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HSUK.L vs. VUKG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HSUK.L and VUKG.L is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

HSUK.L vs. VUKG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HSBC UK Sustainable Equity UCITS ETF GBP (HSUK.L) and Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
0.46%
4.61%
HSUK.L
VUKG.L

Key characteristics

Sharpe Ratio

HSUK.L:

1.34

VUKG.L:

2.21

Sortino Ratio

HSUK.L:

1.96

VUKG.L:

3.18

Omega Ratio

HSUK.L:

1.23

VUKG.L:

1.40

Calmar Ratio

HSUK.L:

2.37

VUKG.L:

5.13

Martin Ratio

HSUK.L:

5.82

VUKG.L:

15.68

Ulcer Index

HSUK.L:

2.70%

VUKG.L:

1.40%

Daily Std Dev

HSUK.L:

11.70%

VUKG.L:

9.91%

Max Drawdown

HSUK.L:

-14.87%

VUKG.L:

-34.32%

Current Drawdown

HSUK.L:

-0.83%

VUKG.L:

-0.37%

Returns By Period

In the year-to-date period, HSUK.L achieves a 4.78% return, which is significantly lower than VUKG.L's 7.47% return.


HSUK.L

YTD

4.78%

1M

2.48%

6M

3.38%

1Y

16.02%

5Y*

N/A

10Y*

N/A

VUKG.L

YTD

7.47%

1M

3.23%

6M

7.65%

1Y

22.20%

5Y*

11.07%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


HSUK.L vs. VUKG.L - Expense Ratio Comparison

HSUK.L has a 0.12% expense ratio, which is higher than VUKG.L's 0.09% 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%.


HSUK.L
HSBC UK Sustainable Equity UCITS ETF GBP
Expense ratio chart for HSUK.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VUKG.L: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

HSUK.L vs. VUKG.L — Risk-Adjusted Performance Rank

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

HSUK.L
The Risk-Adjusted Performance Rank of HSUK.L is 5555
Overall Rank
The Sharpe Ratio Rank of HSUK.L is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of HSUK.L is 5353
Sortino Ratio Rank
The Omega Ratio Rank of HSUK.L is 4848
Omega Ratio Rank
The Calmar Ratio Rank of HSUK.L is 7070
Calmar Ratio Rank
The Martin Ratio Rank of HSUK.L is 5353
Martin Ratio Rank

VUKG.L
The Risk-Adjusted Performance Rank of VUKG.L is 8888
Overall Rank
The Sharpe Ratio Rank of VUKG.L is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of VUKG.L is 8888
Sortino Ratio Rank
The Omega Ratio Rank of VUKG.L is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VUKG.L is 9595
Calmar Ratio Rank
The Martin Ratio Rank of VUKG.L is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HSUK.L vs. VUKG.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC UK Sustainable Equity UCITS ETF GBP (HSUK.L) and Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.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.


Sharpe ratio
The chart of Sharpe ratio for HSUK.L, currently valued at 1.14, compared to the broader market0.002.004.001.141.90
The chart of Sortino ratio for HSUK.L, currently valued at 1.64, compared to the broader market-2.000.002.004.006.008.0010.0012.001.642.63
The chart of Omega ratio for HSUK.L, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.33
The chart of Calmar ratio for HSUK.L, currently valued at 1.20, compared to the broader market0.005.0010.0015.0020.001.202.49
The chart of Martin ratio for HSUK.L, currently valued at 3.34, compared to the broader market0.0020.0040.0060.0080.00100.003.346.59
HSUK.L
VUKG.L

The current HSUK.L Sharpe Ratio is 1.34, which is lower than the VUKG.L Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of HSUK.L and VUKG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.14
1.90
HSUK.L
VUKG.L

Dividends

HSUK.L vs. VUKG.L - Dividend Comparison

Neither HSUK.L nor VUKG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HSUK.L vs. VUKG.L - Drawdown Comparison

The maximum HSUK.L drawdown since its inception was -14.87%, smaller than the maximum VUKG.L drawdown of -34.32%. Use the drawdown chart below to compare losses from any high point for HSUK.L and VUKG.L. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.58%
0
HSUK.L
VUKG.L

Volatility

HSUK.L vs. VUKG.L - Volatility Comparison

HSBC UK Sustainable Equity UCITS ETF GBP (HSUK.L) has a higher volatility of 2.87% compared to Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L) at 2.39%. This indicates that HSUK.L's price experiences larger fluctuations and is considered to be riskier than VUKG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.87%
2.39%
HSUK.L
VUKG.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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