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

Performance

HSXD.L vs. JPSG.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 USD (Acc) (HSXD.L) and iShares MSCI Japan SRI UCITS ETF GBP Hedged (Acc) (JPSG.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 JPSG.L is traded in GBP. To make them comparable, the JPSG.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 24.31% return, which is significantly higher than JPSG.L's 11.80% return.


HSXD.L

1D
-2.06%
1M
-9.54%
6M
18.38%
YTD
24.31%
1Y
41.24%
3Y*
23.11%
5Y*
9.41%
10Y*

JPSG.L

1D
-1.64%
1M
4.01%
6M
7.70%
YTD
11.80%
1Y
32.43%
3Y*
20.93%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
HSXD.L
HSBC Asia Pacific Ex Japan Screened Equity UCITS ETF USD (Acc)
24.31%32.35%14.83%2.99%
JPSG.L
iShares MSCI Japan SRI UCITS ETF GBP Hedged (Acc)
11.80%32.57%15.36%25.70%

Correlation

The correlation between HSXD.L and JPSG.L is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

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

0.51

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2023

0.52

The correlation between HSXD.L and JPSG.L has been stable across timeframes, ranging from 0.50 to 0.52 - a consistent structural relationship.

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Return for Risk

HSXD.L vs. JPSG.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: 7676
Overall Rank
HSXD.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
HSXD.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
HSXD.L Omega Ratio Rank: 7676
Omega Ratio Rank
HSXD.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
HSXD.L Martin Ratio Rank: 7272
Martin Ratio Rank

JPSG.L
JPSG.L Risk / Return Rank: 7373
Overall Rank
JPSG.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
JPSG.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
JPSG.L Omega Ratio Rank: 6868
Omega Ratio Rank
JPSG.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
JPSG.L Martin Ratio Rank: 7575
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. JPSG.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 USD (Acc) (HSXD.L) and iShares MSCI Japan SRI UCITS ETF GBP Hedged (Acc) (JPSG.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.LJPSG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.33

1.28

+0.05

Calmar ratioReturn relative to maximum drawdown

3.19

2.89

+0.30

Martin ratioReturn relative to average drawdown

9.72

9.09

+0.62

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

The current HSXD.L Sharpe Ratio is 1.84, which is comparable to the JPSG.L Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of HSXD.L and JPSG.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. JPSG.L - Drawdown Comparison

The maximum HSXD.L drawdown since its inception was -38.23%, which is greater than JPSG.L's maximum drawdown of -20.59%. Use the drawdown chart below to compare losses from any high point for HSXD.L and JPSG.L.


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Drawdown Indicators


HSXD.LJPSG.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.23%

-20.59%

-17.64%

Max Drawdown (1Y)

Largest decline over 1 year

-12.86%

-11.17%

-1.69%

Max Drawdown (3Y)

Largest decline over 3 years

-20.22%

-20.59%

+0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-32.61%

Current Drawdown

Current decline from peak

-11.92%

-1.77%

-10.15%

Average Drawdown

Average peak-to-trough decline

-14.15%

-3.75%

-10.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.23%

3.56%

+0.67%

Volatility

HSXD.L vs. JPSG.L - Volatility Comparison

HSBC Asia Pacific Ex Japan Screened Equity UCITS ETF USD (Acc) (HSXD.L) has a higher volatility of 10.07% compared to iShares MSCI Japan SRI UCITS ETF GBP Hedged (Acc) (JPSG.L) at 5.61%. This indicates that HSXD.L's price experiences larger fluctuations and is considered to be riskier than JPSG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSXD.LJPSG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.07%

5.61%

+4.46%

Volatility (6M)

Calculated over the trailing 6-month period

20.26%

15.97%

+4.29%

Volatility (1Y)

Calculated over the trailing 1-year period

22.33%

21.11%

+1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.63%

21.03%

-1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.16%

21.03%

-1.87%

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

Both HSXD.L and JPSG.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

HSXD.L vs. JPSG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


HSXD.L and JPSG.L have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

HSXD.L and JPSG.L have the same expense ratio: 0.25% per year.

HSXD.L is categorized as Asia-Pacific ex-Japan Equity, while JPSG.L is Japan Equities. HSXD.L tracks FTSE Asia Pacific ex Japan ESG Low Carbon Select Index, while JPSG.L tracks MSCI Japan SRI Select Reduced Fossil Fuel Index. They also come from different issuers: HSBC and iShares.

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