HSUS.L vs. ESUS.L
Compare and contrast key facts about HSBC USA Sustainable Equity UCITS ETF USD (HSUS.L) and Invesco MSCI USA ESG Universal Screened UCITS ETF Dist (ESUS.L).
HSUS.L and ESUS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HSUS.L is a passively managed fund by HSBC that tracks the performance of the Russell 1000 TR USD. It was launched on Jun 4, 2020. ESUS.L is a passively managed fund by Invesco that tracks the performance of the Russell 1000 TR USD. It was launched on Aug 9, 2021. Both HSUS.L and ESUS.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HSUS.L or ESUS.L.
Key characteristics
| HSUS.L | ESUS.L | |
|---|---|---|
| YTD Return | 19.85% | 22.58% |
| 1Y Return | 25.24% | 30.36% |
| 3Y Return (Ann) | 9.38% | 8.57% |
| Sharpe Ratio | 0.59 | 0.86 |
| Sortino Ratio | 1.23 | 1.48 |
| Omega Ratio | 1.41 | 1.44 |
| Calmar Ratio | 1.03 | 1.39 |
| Martin Ratio | 3.50 | 2.08 |
| Ulcer Index | 7.16% | 14.38% |
| Daily Std Dev | 42.32% | 34.68% |
| Max Drawdown | -24.35% | -21.50% |
| Current Drawdown | -19.05% | -9.69% |
Correlation
The correlation between HSUS.L and ESUS.L is 0.96, 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.
Performance
HSUS.L vs. ESUS.L - Performance Comparison
In the year-to-date period, HSUS.L achieves a 19.85% return, which is significantly lower than ESUS.L's 22.58% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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HSUS.L vs. ESUS.L - Expense Ratio Comparison
HSUS.L has a 0.12% expense ratio, which is higher than ESUS.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%.
Risk-Adjusted Performance
HSUS.L vs. ESUS.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC USA Sustainable Equity UCITS ETF USD (HSUS.L) and Invesco MSCI USA ESG Universal Screened UCITS ETF Dist (ESUS.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.
Dividends
HSUS.L vs. ESUS.L - Dividend Comparison
Neither HSUS.L nor ESUS.L has paid dividends to shareholders.
Drawdowns
HSUS.L vs. ESUS.L - Drawdown Comparison
The maximum HSUS.L drawdown since its inception was -24.35%, which is greater than ESUS.L's maximum drawdown of -21.50%. Use the drawdown chart below to compare losses from any high point for HSUS.L and ESUS.L. For additional features, visit the drawdowns tool.
Volatility
HSUS.L vs. ESUS.L - Volatility Comparison
HSBC USA Sustainable Equity UCITS ETF USD (HSUS.L) and Invesco MSCI USA ESG Universal Screened UCITS ETF Dist (ESUS.L) have volatilities of 3.33% and 3.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.