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

Performance

HSUS.L vs. FSWD.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 iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both investments are quite close, with HSUS.L having a 12.03% return and FSWD.L slightly higher at 12.10%.


HSUS.L

1D
-0.13%
1M
-1.20%
6M
11.74%
YTD
12.03%
1Y
24.57%
3Y*
17.78%
5Y*
12.40%
10Y*

FSWD.L

1D
-0.82%
1M
-0.61%
6M
10.73%
YTD
12.10%
1Y
24.41%
3Y*
18.45%
5Y*
11.68%
10Y*
11.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
HSUS.L
HSBC USA Sustainable Equity UCITS ETF USD
12.03%10.79%21.80%15.11%-7.73%29.76%-12.05%
FSWD.L
iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)
12.10%17.16%18.87%9.04%-5.40%22.11%10.53%

Correlation

The correlation between HSUS.L and FSWD.L is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.77

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

0.85

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

0.87

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

0.88

The correlation between HSUS.L and FSWD.L shifts across timeframes, from 0.77 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HSUS.L vs. FSWD.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: 8888
Overall Rank
HSUS.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
HSUS.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
HSUS.L Omega Ratio Rank: 8686
Omega Ratio Rank
HSUS.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
HSUS.L Martin Ratio Rank: 8989
Martin Ratio Rank

FSWD.L
FSWD.L Risk / Return Rank: 8989
Overall Rank
FSWD.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FSWD.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
FSWD.L Omega Ratio Rank: 8686
Omega Ratio Rank
FSWD.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
FSWD.L Martin Ratio Rank: 9191
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. FSWD.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 iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.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.


HSUS.LFSWD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.41

1.40

+0.01

Calmar ratioReturn relative to maximum drawdown

4.34

4.12

+0.22

Martin ratioReturn relative to average drawdown

14.69

15.80

-1.11

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

The current HSUS.L Sharpe Ratio is 2.23, which is comparable to the FSWD.L Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of HSUS.L and FSWD.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

HSUS.L vs. FSWD.L - Drawdown Comparison

The maximum HSUS.L drawdown since its inception was -22.75%, smaller than the maximum FSWD.L drawdown of -37.43%. Use the drawdown chart below to compare losses from any high point for HSUS.L and FSWD.L.


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Drawdown Indicators


HSUS.LFSWD.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.75%

-37.43%

+14.68%

Max Drawdown (1Y)

Largest decline over 1 year

-5.63%

-5.90%

+0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-20.93%

-19.93%

-1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-20.93%

-19.93%

-1.00%

Max Drawdown (10Y)

Largest decline over 10 years

-26.27%

Current Drawdown

Current decline from peak

-2.69%

-1.42%

-1.27%

Average Drawdown

Average peak-to-trough decline

-7.57%

-7.38%

-0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

1.54%

+0.13%

Volatility

HSUS.L vs. FSWD.L - Volatility Comparison

HSBC USA Sustainable Equity UCITS ETF USD (HSUS.L) has a higher volatility of 3.41% compared to iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) at 2.86%. This indicates that HSUS.L's price experiences larger fluctuations and is considered to be riskier than FSWD.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.LFSWD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

2.86%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

8.46%

8.36%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

11.03%

10.94%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.85%

18.86%

+4.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.09%

17.40%

+6.69%

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

HSUS.L has a 0.12% expense ratio, which is lower than FSWD.L's 0.30% expense ratio.


Dividends

HSUS.L vs. FSWD.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


HSUS.L and FSWD.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HSUS.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HSUS.L is cheaper with a 0.12% expense ratio, compared with 0.30% for FSWD.L.

HSUS.L is categorized as Large Cap Blend Equities, while FSWD.L is Global Equities. HSUS.L tracks Russell 1000 TR USD, while FSWD.L tracks STOXX Developed World Equity Factor Screened Net Index. They also come from different issuers: HSBC and iShares. Their fees differ too: 0.12% for HSUS.L and 0.30% for FSWD.L.

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