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HYGN.L vs. HDRO.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYGN.L vs. HDRO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Hydrogen UCITS ETF USD (Acc) (HYGN.L) and VanEck Hydrogen Economy UCITS ETF (HDRO.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, HYGN.L achieves a 31.14% return, which is significantly lower than HDRO.L's 33.03% return.


HYGN.L

1D
-2.88%
1M
-28.95%
6M
6.89%
YTD
31.14%
1Y
75.72%
3Y*
-3.55%
5Y*
10Y*

HDRO.L

1D
-1.68%
1M
-13.41%
6M
15.22%
YTD
33.03%
1Y
55.12%
3Y*
-7.49%
5Y*
-13.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYGN.L vs. HDRO.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
HYGN.L
Global X Hydrogen UCITS ETF USD (Acc)
31.14%54.56%-33.06%-34.76%-26.91%
HDRO.L
VanEck Hydrogen Economy UCITS ETF
33.03%17.65%-29.87%-23.69%-23.02%

Correlation

The correlation between HYGN.L and HDRO.L is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

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

0.89

Correlation (All Time)
Calculated using the full available price history since Feb 7, 2022

0.91

The correlation between HYGN.L and HDRO.L has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.

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Return for Risk

HYGN.L vs. HDRO.L — Risk / Return Rank

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

HYGN.L
HYGN.L Risk / Return Rank: 4646
Overall Rank
HYGN.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
HYGN.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
HYGN.L Omega Ratio Rank: 4646
Omega Ratio Rank
HYGN.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
HYGN.L Martin Ratio Rank: 3939
Martin Ratio Rank

HDRO.L
HDRO.L Risk / Return Rank: 4747
Overall Rank
HDRO.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
HDRO.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
HDRO.L Omega Ratio Rank: 4646
Omega Ratio Rank
HDRO.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
HDRO.L Martin Ratio Rank: 3535
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.

HYGN.L vs. HDRO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Hydrogen UCITS ETF USD (Acc) (HYGN.L) and VanEck Hydrogen Economy UCITS ETF (HDRO.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.


HYGN.LHDRO.LDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.23

1.23

-0.01

Calmar ratioReturn relative to maximum drawdown

1.62

1.81

-0.19

Martin ratioReturn relative to average drawdown

4.54

4.13

+0.41

HYGN.L vs. HDRO.L - Sharpe Ratio Comparison

The current HYGN.L Sharpe Ratio is 1.32, which is comparable to the HDRO.L Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of HYGN.L and HDRO.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

HYGN.L vs. HDRO.L - Drawdown Comparison

The maximum HYGN.L drawdown since its inception was -83.04%, roughly equal to the maximum HDRO.L drawdown of -81.32%. Use the drawdown chart below to compare losses from any high point for HYGN.L and HDRO.L.


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Drawdown Indicators


HYGN.LHDRO.LDifference

Max Drawdown

Largest peak-to-trough decline

-83.04%

-81.32%

-1.72%

Max Drawdown (1Y)

Largest decline over 1 year

-46.52%

-30.37%

-16.15%

Max Drawdown (3Y)

Largest decline over 3 years

-69.01%

-63.41%

-5.60%

Max Drawdown (5Y)

Largest decline over 5 years

-81.02%

Current Drawdown

Current decline from peak

-51.27%

-60.19%

+8.92%

Average Drawdown

Average peak-to-trough decline

-54.98%

-53.87%

-1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.63%

13.32%

+3.31%

Volatility

HYGN.L vs. HDRO.L - Volatility Comparison

Global X Hydrogen UCITS ETF USD (Acc) (HYGN.L) has a higher volatility of 19.00% compared to VanEck Hydrogen Economy UCITS ETF (HDRO.L) at 9.95%. This indicates that HYGN.L's price experiences larger fluctuations and is considered to be riskier than HDRO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYGN.LHDRO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.00%

9.95%

+9.05%

Volatility (6M)

Calculated over the trailing 6-month period

41.23%

27.77%

+13.46%

Volatility (1Y)

Calculated over the trailing 1-year period

57.09%

39.57%

+17.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.78%

38.68%

+13.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.78%

38.54%

+13.24%

HYGN.L vs. HDRO.L - Expense Ratio Comparison

HYGN.L has a 0.50% expense ratio, which is lower than HDRO.L's 0.55% expense ratio.


Dividends

HYGN.L vs. HDRO.L - Dividend Comparison

Neither HYGN.L nor HDRO.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, HYGN.L and HDRO.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, HYGN.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HYGN.L is cheaper with a 0.50% expense ratio, compared with 0.55% for HDRO.L.

HYGN.L tracks Solactive Global Hydrogen v2 Index, while HDRO.L tracks MVIS Global Hydrogen Economy ESG Index. They also come from different issuers: Global X and VanEck. Their fees differ too: 0.50% for HYGN.L and 0.55% for HDRO.L.

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