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HSUS.L vs. CAPS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HSUS.L vs. CAPS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HSBC USA Sustainable Equity UCITS ETF USD (HSUS.L) and First Trust Capital Strength UCITS ETF Acc (CAPS.L). The values are adjusted to include any dividend payments, if applicable.

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HSUS.L vs. CAPS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HSUS.L
HSBC USA Sustainable Equity UCITS ETF USD
-3.97%10.79%21.83%15.09%-7.73%18.49%
CAPS.L
First Trust Capital Strength UCITS ETF Acc
1.04%-0.65%12.99%2.23%0.10%19.38%
Different Trading Currencies

HSUS.L is traded in GBP, while CAPS.L is traded in GBp. To make them comparable, the CAPS.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, HSUS.L achieves a -3.97% return, which is significantly lower than CAPS.L's 1.04% return.


HSUS.L

1D
0.41%
1M
-3.54%
YTD
-3.97%
6M
1.01%
1Y
15.96%
3Y*
13.36%
5Y*
10.80%
10Y*

CAPS.L

1D
-0.37%
1M
-4.71%
YTD
1.04%
6M
1.04%
1Y
2.00%
3Y*
7.17%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HSUS.L vs. CAPS.L - Expense Ratio Comparison

HSUS.L has a 0.12% expense ratio, which is lower than CAPS.L's 0.60% expense ratio.


Return for Risk

HSUS.L vs. CAPS.L — Risk / Return Rank

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

HSUS.L
HSUS.L Risk / Return Rank: 5858
Overall Rank
HSUS.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
HSUS.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
HSUS.L Omega Ratio Rank: 5959
Omega Ratio Rank
HSUS.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
HSUS.L Martin Ratio Rank: 5858
Martin Ratio Rank

CAPS.L
CAPS.L Risk / Return Rank: 1515
Overall Rank
CAPS.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CAPS.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
CAPS.L Omega Ratio Rank: 1414
Omega Ratio Rank
CAPS.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
CAPS.L Martin Ratio Rank: 1515
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.

HSUS.L vs. CAPS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC USA Sustainable Equity UCITS ETF USD (HSUS.L) and First Trust Capital Strength UCITS ETF Acc (CAPS.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.


HSUS.LCAPS.LDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.16

+0.90

Sortino ratio

Return per unit of downside risk

1.50

0.31

+1.19

Omega ratio

Gain probability vs. loss probability

1.22

1.04

+0.18

Calmar ratio

Return relative to maximum drawdown

1.39

0.16

+1.23

Martin ratio

Return relative to average drawdown

5.69

0.44

+5.25

HSUS.L vs. CAPS.L - Sharpe Ratio Comparison

The current HSUS.L Sharpe Ratio is 1.06, which is higher than the CAPS.L Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of HSUS.L and CAPS.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.


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Sharpe Ratios by Period


HSUS.LCAPS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.16

+0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.36

+0.52

Correlation

The correlation between HSUS.L and CAPS.L is 0.72, 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.


Dividends

HSUS.L vs. CAPS.L - Dividend Comparison

Neither HSUS.L nor CAPS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HSUS.L vs. CAPS.L - Drawdown Comparison

The maximum HSUS.L drawdown since its inception was -20.92%, smaller than the maximum CAPS.L drawdown of -22.86%. Use the drawdown chart below to compare losses from any high point for HSUS.L and CAPS.L.


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Drawdown Indicators


HSUS.LCAPS.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.92%

-22.86%

+1.94%

Max Drawdown (1Y)

Largest decline over 1 year

-10.88%

-7.99%

-2.89%

Max Drawdown (5Y)

Largest decline over 5 years

-20.92%

Current Drawdown

Current decline from peak

-4.79%

-15.14%

+10.35%

Average Drawdown

Average peak-to-trough decline

-3.26%

-10.01%

+6.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.74%

-0.10%

Volatility

HSUS.L vs. CAPS.L - Volatility Comparison

HSBC USA Sustainable Equity UCITS ETF USD (HSUS.L) has a higher volatility of 3.23% compared to First Trust Capital Strength UCITS ETF Acc (CAPS.L) at 2.87%. This indicates that HSUS.L's price experiences larger fluctuations and is considered to be riskier than CAPS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSUS.LCAPS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.23%

2.87%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

7.68%

6.74%

+0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

15.03%

12.44%

+2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.79%

19.50%

-5.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.28%

19.50%

-5.22%