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INDA.DE vs. HSBA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INDA.DE vs. HSBA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Banks UCITS ETF Dist (INDA.DE) and HSBC Holdings plc (HSBA.L). The values are adjusted to include any dividend payments, if applicable.

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INDA.DE vs. HSBA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INDA.DE
Lyxor STOXX Europe 600 Banks UCITS ETF Dist
-1.87%76.64%32.75%22.04%1.47%37.53%-23.78%15.32%-25.43%11.50%
HSBA.L
HSBC Holdings plc
13.04%49.55%41.22%34.94%13.73%30.89%-39.47%3.78%-12.15%18.67%
Different Trading Currencies

INDA.DE is traded in EUR, while HSBA.L is traded in GBp. To make them comparable, the HSBA.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, INDA.DE achieves a -1.87% return, which is significantly lower than HSBA.L's 13.04% return. Over the past 10 years, INDA.DE has underperformed HSBA.L with an annualized return of 13.43%, while HSBA.L has yielded a comparatively higher 16.70% annualized return.


INDA.DE

1D
4.70%
1M
-2.37%
YTD
-1.87%
6M
11.96%
1Y
37.34%
3Y*
38.87%
5Y*
26.86%
10Y*
13.43%

HSBA.L

1D
5.90%
1M
-0.49%
YTD
13.04%
6M
26.83%
1Y
48.18%
3Y*
42.78%
5Y*
31.87%
10Y*
16.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

INDA.DE vs. HSBA.L — Risk / Return Rank

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

INDA.DE
INDA.DE Risk / Return Rank: 7474
Overall Rank
INDA.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
INDA.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
INDA.DE Omega Ratio Rank: 7070
Omega Ratio Rank
INDA.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
INDA.DE Martin Ratio Rank: 7373
Martin Ratio Rank

HSBA.L
HSBA.L Risk / Return Rank: 8888
Overall Rank
HSBA.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
HSBA.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
HSBA.L Omega Ratio Rank: 8989
Omega Ratio Rank
HSBA.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
HSBA.L Martin Ratio Rank: 9191
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.

INDA.DE vs. HSBA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Banks UCITS ETF Dist (INDA.DE) and HSBC Holdings plc (HSBA.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.


INDA.DEHSBA.LDifference

Sharpe ratio

Return per unit of total volatility

1.50

1.71

-0.21

Sortino ratio

Return per unit of downside risk

1.96

2.17

-0.22

Omega ratio

Gain probability vs. loss probability

1.27

1.34

-0.07

Calmar ratio

Return relative to maximum drawdown

2.44

3.06

-0.62

Martin ratio

Return relative to average drawdown

8.39

10.59

-2.20

INDA.DE vs. HSBA.L - Sharpe Ratio Comparison

The current INDA.DE Sharpe Ratio is 1.50, which is comparable to the HSBA.L Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of INDA.DE and HSBA.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.


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Sharpe Ratios by Period


INDA.DEHSBA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.71

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

1.27

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.65

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.22

-0.05

Correlation

The correlation between INDA.DE and HSBA.L is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

INDA.DE vs. HSBA.L - Dividend Comparison

INDA.DE's dividend yield for the trailing twelve months is around 5.53%, more than HSBA.L's 4.36% yield.


TTM20252024202320222021202020192018201720162015
INDA.DE
Lyxor STOXX Europe 600 Banks UCITS ETF Dist
5.53%5.42%5.93%1.58%5.04%3.76%1.42%4.45%4.56%0.00%0.00%0.00%
HSBA.L
HSBC Holdings plc
4.36%4.29%7.16%6.80%4.11%3.54%0.00%6.79%5.83%5.18%5.79%6.12%

Drawdowns

INDA.DE vs. HSBA.L - Drawdown Comparison

The maximum INDA.DE drawdown since its inception was -70.13%, roughly equal to the maximum HSBA.L drawdown of -70.41%. Use the drawdown chart below to compare losses from any high point for INDA.DE and HSBA.L.


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Drawdown Indicators


INDA.DEHSBA.LDifference

Max Drawdown

Largest peak-to-trough decline

-70.13%

-61.74%

-8.39%

Max Drawdown (1Y)

Largest decline over 1 year

-17.26%

-19.23%

+1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-27.77%

-21.98%

-5.79%

Max Drawdown (10Y)

Largest decline over 10 years

-55.08%

-59.97%

+4.89%

Current Drawdown

Current decline from peak

-9.27%

-5.46%

-3.81%

Average Drawdown

Average peak-to-trough decline

-26.75%

-14.86%

-11.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

4.41%

+0.12%

Volatility

INDA.DE vs. HSBA.L - Volatility Comparison

The current volatility for Lyxor STOXX Europe 600 Banks UCITS ETF Dist (INDA.DE) is 9.43%, while HSBC Holdings plc (HSBA.L) has a volatility of 10.40%. This indicates that INDA.DE experiences smaller price fluctuations and is considered to be less risky than HSBA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INDA.DEHSBA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.43%

10.40%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

16.39%

20.29%

-3.90%

Volatility (1Y)

Calculated over the trailing 1-year period

24.86%

28.10%

-3.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.87%

25.02%

-1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.58%

25.58%

+1.00%