SPX5.L vs. H50E.L
Compare and contrast key facts about SPDR S&P 500 UCITS ETF (SPX5.L) and HSBC EURO STOXX 50 UCITS ETF (H50E.L).
SPX5.L and H50E.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPX5.L is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Mar 19, 2012. H50E.L is a passively managed fund by HSBC that tracks the performance of the MSCI EMU NR EUR. It was launched on Oct 5, 2009. Both SPX5.L and H50E.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPX5.L or H50E.L.
Key characteristics
| SPX5.L | H50E.L | |
|---|---|---|
| YTD Return | 20.07% | 7.60% |
| 1Y Return | 26.07% | 19.29% |
| 3Y Return (Ann) | 12.65% | 8.67% |
| 5Y Return (Ann) | 15.42% | 8.92% |
| 10Y Return (Ann) | 15.91% | 9.32% |
| Sharpe Ratio | 2.37 | 1.46 |
| Sortino Ratio | 3.27 | 2.08 |
| Omega Ratio | 1.44 | 1.25 |
| Calmar Ratio | 4.15 | 1.99 |
| Martin Ratio | 15.79 | 5.45 |
| Ulcer Index | 1.68% | 3.50% |
| Daily Std Dev | 11.15% | 13.12% |
| Max Drawdown | -41.23% | -34.68% |
| Current Drawdown | -0.01% | -5.03% |
Correlation
The correlation between SPX5.L and H50E.L is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SPX5.L vs. H50E.L - Performance Comparison
In the year-to-date period, SPX5.L achieves a 20.07% return, which is significantly higher than H50E.L's 7.60% return. Over the past 10 years, SPX5.L has outperformed H50E.L with an annualized return of 15.91%, while H50E.L has yielded a comparatively lower 9.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SPX5.L vs. H50E.L - Expense Ratio Comparison
SPX5.L has a 0.09% expense ratio, which is lower than H50E.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SPX5.L vs. H50E.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 UCITS ETF (SPX5.L) and HSBC EURO STOXX 50 UCITS ETF (H50E.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.
Dividends
SPX5.L vs. H50E.L - Dividend Comparison
SPX5.L's dividend yield for the trailing twelve months is around 82.22%, more than H50E.L's 2.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPX5.L SPDR S&P 500 UCITS ETF | 82.22% | 120.99% | 138.50% | 97.80% | 140.46% | 147.87% | 170.82% | 157.18% | 149.13% | 168.09% | 142.74% | 156.08% |
H50E.L HSBC EURO STOXX 50 UCITS ETF | 2.94% | 2.92% | 2.77% | 2.01% | 2.05% | 3.04% | 3.50% | 2.76% | 2.79% | 2.63% | 2.76% | 2.68% |
Drawdowns
SPX5.L vs. H50E.L - Drawdown Comparison
The maximum SPX5.L drawdown since its inception was -41.23%, which is greater than H50E.L's maximum drawdown of -34.68%. Use the drawdown chart below to compare losses from any high point for SPX5.L and H50E.L. For additional features, visit the drawdowns tool.
Volatility
SPX5.L vs. H50E.L - Volatility Comparison
The current volatility for SPDR S&P 500 UCITS ETF (SPX5.L) is 2.15%, while HSBC EURO STOXX 50 UCITS ETF (H50E.L) has a volatility of 5.55%. This indicates that SPX5.L experiences smaller price fluctuations and is considered to be less risky than H50E.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.