HSUS.L vs. XMVU.L

Last updated Apr 2, 2026

Compare and contrast key facts about HSBC USA Sustainable Equity UCITS ETF USD (HSUS.L) and Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.L).

HSUS.L and XMVU.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. XMVU.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on Nov 8, 2016. Both HSUS.L and XMVU.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.

Performance

HSUS.L vs. XMVU.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 Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
HSUS.L HSBC USA Sustainable Equity UCITS ETF USD	-2.70%	10.79%	21.83%	15.09%	-7.73%	29.76%	11.33%
XMVU.L Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D	-0.06%	0.25%	17.70%	4.30%	1.22%	22.78%	-0.64%

Different Trading Currencies

HSUS.L is traded in GBP, while XMVU.L is traded in USD. To make them comparable, the XMVU.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 -2.70% return, which is significantly lower than XMVU.L's -0.06% return.

HSUS.L

• 1D: 1.33%
• 1M: -2.54%
• YTD: -2.70%
• 6M: 1.97%
• 1Y: 16.55%
• 3Y*: 13.86%
• 5Y*: 11.09%
• 10Y*: —

XMVU.L

• 1D: 0.72%
• 1M: -3.17%
• YTD: -0.06%
• 6M: 0.07%
• 1Y: -2.12%
• 3Y*: 7.61%
• 5Y*: 8.31%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

HSUS.L has a 0.12% expense ratio, which is lower than XMVU.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

XMVU.L

Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D

HSUS.L

HSBC USA Sustainable Equity UCITS ETF USD

Return for Risk

HSUS.L vs. XMVU.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: 66
HSUS.L Sharpe Ratio Rank: 58
HSUS.L Sortino Ratio Rank: 56
HSUS.L Omega Ratio Rank: 57
HSUS.L Calmar Ratio Rank: 83
HSUS.L Martin Ratio Rank: 77

XMVU.L

XMVU.L Risk / Return Rank: 12
XMVU.L Sharpe Ratio Rank: 12
XMVU.L Sortino Ratio Rank: 11
XMVU.L Omega Ratio Rank: 11
XMVU.L Calmar Ratio Rank: 12
XMVU.L Martin Ratio Rank: 12

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. XMVU.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 Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.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	XMVU.L	Difference
Sharpe ratio Return per unit of total volatility	1.09	-0.18	+1.27
Sortino ratio Return per unit of downside risk	1.55	-0.16	+1.71
Omega ratio Gain probability vs. loss probability	1.23	0.98	+0.25
Calmar ratio Return relative to maximum drawdown	2.65	-0.25	+2.89
Martin ratio Return relative to average drawdown	9.08	-0.67	+9.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current HSUS.L Sharpe Ratio is 1.09, which is higher than the XMVU.L Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of HSUS.L and XMVU.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.

Sharpe Ratios by Period

	HSUS.L	XMVU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.09	-0.18	+1.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	0.69	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.89	0.64	+0.26

Correlation

The correlation between HSUS.L and XMVU.L is 0.74, 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. XMVU.L - Dividend Comparison

HSUS.L has not paid dividends to shareholders, while XMVU.L's dividend yield for the trailing twelve months is around 1.23%.

	TTM	2025	2024	2023	2022	2021	2020
HSUS.L HSBC USA Sustainable Equity UCITS ETF USD	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XMVU.L Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D	1.23%	1.24%	1.31%	1.33%	1.82%	1.27%	1.81%

Drawdowns

HSUS.L vs. XMVU.L - Drawdown Comparison

The maximum HSUS.L drawdown since its inception was -20.92%, smaller than the maximum XMVU.L drawdown of -24.94%. Use the drawdown chart below to compare losses from any high point for HSUS.L and XMVU.L.

Drawdown Indicators

	HSUS.L	XMVU.L	Difference
Max Drawdown Largest peak-to-trough decline	-20.92%	-32.98%	+12.06%
Max Drawdown (1Y) Largest decline over 1 year	-10.82%	-9.27%	-1.55%
Max Drawdown (5Y) Largest decline over 5 years	-20.92%	-17.74%	-3.18%
Current Drawdown Current decline from peak	-3.53%	-4.25%	+0.72%
Average Drawdown Average peak-to-trough decline	-3.26%	-3.73%	+0.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.83%	1.83%	0.00%

Volatility

HSUS.L vs. XMVU.L - Volatility Comparison

HSBC USA Sustainable Equity UCITS ETF USD (HSUS.L) and Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.L) have volatilities of 3.55% and 3.60%, 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.

Volatility by Period

	HSUS.L	XMVU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.55%	3.60%	-0.05%
Volatility (6M) Calculated over the trailing 6-month period	7.77%	6.86%	+0.91%
Volatility (1Y) Calculated over the trailing 1-year period	15.07%	11.80%	+3.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.80%	12.11%	+1.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.29%	13.89%	+0.40%