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HSUS.L vs. LGUG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


HSUS.LLGUG.L
YTD Return11.29%14.45%
1Y Return16.54%21.13%
3Y Return (Ann)8.95%10.53%
Sharpe Ratio1.511.76
Daily Std Dev10.64%11.67%
Max Drawdown-14.54%-24.75%
Current Drawdown-1.35%-2.08%

Correlation

-0.50.00.51.00.9

The correlation between HSUS.L and LGUG.L is 0.90, 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. LGUG.L - Performance Comparison

In the year-to-date period, HSUS.L achieves a 11.29% return, which is significantly lower than LGUG.L's 14.45% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%AprilMayJuneJulyAugustSeptember
5.02%
6.27%
HSUS.L
LGUG.L

Compare stocks, funds, or ETFs

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


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

HSUS.L has a 0.12% expense ratio, which is higher than LGUG.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%.


HSUS.L
HSBC USA Sustainable Equity UCITS ETF USD
Expense ratio chart for HSUS.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 LGUG.L: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

HSUS.L vs. LGUG.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 L&G US Equity UCITS ETF (LGUG.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.L
Sharpe ratio
The chart of Sharpe ratio for HSUS.L, currently valued at 1.99, compared to the broader market0.002.004.001.99
Sortino ratio
The chart of Sortino ratio for HSUS.L, currently valued at 2.78, compared to the broader market-2.000.002.004.006.008.0010.0012.002.78
Omega ratio
The chart of Omega ratio for HSUS.L, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.35
Calmar ratio
The chart of Calmar ratio for HSUS.L, currently valued at 1.84, compared to the broader market0.005.0010.0015.001.84
Martin ratio
The chart of Martin ratio for HSUS.L, currently valued at 10.15, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.15
LGUG.L
Sharpe ratio
The chart of Sharpe ratio for LGUG.L, currently valued at 2.17, compared to the broader market0.002.004.002.17
Sortino ratio
The chart of Sortino ratio for LGUG.L, currently valued at 2.96, compared to the broader market-2.000.002.004.006.008.0010.0012.002.96
Omega ratio
The chart of Omega ratio for LGUG.L, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.39
Calmar ratio
The chart of Calmar ratio for LGUG.L, currently valued at 2.28, compared to the broader market0.005.0010.0015.002.28
Martin ratio
The chart of Martin ratio for LGUG.L, currently valued at 12.37, compared to the broader market0.0020.0040.0060.0080.00100.00120.0012.37

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

The current HSUS.L Sharpe Ratio is 1.51, which roughly equals the LGUG.L Sharpe Ratio of 1.76. The chart below compares the 12-month rolling Sharpe Ratio of HSUS.L and LGUG.L.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.99
2.17
HSUS.L
LGUG.L

Dividends

HSUS.L vs. LGUG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

HSUS.L vs. LGUG.L - Drawdown Comparison

The maximum HSUS.L drawdown since its inception was -14.54%, smaller than the maximum LGUG.L drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for HSUS.L and LGUG.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.05%
-1.07%
HSUS.L
LGUG.L

Volatility

HSUS.L vs. LGUG.L - Volatility Comparison

The current volatility for HSBC USA Sustainable Equity UCITS ETF USD (HSUS.L) is 4.18%, while L&G US Equity UCITS ETF (LGUG.L) has a volatility of 4.42%. This indicates that HSUS.L experiences smaller price fluctuations and is considered to be less risky than LGUG.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%AprilMayJuneJulyAugustSeptember
4.18%
4.42%
HSUS.L
LGUG.L