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HSXE.L vs. HNSS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HSXE.L vs. HNSS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HSBC Europe Ex UK Screened Equity UCITS ETF EUR Dis (HSXE.L) and HSBC Nasdaq Global Semiconductor UCITS ETF (HNSS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HSXE.L achieves a 13.08% return, which is significantly lower than HNSS.L's 87.75% return.


HSXE.L

1D
-0.35%
1M
-1.94%
6M
10.19%
YTD
13.08%
1Y
24.00%
3Y*
16.10%
5Y*
10Y*

HNSS.L

1D
0.00%
1M
-6.74%
6M
71.51%
YTD
87.75%
1Y
145.96%
3Y*
55.41%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HSXE.L vs. HNSS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
HSXE.L
HSBC Europe Ex UK Screened Equity UCITS ETF EUR Dis
13.08%24.17%3.60%18.35%-15.14%
HNSS.L
HSBC Nasdaq Global Semiconductor UCITS ETF
87.75%45.50%19.96%32.89%-18.85%

Correlation

The correlation between HSXE.L and HNSS.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.48

Correlation (All Time)
Calculated using the full available price history since Apr 21, 2022

0.48

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Return for Risk

HSXE.L vs. HNSS.L — Risk / Return Rank

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

HSXE.L
HSXE.L Risk / Return Rank: 6464
Overall Rank
HSXE.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
HSXE.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
HSXE.L Omega Ratio Rank: 6868
Omega Ratio Rank
HSXE.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
HSXE.L Martin Ratio Rank: 6060
Martin Ratio Rank

HNSS.L
HNSS.L Risk / Return Rank: 8989
Overall Rank
HNSS.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
HNSS.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
HNSS.L Omega Ratio Rank: 9393
Omega Ratio Rank
HNSS.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
HNSS.L Martin Ratio Rank: 8181
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.

HSXE.L vs. HNSS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Europe Ex UK Screened Equity UCITS ETF EUR Dis (HSXE.L) and HSBC Nasdaq Global Semiconductor UCITS ETF (HNSS.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.


HSXE.LHNSS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.33

1.51

-0.19

Calmar ratioReturn relative to maximum drawdown

2.30

4.91

-2.61

Martin ratioReturn relative to average drawdown

8.41

12.35

-3.94

HSXE.L vs. HNSS.L - Sharpe Ratio Comparison

The current HSXE.L Sharpe Ratio is 1.77, which is lower than the HNSS.L Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of HSXE.L and HNSS.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

HSXE.L vs. HNSS.L - Drawdown Comparison

The maximum HSXE.L drawdown since its inception was -25.98%, smaller than the maximum HNSS.L drawdown of -41.32%. Use the drawdown chart below to compare losses from any high point for HSXE.L and HNSS.L.


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Drawdown Indicators


HSXE.LHNSS.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.98%

-41.32%

+15.34%

Max Drawdown (1Y)

Largest decline over 1 year

-10.50%

-29.74%

+19.24%

Max Drawdown (3Y)

Largest decline over 3 years

-11.48%

-36.83%

+25.35%

Current Drawdown

Current decline from peak

-3.27%

-13.33%

+10.06%

Average Drawdown

Average peak-to-trough decline

-6.19%

-16.28%

+10.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

11.81%

-8.93%

Volatility

HSXE.L vs. HNSS.L - Volatility Comparison

The current volatility for HSBC Europe Ex UK Screened Equity UCITS ETF EUR Dis (HSXE.L) is 3.88%, while HSBC Nasdaq Global Semiconductor UCITS ETF (HNSS.L) has a volatility of 18.23%. This indicates that HSXE.L experiences smaller price fluctuations and is considered to be less risky than HNSS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSXE.LHNSS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

18.23%

-14.35%

Volatility (6M)

Calculated over the trailing 6-month period

11.64%

31.47%

-19.83%

Volatility (1Y)

Calculated over the trailing 1-year period

13.61%

56.95%

-43.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.15%

38.94%

-19.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.15%

38.94%

-19.79%

Dividends

HSXE.L vs. HNSS.L - Dividend Comparison

HSXE.L's dividend yield for the trailing twelve months is around 2.52%, while HNSS.L has not paid dividends to shareholders.


PositionTTM202520242023
HNSS.L
HSBC Nasdaq Global Semiconductor UCITS ETF
0.00%0.00%0.00%0.00%
HSXE.L
HSBC Europe Ex UK Screened Equity UCITS ETF EUR Dis
2.52%2.65%2.73%3.93%

Frequently Asked Questions


HSXE.L and HNSS.L have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HSXE.L is categorized as Europe Equities, while HNSS.L is Semiconductors. HSXE.L tracks HSBC Europe Ex UK Screened Equity UCITS ETF EUR Dis, while HNSS.L tracks Nasdaq Global Semiconductor Index.

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