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HSXD.L vs. CNKY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HSXD.L vs. CNKY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HSBC Asia Pacific Ex Japan Screened Equity UCITS ETF (HSXD.L) and iShares Nikkei 225 UCITS ETF (Acc) (CNKY.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HSXD.L is traded in USD, while CNKY.L is traded in GBp. To make them comparable, the CNKY.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HSXD.L achieves a 27.12% return, which is significantly lower than CNKY.L's 30.57% return.


HSXD.L

1D
-1.47%
1M
-7.17%
6M
21.56%
YTD
27.12%
1Y
45.66%
3Y*
23.98%
5Y*
9.90%
10Y*

CNKY.L

1D
-0.72%
1M
-3.34%
6M
22.94%
YTD
30.57%
1Y
58.52%
3Y*
22.74%
5Y*
11.88%
10Y*
11.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HSXD.L vs. CNKY.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HSXD.L
HSBC Asia Pacific Ex Japan Screened Equity UCITS ETF
27.12%32.35%14.83%4.23%-15.92%-0.71%22.36%
CNKY.L
iShares Nikkei 225 UCITS ETF (Acc)
30.57%29.74%7.33%21.09%-20.09%-5.05%23.20%

Correlation

The correlation between HSXD.L and CNKY.L is 0.73, 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

0.73

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

0.63

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

0.64

Correlation (All Time)
Calculated using the full available price history since Aug 20, 2020

0.64

The correlation between HSXD.L and CNKY.L shifts across timeframes, from 0.63 (3 years) to 0.73 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HSXD.L vs. CNKY.L — Risk / Return Rank

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

HSXD.L
HSXD.L Risk / Return Rank: 7878
Overall Rank
HSXD.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
HSXD.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
HSXD.L Omega Ratio Rank: 7979
Omega Ratio Rank
HSXD.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
HSXD.L Martin Ratio Rank: 7474
Martin Ratio Rank

CNKY.L
CNKY.L Risk / Return Rank: 8484
Overall Rank
CNKY.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CNKY.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
CNKY.L Omega Ratio Rank: 7979
Omega Ratio Rank
CNKY.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
CNKY.L Martin Ratio Rank: 7979
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.

HSXD.L vs. CNKY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Asia Pacific Ex Japan Screened Equity UCITS ETF (HSXD.L) and iShares Nikkei 225 UCITS ETF (Acc) (CNKY.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.


HSXD.LCNKY.LDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.37

1.35

+0.01

Calmar ratioReturn relative to maximum drawdown

3.51

3.81

-0.31

Martin ratioReturn relative to average drawdown

10.85

11.92

-1.07

HSXD.L vs. CNKY.L - Sharpe Ratio Comparison

The current HSXD.L Sharpe Ratio is 2.03, which is comparable to the CNKY.L Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of HSXD.L and CNKY.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

HSXD.L vs. CNKY.L - Drawdown Comparison

The maximum HSXD.L drawdown since its inception was -38.23%, smaller than the maximum CNKY.L drawdown of -99.39%. Use the drawdown chart below to compare losses from any high point for HSXD.L and CNKY.L.


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Drawdown Indicators


HSXD.LCNKY.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.23%

-99.39%

+61.16%

Max Drawdown (1Y)

Largest decline over 1 year

-12.86%

-15.28%

+2.42%

Max Drawdown (3Y)

Largest decline over 3 years

-20.22%

-19.43%

-0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-32.89%

-34.29%

+1.40%

Max Drawdown (10Y)

Largest decline over 10 years

-36.20%

Current Drawdown

Current decline from peak

-9.93%

-97.11%

+87.18%

Average Drawdown

Average peak-to-trough decline

-14.15%

-95.37%

+81.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.16%

4.89%

-0.73%

Volatility

HSXD.L vs. CNKY.L - Volatility Comparison

HSBC Asia Pacific Ex Japan Screened Equity UCITS ETF (HSXD.L) and iShares Nikkei 225 UCITS ETF (Acc) (CNKY.L) have volatilities of 10.03% and 9.89%, 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.


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Volatility by Period


HSXD.LCNKY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.03%

9.89%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

20.15%

22.01%

-1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

22.21%

26.83%

-4.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.62%

20.56%

-0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.15%

18.73%

+0.42%

HSXD.L vs. CNKY.L - Expense Ratio Comparison

HSXD.L has a 0.25% expense ratio, which is lower than CNKY.L's 0.48% expense ratio.


Dividends

HSXD.L vs. CNKY.L - Dividend Comparison

Neither HSXD.L nor CNKY.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HSXD.L and CNKY.L have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HSXD.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HSXD.L is cheaper with a 0.25% expense ratio, compared with 0.48% for CNKY.L.

HSXD.L tracks HSBC Asia Pacific Ex Japan Screened Equity UCITS ETF, while CNKY.L tracks TOPIX TR JPY. They also come from different issuers: HSBC and iShares. Their fees differ too: 0.25% for HSXD.L and 0.48% for CNKY.L.

Portfolio Optimizer

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