return Rank

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

HSUD.L
HSUD.L Risk / Return Rank: 8585
Overall Rank
HSUD.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
HSUD.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
HSUD.L Omega Ratio Rank: 8585
Omega Ratio Rank
HSUD.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
HSUD.L Martin Ratio Rank: 8383
Martin Ratio Rank

LGUS.L
LGUS.L Risk / Return Rank: 6969
Overall Rank
LGUS.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
LGUS.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
LGUS.L Omega Ratio Rank: 6767
Omega Ratio Rank
LGUS.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
LGUS.L Martin Ratio Rank: 6969
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.

HSUD.L vs. LGUS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC USA Screened Equity UCITS ETF (HSUD.L) and L&G US Equity UCITS ETF (LGUS.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.


HSUD.LLGUS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.41

1.32

+0.09

Calmar ratioReturn relative to maximum drawdown

3.42

2.59

+0.83

Martin ratioReturn relative to average drawdown

13.00

9.99

+3.01

HSUD.L vs. LGUS.L - Sharpe Ratio Comparison

The current HSUD.L Sharpe Ratio is 2.25, which is comparable to the LGUS.L Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of HSUD.L and LGUS.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.


Loading charts...

Drawdowns

HSUD.L vs. LGUS.L - Drawdown Comparison

The maximum HSUD.L drawdown since its inception was -24.43%, smaller than the maximum LGUS.L drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for HSUD.L and LGUS.L.


Loading charts...

Drawdown Indicators


HSUD.LLGUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.43%

-34.26%

+9.83%

Max Drawdown (1Y)

Largest decline over 1 year

-7.77%

-8.58%

+0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-19.51%

-19.46%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-24.43%

-25.64%

+1.21%

Current Drawdown

Current decline from peak

-1.54%

-0.49%

-1.05%

Average Drawdown

Average peak-to-trough decline

-5.09%

-5.30%

+0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.23%

-0.18%

Volatility

HSUD.L vs. LGUS.L - Volatility Comparison

HSBC USA Screened Equity UCITS ETF (HSUD.L) has a higher volatility of 3.25% compared to L&G US Equity UCITS ETF (LGUS.L) at 2.86%. This indicates that HSUD.L's price experiences larger fluctuations and is considered to be riskier than LGUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HSUD.LLGUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

2.86%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

9.41%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

11.83%

12.47%

-0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.43%

16.51%

-1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.59%

18.10%

-2.51%

HSUD.L vs. LGUS.L - Expense Ratio Comparison

HSUD.L has a 0.12% expense ratio, which is higher than LGUS.L's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

HSUD.L vs. LGUS.L - Dividend Comparison

Neither HSUD.L nor LGUS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HSUD.L and LGUS.L have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LGUS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LGUS.L is cheaper with a 0.05% expense ratio, compared with 0.12% for HSUD.L.

HSUD.L tracks HSBC USA Screened Equity UCITS ETF, while LGUS.L tracks L&G US Equity UCITS ETF. They also come from different issuers: HSBC and L&G. Their fees differ too: 0.12% for HSUD.L and 0.05% for LGUS.L.

Portfolio Optimizer

Find the right allocation for HSUD.L and LGUS.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer