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MVEA.L vs. HPAS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MVEA.L vs. HPAS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L) and HSBC MSCI USA Climate Paris Aligned UCITS ETF USD Acc (HPAS.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, MVEA.L achieves a 1.73% return, which is significantly lower than HPAS.L's 10.66% return.


MVEA.L

1D
0.03%
1M
3.05%
YTD
1.73%
6M
1.61%
1Y
3.60%
3Y*
6.81%
5Y*
7.01%
10Y*

HPAS.L

1D
0.03%
1M
8.95%
YTD
10.66%
6M
10.37%
1Y
27.35%
3Y*
17.72%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MVEA.L vs. HPAS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MVEA.L
iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF
1.73%-2.72%14.94%6.35%-1.55%10.42%
HPAS.L
HSBC MSCI USA Climate Paris Aligned UCITS ETF USD Acc
10.66%5.65%26.90%22.43%-14.66%11.67%

Correlation

The correlation between MVEA.L and HPAS.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.61

Correlation (All Time)
Calculated using the full available price history since Aug 5, 2021

0.72

Over the past year, the correlation between MVEA.L and HPAS.L has dropped to 0.42 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.

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Return for Risk

MVEA.L vs. HPAS.L — Risk / Return Rank

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

MVEA.L
MVEA.L Risk / Return Rank: 1616
Overall Rank
MVEA.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
MVEA.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
MVEA.L Omega Ratio Rank: 1515
Omega Ratio Rank
MVEA.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
MVEA.L Martin Ratio Rank: 1717
Martin Ratio Rank

HPAS.L
HPAS.L Risk / Return Rank: 5858
Overall Rank
HPAS.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
HPAS.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
HPAS.L Omega Ratio Rank: 6969
Omega Ratio Rank
HPAS.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
HPAS.L Martin Ratio Rank: 4040
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.

MVEA.L vs. HPAS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L) and HSBC MSCI USA Climate Paris Aligned UCITS ETF USD Acc (HPAS.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.


MVEA.LHPAS.LDifference
Sharpe ratioReturn per unit of total volatility

-1.84

Sortino ratioReturn per unit of downside risk

-2.36

Omega ratioGain probability vs. loss probability

1.08

1.41

-0.33

Calmar ratioReturn relative to maximum drawdown

0.66

2.17

-1.51

Martin ratioReturn relative to average drawdown

1.64

6.23

-4.60

MVEA.L vs. HPAS.L - Sharpe Ratio Comparison

The current MVEA.L Sharpe Ratio is 0.42, which is lower than the HPAS.L Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of MVEA.L and HPAS.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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Sharpe Ratios by Period


MVEA.LHPAS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

2.25

-1.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.76

-0.15

Drawdowns

MVEA.L vs. HPAS.L - Drawdown Comparison

The maximum MVEA.L drawdown since its inception was -14.36%, smaller than the maximum HPAS.L drawdown of -23.23%. Use the drawdown chart below to compare losses from any high point for MVEA.L and HPAS.L.


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Drawdown Indicators


MVEA.LHPAS.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.36%

-23.23%

+8.87%

Max Drawdown (1Y)

Largest decline over 1 year

-5.43%

-12.57%

+7.14%

Max Drawdown (3Y)

Largest decline over 3 years

-14.36%

-23.23%

+8.87%

Max Drawdown (5Y)

Largest decline over 5 years

-14.36%

Current Drawdown

Current decline from peak

-6.95%

-0.09%

-6.86%

Average Drawdown

Average peak-to-trough decline

-4.43%

-5.99%

+1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

4.38%

-2.19%

Volatility

MVEA.L vs. HPAS.L - Volatility Comparison

The current volatility for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.L) is 2.87%, while HSBC MSCI USA Climate Paris Aligned UCITS ETF USD Acc (HPAS.L) has a volatility of 3.26%. This indicates that MVEA.L experiences smaller price fluctuations and is considered to be less risky than HPAS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MVEA.LHPAS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

3.26%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

6.11%

8.55%

-2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

8.60%

12.09%

-3.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.61%

15.73%

-4.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.94%

15.73%

-3.79%

MVEA.L vs. HPAS.L - Expense Ratio Comparison

MVEA.L has a 0.20% expense ratio, which is higher than HPAS.L's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

MVEA.L vs. HPAS.L - Dividend Comparison

Neither MVEA.L nor HPAS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MVEA.L and HPAS.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HPAS.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HPAS.L is cheaper with a 0.12% expense ratio, compared with 0.20% for MVEA.L.

Both ETFs track Russell 1000 TR USD. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.20% for MVEA.L and 0.12% for HPAS.L.

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