SIX3.DE vs. H4ZJ.DE
SIX3.DE (Sixt SE) is a stock, while H4ZJ.DE (HSBC MSCI World UCITS ETF USD) is Global Equities fund tracking the MSCI World. Over the past 10 years, SIX3.DE returned 9.16%/yr vs 12.37%/yr for H4ZJ.DE. At a 0.45 correlation, their price movements are largely independent.
Performance
SIX3.DE vs. H4ZJ.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SIX3.DE achieves a 20.31% return, which is significantly higher than H4ZJ.DE's 12.43% return. Over the past 10 years, SIX3.DE has underperformed H4ZJ.DE with an annualized return of 9.16%, while H4ZJ.DE has yielded a comparatively higher 12.37% annualized return.
SIX3.DE
- 1D
- -0.82%
- 1M
- 0.67%
- 6M
- 22.39%
- YTD
- 20.31%
- 1Y
- 2.02%
- 3Y*
- 0.60%
- 5Y*
- 2.51%
- 10Y*
- 9.16%
- ALL TIME*
- 16.26%
H4ZJ.DE
- 1D
- 0.33%
- 1M
- 0.73%
- 6M
- 12.10%
- YTD
- 12.43%
- 1Y
- 22.87%
- 3Y*
- 17.27%
- 5Y*
- 11.97%
- 10Y*
- 12.37%
- ALL TIME*
- 12.48%
SIX3.DE vs. H4ZJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIX3.DE Sixt SE | 20.31% | -4.21% | -7.70% | 26.29% | -33.60% | 51.33% | -12.00% | 41.02% | -6.69% | 40.95% |
H4ZJ.DE HSBC MSCI World UCITS ETF USD | 12.43% | 7.95% | 25.68% | 20.11% | -13.93% | 32.79% | 5.51% | 30.99% | -4.99% | 7.69% |
Correlation
The correlation between SIX3.DE and H4ZJ.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2013 | 0.45 |
The correlation between SIX3.DE and H4ZJ.DE shifts across timeframes, from 0.35 (1 year) to 0.46 (10 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SIX3.DE vs. H4ZJ.DE — Risk / Return Rank
SIX3.DE
H4ZJ.DE
SIX3.DE vs. H4ZJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sixt SE (SIX3.DE) and HSBC MSCI World UCITS ETF USD (H4ZJ.DE). 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.
| SIX3.DE | H4ZJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.97 | ||
| Sortino ratioReturn per unit of downside risk | -2.52 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.38 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.09 | 3.65 | -3.56 |
| Martin ratioReturn relative to average drawdown | 0.16 | 14.80 | -14.65 |
Loading charts...
Drawdowns
SIX3.DE vs. H4ZJ.DE - Drawdown Comparison
The maximum SIX3.DE drawdown since its inception was -76.64%, which is greater than H4ZJ.DE's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for SIX3.DE and H4ZJ.DE.
Loading charts...
Drawdown Indicators
| SIX3.DE | H4ZJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.64% | -33.63% | -43.01% |
Max Drawdown (1Y)Largest decline over 1 year | -21.64% | -6.23% | -15.41% |
Max Drawdown (3Y)Largest decline over 3 years | -25.84% | -21.64% | -4.20% |
Max Drawdown (5Y)Largest decline over 5 years | -48.55% | -21.64% | -26.91% |
Max Drawdown (10Y)Largest decline over 10 years | -62.07% | -33.63% | -28.44% |
Current DrawdownCurrent decline from peak | -19.60% | -0.56% | -19.04% |
Average DrawdownAverage peak-to-trough decline | -20.21% | -4.44% | -15.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.03% | 1.54% | +11.49% |
Volatility
SIX3.DE vs. H4ZJ.DE - Volatility Comparison
Sixt SE (SIX3.DE) has a higher volatility of 7.64% compared to HSBC MSCI World UCITS ETF USD (H4ZJ.DE) at 2.76%. This indicates that SIX3.DE's price experiences larger fluctuations and is considered to be riskier than H4ZJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SIX3.DE | H4ZJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.64% | 2.76% | +4.88% |
Volatility (6M)Calculated over the trailing 6-month period | 19.19% | 7.90% | +11.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.06% | 11.10% | +13.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.68% | 14.13% | +17.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.02% | 14.98% | +19.04% |
Dividends
SIX3.DE vs. H4ZJ.DE - Dividend Comparison
SIX3.DE's dividend yield for the trailing twelve months is around 5.32%, more than H4ZJ.DE's 1.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
H4ZJ.DE HSBC MSCI World UCITS ETF USD | 1.15% | 1.25% | 1.20% | 1.38% | 1.58% | 1.07% | 1.36% | 1.64% | 1.86% | 1.67% | 1.65% | 1.63% |
SIX3.DE Sixt SE | 5.32% | 5.13% | 6.77% | 2.98% | 6.83% | 0.06% | 0.09% | 3.32% | 4.27% | 3.16% | 3.89% | 1.05% |
Frequently Asked Questions
SIX3.DE and H4ZJ.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for SIX3.DE and H4ZJ.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer